Download or read book Analytical Methods in Statistics written by Matúš Maciak and published by Springer Nature. This book was released on 2020-07-19 with total page 159 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects peer-reviewed contributions on modern statistical methods and topics, stemming from the third workshop on Analytical Methods in Statistics, AMISTAT 2019, held in Liberec, Czech Republic, on September 16-19, 2019. Real-life problems demand statistical solutions, which in turn require new and profound mathematical methods. As such, the book is not only a collection of solved problems but also a source of new methods and their practical extensions. The authoritative contributions focus on analytical methods in statistics, asymptotics, estimation and Fisher information, robustness, stochastic models and inequalities, and other related fields; further, they address e.g. average autoregression quantiles, neural networks, weighted empirical minimum distance estimators, implied volatility surface estimation, the Grenander estimator, non-Gaussian component analysis, meta learning, and high-dimensional errors-in-variables models.
Download or read book Probability Theory and Mathematical Statistics written by B. Grigelionis and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-05-18 with total page 752 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "Probability Theory and Mathematical Statistics".
Download or read book Economic Modeling Using Artificial Intelligence Methods written by Tshilidzi Marwala and published by Springer Science & Business Media. This book was released on 2013-04-02 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economic Modeling Using Artificial Intelligence Methods examines the application of artificial intelligence methods to model economic data. Traditionally, economic modeling has been modeled in the linear domain where the principles of superposition are valid. The application of artificial intelligence for economic modeling allows for a flexible multi-order non-linear modeling. In addition, game theory has largely been applied in economic modeling. However, the inherent limitation of game theory when dealing with many player games encourages the use of multi-agent systems for modeling economic phenomena. The artificial intelligence techniques used to model economic data include: multi-layer perceptron neural networks radial basis functions support vector machines rough sets genetic algorithm particle swarm optimization simulated annealing multi-agent system incremental learning fuzzy networks Signal processing techniques are explored to analyze economic data, and these techniques are the time domain methods, time-frequency domain methods and fractals dimension approaches. Interesting economic problems such as causality versus correlation, simulating the stock market, modeling and controling inflation, option pricing, modeling economic growth as well as portfolio optimization are examined. The relationship between economic dependency and interstate conflict is explored, and knowledge on how economics is useful to foster peace – and vice versa – is investigated. Economic Modeling Using Artificial Intelligence Methods deals with the issue of causality in the non-linear domain and applies the automatic relevance determination, the evidence framework, Bayesian approach and Granger causality to understand causality and correlation. Economic Modeling Using Artificial Intelligence Methods makes an important contribution to the area of econometrics, and is a valuable source of reference for graduate students, researchers and financial practitioners.
Download or read book Advanced Statistical Methods in Process Monitoring Finance and Environmental Science written by Sven Knoth and published by Springer Nature. This book was released on with total page 503 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Statistical Tools for Finance and Insurance written by Pavel Cizek and published by Springer Science & Business Media. This book was released on 2011-03-18 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Tools for Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field, this book offers a unique combination of topics from which every market analyst and risk manager will benefit. Features of the significantly enlarged and revised second edition: Offers insight into new methods and the applicability of the stochastic technology Provides the tools, instruments and (online) algorithms for recent techniques in quantitative finance and modern treatments in insurance calculations Covers topics such as - expected shortfall for heavy tailed and mixture distributions* - pricing of variance swaps* - volatility smile calibration in FX markets - pricing of catastrophe bonds and temperature derivatives* - building loss models and ruin probability approximation - insurance pricing with GLM* - equity linked retirement plans*(new topics in the second edition marked with*) Presents extensive examples
Download or read book Time Series Analysis Methods and Applications written by and published by Elsevier. This book was released on 2012-05-18 with total page 777 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. It is branching rapidly into so many different subjects that a series of handbooks is the only way of comprehensively presenting the various aspects of statistical methodology, applications, and recent developments.The Handbook of Statistics is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with Volume 30 dealing with time series. The series is addressed to the entire community of statisticians and scientists in various disciplines who use statistical methodology in their work. At the same time, special emphasis is placed on applications-oriented techniques, with the applied statistician in mind as the primary audience. - Comprehensively presents the various aspects of statistical methodology - Discusses a wide variety of diverse applications and recent developments - Contributors are internationally renowened experts in their respective areas
Download or read book NUREG CR written by U.S. Nuclear Regulatory Commission and published by . This book was released on 1980 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Random Coefficient Autoregressive Models An Introduction written by D.F. Nicholls and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this monograph we have considered a class of autoregressive models whose coefficients are random. The models have special appeal among the non-linear models so far considered in the statistical literature, in that their analysis is quite tractable. It has been possible to find conditions for stationarity and stability, to derive estimates of the unknown parameters, to establish asymptotic properties of these estimates and to obtain tests of certain hypotheses of interest. We are grateful to many colleagues in both Departments of Statistics at the Australian National University and in the Department of Mathematics at the University of Wo110ngong. Their constructive criticism has aided in the presentation of this monograph. We would also like to thank Dr M. A. Ward of the Department of Mathematics, Australian National University whose program produced, after minor modifications, the "three dimensional" graphs of the log-likelihood functions which appear on pages 83-86. Finally we would like to thank J. Radley, H. Patrikka and D. Hewson for their contributions towards the typing of a difficult manuscript. IV CONTENTS CHAPTER 1 INTRODUCTION 1. 1 Introduction 1 Appendix 1. 1 11 Appendix 1. 2 14 CHAPTER 2 STATIONARITY AND STABILITY 15 2. 1 Introduction 15 2. 2 Singly-Infinite Stationarity 16 2. 3 Doubly-Infinite Stationarity 19 2. 4 The Case of a Unit Eigenvalue 31 2. 5 Stability of RCA Models 33 2. 6 Strict Stationarity 37 Appendix 2. 1 38 CHAPTER 3 LEAST SQUARES ESTIMATION OF SCALAR MODELS 40 3.
Download or read book European Workshop on Structural Health Monitoring written by Piervincenzo Rizzo and published by Springer Nature. This book was released on 2021-01-08 with total page 847 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume gathers the latest advances, innovations, and applications in the field of structural health monitoring (SHM) and more broadly in the fields of smart materials and intelligent systems. The volume covers highly diverse topics, including signal processing, smart sensors, autonomous systems, remote sensing and support, UAV platforms for SHM, Internet of Things, Industry 4.0, and SHM for civil structures and infrastructures. The contributions, which are published after a rigorous international peer-review process, highlight numerous exciting ideas that will spur novel research directions and foster multidisciplinary collaboration among different specialists. The contents of this volume reflect the outcomes of the activities of EWSHM (European Workshop on Structural Health Monitoring) in 2020.
Download or read book Adaptive Systems in Control and Signal Processing 1986 written by K.J. Aström and published by Elsevier. This book was released on 2016-07-21 with total page 463 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second IFAC workshop discusses the variety and applications of adaptive systems in control and signal processing. The various approaches to adaptive control systems are covered and their stability and adaptability analyzed. The volume also includes papers taken from two poster sessions to give a concise and comprehensive overview/treatment of this increasingly important field.
Download or read book Workbook on Cointegration written by Peter Reinhard Hansen and published by Oxford University Press, USA. This book was released on 1998 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: Aimed at graduates and researchers in economics and econometrics, this is a comprehesive exposition of Soren Johansen's remarkable contribution to the theory of cointegration analysis.
Download or read book Complex Systems in Finance and Econometrics written by Robert A. Meyers and published by Springer Science & Business Media. This book was released on 2010-11-03 with total page 919 pages. Available in PDF, EPUB and Kindle. Book excerpt: Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.
Download or read book Stochastic Control written by N.K. Sinha and published by Elsevier. This book was released on 2014-05-23 with total page 533 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic control, the control of random processes, has become increasingly more important to the systems analyst and engineer. The Second IFAC Symposium on Stochastic Control represents current thinking on all aspects of stochastic control, both theoretical and practical, and as such represents a further advance in the understanding of such systems.
Download or read book Modeling Time Varying Unconditional Variance by Means of a Free Knot Spline GARCH Model written by Oliver Old and published by Springer Nature. This book was released on 2022-07-27 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book addresses the problem of a time-varying unconditional variance of return processes utilizing a spline function. The knots of the spline functions are estimated as free parameters within a joined estimation process together with the parameters of the mean, the conditional variance and the spline function. With the help of this method, the knots are placed in regions where the unconditional variance is not smooth. The results are tested within an extensive simulation study and an empirical study employing the S&P500 index.
Download or read book Statistical Methods in Control Signal Processing written by Tohru Katayama and published by CRC Press. This book was released on 2018-10-08 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presenting statistical and stochastic methods for the analysis and design of technological systems in engineering and applied areas, this work documents developments in statistical modelling, identification, estimation and signal processing. The book covers such topics as subspace methods, stochastic realization, state space modelling, and identification and parameter estimation.
Download or read book Practical Biomedical Signal Analysis Using MATLAB written by Katarzyna J. Blinowska and published by CRC Press. This book was released on 2021-10-18 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: Covering the latest cutting-edge techniques in biomedical signal processing while presenting a coherent treatment of various signal processing methods and applications, this second edition of Practical Biomedical Signal Analysis Using MATLAB® also offers practical guidance on which procedures are appropriate for a given task and different types of data. It begins by describing signal analysis techniques—including the newest and most advanced methods in the field—in an easy and accessible way, illustrating them with Live Script demos. MATLAB® routines are listed when available, and freely available software is discussed where appropriate. The book concludes by exploring the applications of the methods to a broad range of biomedical signals while highlighting common problems encountered in practice. These chapters have been updated throughout and include new sections on multiple channel analysis and connectivity measures, phase-amplitude analysis, functional near-infrared spectroscopy, fMRI (BOLD) signals, wearable devices, multimodal signal analysis, and brain-computer interfaces. By providing a unified overview of the field, this book explains how to integrate signal processing techniques in biomedical applications properly and explores how to avoid misinterpretations and pitfalls. It helps readers to choose the appropriate method as well as design their own methods. It will be an excellent guide for graduate students studying biomedical engineering and practicing researchers in the field of biomedical signal analysis. Features: Fully updated throughout with new achievements, technologies, and methods and is supported with over 40 original MATLAB Live Scripts illustrating the discussed techniques, suitable for self-learning or as a supplement to college courses Provides a practical comparison of the advantages and disadvantages of different approaches in the context of various applications Applies the methods to a variety of signals, including electric, magnetic, acoustic, and optical Katarzyna J. Blinowska is a Professor emeritus at the University of Warsaw, Poland, where she was director of Graduate Studies in Biomedical Physics and head of the Department of Biomedical Physics. Currently, she is employed at the Institute of Biocybernetics and Biomedical Engineering of the Polish Academy of Sciences. She has been at the forefront in developing new advanced time-series methods for research and clinical applications. Jarosław Żygierewicz is a Professor at the University of Warsaw, Poland. His research focuses on developing methods for analyzing EEG and MEG signals, brain-computer interfaces, and applications of machine learning in signal processing and classification.
Download or read book Linear Circuits written by Nobuo Nagai and published by CRC Press. This book was released on 2020-08-26 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book documents the significant progress in studies concerning linear circuits and systems, including their applications to digital filters, in Japan. It considers rational approximations in circuit and system theory and deals with the digital lattice filters used in digital signal processing.
