Download or read book The Interpolation of Time Series by Related Series written by Milton Friedman and published by . This book was released on 1962 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Extrapolation Interpolation and Smoothing of Stationary Time Series with Engineering Applications written by Norbert Wiener and published by Martino Fine Books. This book was released on 2013-11 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt: 2013 Reprint of 1949 Edition. Full facsimile of the original edition, not reproduced with Optical Recognition Software. This is the second book by Norbert Wiener on time series and communication engineering. While the first one, "Cybernetics," treated the subject from a general standpoint and was more philosophical than mathematical, the present volume is more technical than theoretical, and forms a kind of companion piece to the first. It is intended as a tool for engineers working in the field of electrical communication and related subjects. The book consists of an introduction, five chapters, and three appendices. After explaining the general outline of the problem in the introduction, the author gives in Chapter I a review of generalized harmonic analysis which is necessary for the understanding of the following chapters. Chapters II and III are devoted to the problems of prediction and filtering respectively. In Chapter IV there is given a brief account of the theory of multiple prediction, that is, the theory of prediction when we deal with more than one time series at the same time. Finally, in Chapter V there is given a short discussion on the application of similar methods to a problem of approximate differentiation.
Download or read book The Interpolation of Time Series by Related Series written by Milton Friedman and published by Literary Licensing, LLC. This book was released on 2011-10-01 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Interpolation of Time Series by Related Series written by Milton Friedman and published by . This book was released on 1962 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Extrapolation Interpolation and Smoothing of Stationary Time Series written by Norbert Wiener and published by . This book was released on 1960 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Multiple Time Series written by Edward James Hannan and published by John Wiley & Sons. This book was released on 2009-09-25 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Wiley Series in Probability and Statistics is a collection of topics of current research interests in both pure and applied statistics and probability developments in the field and classical methods. This series provides essential and invaluable reading for all statisticians, whether in academia, industry, government, or research.
Download or read book Prediction and Interpolation of Time Series by State Space Models written by and published by . This book was released on 2015 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Benchmarking Temporal Distribution and Reconciliation Methods for Time Series written by Estela Bee Dagum and published by Springer Science & Business Media. This book was released on 2006-09-23 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time series play a crucial role in modern economies at all levels of activity and are used by decision makers to plan for a better future. Before publication time series are subject to statistical adjustments and this is the first statistical book to systematically deal with the methods most often applied for such adjustments. Regression-based models are emphasized because of their clarity, ease of application, and superior results. Each topic is illustrated with real case examples. In order to facilitate understanding of their properties and limitations of the methods discussed a real data example is followed throughout the book.
Download or read book Forecasting principles and practice written by Rob J Hyndman and published by OTexts. This book was released on 2018-05-08 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Download or read book Birkhoff Interpolation written by G. G. Lorentz and published by Cambridge University Press. This book was released on 1984-12-28 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: This reference book provides the main definitions, theorems and techniques in the theory of Birkhoff interpolation by polynomials. The book begins with an article by G. G. Lorentz that discusses some of the important developments in approximation and interpolation in the last twenty years. It presents all the basic material known at the present time in a unified manner. Topics discussed include; applications of Birkhoff interpolation to approximation theory, quadrature formulas and Chebyshev systems; lacunary interpolation at special knots and an introduction to the theory of Birkhoff interpolation by splines.
Download or read book Modeling Financial Time Series with S PLUS written by Eric Zivot and published by Springer Science & Business Media. This book was released on 2007-10-10 with total page 998 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. It is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts. This edition covers S+FinMetrics 2.0 and includes new chapters.
Download or read book Singular Spectrum Analysis for Time Series written by Nina Golyandina and published by Springer Nature. This book was released on 2020-11-23 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives an overview of singular spectrum analysis (SSA). SSA is a technique of time series analysis and forecasting combining elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA is multi-purpose and naturally combines both model-free and parametric techniques, which makes it a very special and attractive methodology for solving a wide range of problems arising in diverse areas. Rapidly increasing number of novel applications of SSA is a consequence of the new fundamental research on SSA and the recent progress in computing and software engineering which made it possible to use SSA for very complicated tasks that were unthinkable twenty years ago. In this book, the methodology of SSA is concisely but at the same time comprehensively explained by two prominent statisticians with huge experience in SSA. The book offers a valuable resource for a very wide readership, including professional statisticians, specialists in signal and image processing, as well as specialists in numerous applied disciplines interested in using statistical methods for time series analysis, forecasting, signal and image processing. The second edition of the book contains many updates and some new material including a thorough discussion on the place of SSA among other methods and new sections on multivariate and multidimensional extensions of SSA.
Download or read book Introduction to Time Series Forecasting With Python written by Jason Brownlee and published by Machine Learning Mastery. This book was released on 2017-02-16 with total page 359 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time series forecasting is different from other machine learning problems. The key difference is the fixed sequence of observations and the constraints and additional structure this provides. In this Ebook, finally cut through the math and specialized methods for time series forecasting. Using clear explanations, standard Python libraries and step-by-step tutorials you will discover how to load and prepare data, evaluate model skill, and implement forecasting models for time series data.
Download or read book Practical Time Series Analysis Using SAS written by Anders Milhoj and published by . This book was released on 2013 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Anders Milhøj's Practical Time Series Analysis Using SAS explains and demonstrates through examples how you can use SAS for time series analysis. It offers modern procedures for forecasting, seasonal adjustments, and decomposition of time series that can be used without involved statistical reasoning. The book teaches, with numerous examples, how to apply these procedures with very simple coding. In addition, it also gives the statistical background for interested readers. Beginning with an introductory chapter that covers the practical handling of time series data in SAS using the TIMESERIES and EXPAND procedures, it goes on to explain forecasting, which is found in the ESM procedure; seasonal adjustment, including trading-day correction using PROC X12; and unobserved component models using the UCM procedure. This book is part of the SAS Press program.
Download or read book Matrix Numerical and Optimization Methods in Science and Engineering written by Kevin W. Cassel and published by Cambridge University Press. This book was released on 2021-03-04 with total page 728 pages. Available in PDF, EPUB and Kindle. Book excerpt: Address vector and matrix methods necessary in numerical methods and optimization of linear systems in engineering with this unified text. Treats the mathematical models that describe and predict the evolution of our processes and systems, and the numerical methods required to obtain approximate solutions. Explores the dynamical systems theory used to describe and characterize system behaviour, alongside the techniques used to optimize their performance. Integrates and unifies matrix and eigenfunction methods with their applications in numerical and optimization methods. Consolidating, generalizing, and unifying these topics into a single coherent subject, this practical resource is suitable for advanced undergraduate students and graduate students in engineering, physical sciences, and applied mathematics.
Download or read book Topics in Nonlinear Time Series Analysis written by Andreas Galka and published by World Scientific. This book was released on 2000 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a thorough review of a class of powerful algorithms for the numerical analysis of complex time series data which were obtained from dynamical systems. These algorithms are based on the concept of state space representations of the underlying dynamics, as introduced by nonlinear dynamics. In particular, current algorithms for state space reconstruction, correlation dimension estimation, testing for determinism and surrogate data testing are presented ? algorithms which have been playing a central role in the investigation of deterministic chaos and related phenomena since 1980. Special emphasis is given to the much-disputed issue whether these algorithms can be successfully employed for the analysis of the human electroencephalogram.
Download or read book R Cookbook written by Paul Teetor and published by "O'Reilly Media, Inc.". This book was released on 2011-03-03 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: With more than 200 practical recipes, this book helps you perform data analysis with R quickly and efficiently. The R language provides everything you need to do statistical work, but its structure can be difficult to master. This collection of concise, task-oriented recipes makes you productive with R immediately, with solutions ranging from basic tasks to input and output, general statistics, graphics, and linear regression. Each recipe addresses a specific problem, with a discussion that explains the solution and offers insight into how it works. If you’re a beginner, R Cookbook will help get you started. If you’re an experienced data programmer, it will jog your memory and expand your horizons. You’ll get the job done faster and learn more about R in the process. Create vectors, handle variables, and perform other basic functions Input and output data Tackle data structures such as matrices, lists, factors, and data frames Work with probability, probability distributions, and random variables Calculate statistics and confidence intervals, and perform statistical tests Create a variety of graphic displays Build statistical models with linear regressions and analysis of variance (ANOVA) Explore advanced statistical techniques, such as finding clusters in your data "Wonderfully readable, R Cookbook serves not only as a solutions manual of sorts, but as a truly enjoyable way to explore the R language—one practical example at a time."—Jeffrey Ryan, software consultant and R package author
