Download or read book Elements of Nonlinear Time Series Analysis and Forecasting written by Jan G. De Gooijer and published by Springer. This book was released on 2017-03-30 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible, major supporting concepts and specialized tables are appended at the end of every chapter. In addition, each chapter concludes with a set of key terms and concepts, as well as a summary of the main findings. Lastly, the book offers numerous theoretical and empirical exercises, with answers provided by the author in an extensive solutions manual.

Download or read book Algorithms for Regression and Classification written by Robin Nunkesser and published by BoD – Books on Demand. This book was released on 2009 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: The focus of this dissertation is on robust regression and classification in genetic association studies. In the context of robust regression, new exact algorithms, results for robust online scale estimation, and an evolutionary computation algorithm for different estimators in higher dimensions are presented. For classification in genetic association studies, this thesis describes a Genetic Programming algorithm that outpeforms the standard approaches on the considered data sets.

Download or read book Modern Trends in Controlled Stochastic Processes written by Alexey Piunovskiy and published by Springer Nature. This book was released on 2021-06-04 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents state-of-the-art solution methods and applications of stochastic optimal control. It is a collection of extended papers discussed at the traditional Liverpool workshop on controlled stochastic processes with participants from both the east and the west. New problems are formulated, and progresses of ongoing research are reported. Topics covered in this book include theoretical results and numerical methods for Markov and semi-Markov decision processes, optimal stopping of Markov processes, stochastic games, problems with partial information, optimal filtering, robust control, Q-learning, and self-organizing algorithms. Real-life case studies and applications, e.g., queueing systems, forest management, control of water resources, marketing science, and healthcare, are presented. Scientific researchers and postgraduate students interested in stochastic optimal control,- as well as practitioners will find this book appealing and a valuable reference. ​

Download or read book Systemic Risk and Asymmetric Responses in the Financial Industry written by Mr.Germán López-Espinosa and published by International Monetary Fund. This book was released on 2012-06-01 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt: To date, an operational measure of systemic risk capturing non-linear tail comovement between system-wide and individual bank returns has not yet been developed. This paper proposes an extension of the so-called CoVaR measure that captures the asymmetric response of the banking system to positive and negative shocks to the market-valued balance sheets of individual banks. For the median of our sample of U.S. banks, the relative impact on the system of a fall in individual market value is sevenfold that of an increase. Moreover, the downward bias in systemic risk from ignoring this asymmetric pattern increases with bank size. The conditional tail comovement between the banking system and a top decile bank which is losing market value is 5.4 larger than the unconditional tail comovement versus only 2.2 for banks in the bottom decile. The asymmetric model also produces much better estimates and fitting, and thus improves the capacity to monitor systemic risk. Our results suggest that ignoring asymmetries in tail interdependence may lead to a severe underestimation of systemic risk in a downward market.

Download or read book Securing Energy in Insecure Times written by and published by . This book was released on 2006 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The VNR Concise Encyclopedia of Mathematics written by W. Gellert and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 815 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is commonplace that in our time science and technology cannot be mastered without the tools of mathematics; but the same applies to an ever growing extent to many domains of everyday life, not least owing to the spread of cybernetic methods and arguments. As a consequence, there is a wide demand for a survey of the results of mathematics, for an unconventional approach that would also make it possible to fill gaps in one's knowledge. We do not think that a mere juxtaposition of theorems or a collection of formulae would be suitable for this purpose, because this would over emphasize the symbolic language of signs and letters rather than the mathematical idea, the only thing that really matters. Our task was to describe mathematical interrelations as briefly and precisely as possible. In view of the overwhelming amount of material it goes without saying that we did not just compile details from the numerous text-books for individual branches: what we were aiming at is to smooth out the access to the specialist literature for as many readers as possible. Since well over 700000 copies of the German edition of this book have been sold, we hope to have achieved our difficult goal. Colours are used extensively to help the reader. Important definitions and groups of formulae are on a yellow background, examples on blue, and theorems on red.

Download or read book Two Deposit Insurance Funds written by Jennifer L. Eccles and published by . This book was released on 1997 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Modeling and Forecasting Primary Commodity Prices written by Walter C. Labys and published by Routledge. This book was released on 2017-03-02 with total page 247 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent economic growth in China and other Asian countries has led to increased commodity demand which has caused price rises and accompanying price fluctuations not only for crude oil but also for the many other raw materials. Such trends mean that world commodity markets are once again under intense scrutiny. This book provides new insights into the modeling and forecasting of primary commodity prices by featuring comprehensive applications of the most recent methods of statistical time series analysis. The latter utilize econometric methods concerned with structural breaks, unobserved components, chaotic discovery, long memory, heteroskedasticity, wavelet estimation and fractional integration. Relevant tests employed include neural networks, correlation dimensions, Lyapunov exponents, fractional integration and rescaled range. The price forecasting involves structural time series trend plus cycle and cyclical trend models. Practical applications focus on the price behaviour of more than twenty international commodity markets.

Download or read book Control and Dynamic Systems V19 written by C.T. Leonides and published by Elsevier. This book was released on 2012-12-02 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume 19: Nonlinear and Kalman Filtering Techniques, Part 1 of 3 covers the advances in the techniques and technology of nonlinear filters and Kalman filters. The book provides a comprehensive treatment of the theory and applications of nonlinear filters and Kalman filters. Chapters are devoted to the discussion of the exact and approximate state estimation techniques for nonlinear dynamic systems; computational efficiencies in the various approaches to filtering techniques; the implementation of filters by the use of microprocessors and distributed processor systems; and practical means for dealing with nonlinearities. Engineers, economists, seismologists, meteorologists, and communications experts will find this book a good reference material.

Download or read book High Speed Networks and Multimedia Communications written by Zoubir Mammeri and published by Springer. This book was released on 2004-09-21 with total page 1118 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nowadays, networks and telecommunications are two of the most active ?elds. Research and development in these areas have been going on for some time, reaching the stage of products. The objectives of HSNMC 2004 (International Conference on High Speed Networks and Multimedia Communications) were to promote research and development activities and to encourage communication between academic researchers and engineers throughout the world in the areas related to high-speed networks and multimedia communications. The seventh edition of HSNMC was held in Toulouse, France, on June 30– July2,2004. Therewere266submissionstoHSNMCthisyearfrom34countries, which were evaluated by program committee members assisted by external - viewers. Each paper was reviewed by several reviewers. One hundred and one papers were selected to be included in these proceedings. The quality of s- missions was high, and the committee had to decline some papers worthy for publication. The papers selected in this book illustrate the state of the art, current d- cussions, and development trends in the areas of networks, telecommunication and multimedia applications. The contributions published in this book und- line the international importance of the related ?eld of research. They cover a variety of topics, such as QoS in Di?Serv networks, QoS analysis and m- surement, performance modelling, TCP modelling and analysis, MPLS for QoS provision, scheduling and resource allocation, routing, multicast, security and privacy issues, peer-to-peer applications, video applications, software and m- dleware for networks, mobile networks, mobility, satellite, mobile IP, wireless networks, WLAN, ad hoc networks, 3G/UMTS, IEEE 802.

Download or read book Modelling Analysis and Simulation of Computer and Telecommunication Systems written by Maria Carla Calzarossa and published by Springer Nature. This book was released on 2021-01-28 with total page 279 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the post proceedings of the 28th International Symposium on Modelling, Analysis, and Simulation of Computer and Telecommunication Systems, MASCOTS 2020, held online -due to COVID -19- in Nice, France, in November 2020. The 17 full papers presented were carefully reviewed and selected from 124 submissions. The symposium collected the most relevant papers describing state-of-the-art research in the areas of the performance evaluation of computer systems and networks as well as in related areas.

Download or read book Assembly Line Balancing under Uncertain Task Time and Demand Volatility written by Yuchen Li and published by Springer Nature. This book was released on 2022-09-10 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces several mathematical models in assembly line balancing based on stochastic programming and develops exact and heuristic methods to solve them. An assembly line system is a manufacturing process in which parts are added in sequence from workstation to workstation until the final assembly is produced. In an assembly line balancing problem, tasks belonging to different product models are allocated to workstations according to their processing times and precedence relationships among tasks. It incorporates two features, uncertain task times, and demand volatility, separately and simultaneously, into the conventional assembly line balancing model. A real-life case study related to the mask production during the COVID-19 pandemic is presented to illustrate the application of the proposed framework and methodology. The book is intended for graduate students who are interested in combinatorial optimizations in manufacturing with uncertain input.

Download or read book Innovations in Information Systems for Business Functionality and Operations Management written by Wang, John and published by IGI Global. This book was released on 2012-04-30 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book offers the latest research in IS/IT applications related to business and operations management, with contributions in the form of case studies, methodologies, best practices, frameworks, and research"--Provided by publisher.

Download or read book Applied Probability and Stochastic Processes written by J. George Shanthikumar and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applied Probability and Stochastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of stochastic processes. The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability in solving problems in modern society.

Download or read book Maritime Wideband Communication Networks written by Tingting Yang and published by Springer. This book was released on 2014-06-17 with total page 59 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Springer Brief covers emerging maritime wideband communication networks and how they facilitate applications such as maritime distress, urgency, safety and general communications. It provides valuable insight on the data transmission scheduling and protocol design for the maritime wideband network. This brief begins with an introduction to maritime wideband communication networks including the architecture, framework, operations and a comprehensive survey on current developments. The second part of the brief presents the resource allocation and scheduling for video packet transmission with a goal of maximizing the weights of uploaded video packets. Finally, an energy and content aware scheduling scheme is proposed for the most efficient vessel packet throughput. Based on the real ship route traces obtained from the navigation software BLM-Ship, simulation results demonstrate the viability of the proposed schemes. Conclusions and further research directions are discussed. Maritime Wideband Communication Networks: Video Transmission Scheduling is a valuable tool for researchers and professionals working in wireless communications and networks. Advanced-level students studying computer science and electrical engineering will also find the content valuable.

Download or read book Spatial Econometrics Methods and Models written by L. Anselin and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: Spatial econometrics deals with spatial dependence and spatial heterogeneity, critical aspects of the data used by regional scientists. These characteristics may cause standard econometric techniques to become inappropriate. In this book, I combine several recent research results to construct a comprehensive approach to the incorporation of spatial effects in econometrics. My primary focus is to demonstrate how these spatial effects can be considered as special cases of general frameworks in standard econometrics, and to outline how they necessitate a separate set of methods and techniques, encompassed within the field of spatial econometrics. My viewpoint differs from that taken in the discussion of spatial autocorrelation in spatial statistics - e.g., most recently by Cliff and Ord (1981) and Upton and Fingleton (1985) - in that I am mostly concerned with the relevance of spatial effects on model specification, estimation and other inference, in what I caIl a model-driven approach, as opposed to a data-driven approach in spatial statistics. I attempt to combine a rigorous econometric perspective with a comprehensive treatment of methodological issues in spatial analysis.

Download or read book Operations Research Calculations Handbook written by Dennis Blumenfeld and published by CRC Press. This book was released on 2001-06-27 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of Operations Research (OR) covers a wide range of mathematical topics. Because it is so broad, results and formulas relevant to the field are widely scattered in different texts and journals and can be hard to find. As the field continues to grow, OR practitioners and students need a convenient, one-stop source for the results relevant t