Download or read book On the Treatment of Nonsignificant Parameters in ARIMA Identified Models when the Generating Process is First Order Autoregressive written by William S. Hopwood and published by . This book was released on 1979 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Question of Equity written by J. Keith Murnighan and published by . This book was released on 1979 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Research Projects and Publications written by and published by . This book was released on 1981 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book National Union Catalog written by and published by . This book was released on 1983 with total page 1032 pages. Available in PDF, EPUB and Kindle. Book excerpt: Includes entries for maps and atlases.
Download or read book On the Treatment of Nonsignificant Parameters in ARIMA Identified Models when the Generating Process is First Order Autoregressive written by William S. Hopwood and published by . This book was released on 1979 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Economics Working Papers written by John Fletcher and published by . This book was released on 1978 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 Analysis of Integrated and Cointegrated Time Series with R written by Bernhard Pfaff and published by Springer Science & Business Media. This book was released on 2008-09-03 with total page 193 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.
Download or read book Introduction to Modern Time Series Analysis written by Gebhard Kirchgässner and published by Springer Science & Business Media. This book was released on 2008-08-27 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It contains the most important approaches to analyze time series which may be stationary or nonstationary.
Download or read book Time Series Analysis and Its Applications written by Robert H. Shumway and published by . This book was released on 2014-01-15 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Seasonal Adjustment Methods and Real Time Trend Cycle Estimation written by Estela Bee Dagum and published by Springer. This book was released on 2016-06-20 with total page 293 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores widely used seasonal adjustment methods and recent developments in real time trend-cycle estimation. It discusses in detail the properties and limitations of X12ARIMA, TRAMO-SEATS and STAMP - the main seasonal adjustment methods used by statistical agencies. Several real-world cases illustrate each method and real data examples can be followed throughout the text. The trend-cycle estimation is presented using nonparametric techniques based on moving averages, linear filters and reproducing kernel Hilbert spaces, taking recent advances into account. The book provides a systematical treatment of results that to date have been scattered throughout the literature. Seasonal adjustment and real time trend-cycle prediction play an essential part at all levels of activity in modern economies. They are used by governments to counteract cyclical recessions, by central banks to control inflation, by decision makers for better modeling and planning and by hospitals, manufacturers, builders, transportation, and consumers in general to decide on appropriate action. This book appeals to practitioners in government institutions, finance and business, macroeconomists, and other professionals who use economic data as well as academic researchers in time series analysis, seasonal adjustment methods, filtering and signal extraction. It is also useful for graduate and final-year undergraduate courses in econometrics and time series with a good understanding of linear regression and matrix algebra, as well as ARIMA modelling.
Download or read book Nonlinear Time Series Analysis written by Ruey S. Tsay and published by John Wiley & Sons. This book was released on 2018-09-13 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis Nonlinear Time Series Analysis offers an important guide to both parametric and nonparametric methods, nonlinear state-space models, and Bayesian as well as classical approaches to nonlinear time series analysis. The authors—noted experts in the field—explore the advantages and limitations of the nonlinear models and methods and review the improvements upon linear time series models. The need for this book is based on the recent developments in nonlinear time series analysis, statistical learning, dynamic systems and advanced computational methods. Parametric and nonparametric methods and nonlinear and non-Gaussian state space models provide a much wider range of tools for time series analysis. In addition, advances in computing and data collection have made available large data sets and high-frequency data. These new data make it not only feasible, but also necessary to take into consideration the nonlinearity embedded in most real-world time series. This vital guide: • Offers research developed by leading scholars of time series analysis • Presents R commands making it possible to reproduce all the analyses included in the text • Contains real-world examples throughout the book • Recommends exercises to test understanding of material presented • Includes an instructor solutions manual and companion website Written for students, researchers, and practitioners who are interested in exploring nonlinearity in time series, Nonlinear Time Series Analysis offers a comprehensive text that explores the advantages and limitations of the nonlinear models and methods and demonstrates the improvements upon linear time series models.
Download or read book Time Series Forecasting written by Chris Chatfield and published by CRC Press. This book was released on 2000-10-25 with total page 281 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the author of the bestselling "Analysis of Time Series," Time-Series Forecasting offers a comprehensive, up-to-date review of forecasting methods. It provides a summary of time-series modelling procedures, followed by a brief catalogue of many different time-series forecasting methods, ranging from ad-hoc methods through ARIMA and state-space
Download or read book Unit Roots Cointegration and Structural Change written by G. S. Maddala and published by Cambridge University Press. This book was released on 1998 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Download or read book Data Science written by Vijay Kotu and published by Morgan Kaufmann. This book was released on 2018-11-27 with total page 570 pages. Available in PDF, EPUB and Kindle. Book excerpt: Learn the basics of Data Science through an easy to understand conceptual framework and immediately practice using RapidMiner platform. Whether you are brand new to data science or working on your tenth project, this book will show you how to analyze data, uncover hidden patterns and relationships to aid important decisions and predictions. Data Science has become an essential tool to extract value from data for any organization that collects, stores and processes data as part of its operations. This book is ideal for business users, data analysts, business analysts, engineers, and analytics professionals and for anyone who works with data. You'll be able to: - Gain the necessary knowledge of different data science techniques to extract value from data. - Master the concepts and inner workings of 30 commonly used powerful data science algorithms. - Implement step-by-step data science process using using RapidMiner, an open source GUI based data science platform Data Science techniques covered: Exploratory data analysis, Visualization, Decision trees, Rule induction, k-nearest neighbors, Naïve Bayesian classifiers, Artificial neural networks, Deep learning, Support vector machines, Ensemble models, Random forests, Regression, Recommendation engines, Association analysis, K-Means and Density based clustering, Self organizing maps, Text mining, Time series forecasting, Anomaly detection, Feature selection and more... - Contains fully updated content on data science, including tactics on how to mine business data for information - Presents simple explanations for over twenty powerful data science techniques - Enables the practical use of data science algorithms without the need for programming - Demonstrates processes with practical use cases - Introduces each algorithm or technique and explains the workings of a data science algorithm in plain language - Describes the commonly used setup options for the open source tool RapidMiner
Download or read book Theory and Methods of Statistics written by P.K. Bhattacharya and published by Academic Press. This book was released on 2016-06-23 with total page 546 pages. Available in PDF, EPUB and Kindle. Book excerpt: Theory and Methods of Statistics covers essential topics for advanced graduate students and professional research statisticians. This comprehensive resource covers many important areas in one manageable volume, including core subjects such as probability theory, mathematical statistics, and linear models, and various special topics, including nonparametrics, curve estimation, multivariate analysis, time series, and resampling. The book presents subjects such as "maximum likelihood and sufficiency," and is written with an intuitive, heuristic approach to build reader comprehension. It also includes many probability inequalities that are not only useful in the context of this text, but also as a resource for investigating convergence of statistical procedures. - Codifies foundational information in many core areas of statistics into a comprehensive and definitive resource - Serves as an excellent text for select master's and PhD programs, as well as a professional reference - Integrates numerous examples to illustrate advanced concepts - Includes many probability inequalities useful for investigating convergence of statistical procedures
Download or read book Regression Modeling with Actuarial and Financial Applications written by Edward W. Frees and published by Cambridge University Press. This book was released on 2010 with total page 585 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book teaches multiple regression and time series and how to use these to analyze real data in risk management and finance.
