Download or read book Multicylinder Test Sequences for Evaluating Automotive Engine Oils Sequence IID written by ASTM Committee D-2 on Petroleum Products and Lubricants and published by ASTM International. This book was released on 1993 with total page 127 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Probability Random Variables and Random Processes written by John J. Shynk and published by John Wiley & Sons. This book was released on 2012-10-15 with total page 850 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability, Random Variables, and Random Processes is a comprehensive textbook on probability theory for engineers that provides a more rigorous mathematical framework than is usually encountered in undergraduate courses. It is intended for first-year graduate students who have some familiarity with probability and random variables, though not necessarily of random processes and systems that operate on random signals. It is also appropriate for advanced undergraduate students who have a strong mathematical background. The book has the following features: Several appendices include related material on integration, important inequalities and identities, frequency-domain transforms, and linear algebra. These topics have been included so that the book is relatively self-contained. One appendix contains an extensive summary of 33 random variables and their properties such as moments, characteristic functions, and entropy. Unlike most books on probability, numerous figures have been included to clarify and expand upon important points. Over 600 illustrations and MATLAB plots have been designed to reinforce the material and illustrate the various characterizations and properties of random quantities. Sufficient statistics are covered in detail, as is their connection to parameter estimation techniques. These include classical Bayesian estimation and several optimality criteria: mean-square error, mean-absolute error, maximum likelihood, method of moments, and least squares. The last four chapters provide an introduction to several topics usually studied in subsequent engineering courses: communication systems and information theory; optimal filtering (Wiener and Kalman); adaptive filtering (FIR and IIR); and antenna beamforming, channel equalization, and direction finding. This material is available electronically at the companion website. Probability, Random Variables, and Random Processes is the only textbook on probability for engineers that includes relevant background material, provides extensive summaries of key results, and extends various statistical techniques to a range of applications in signal processing.

Download or read book Identification and Control Using Volterra Models written by F.J.III Doyle and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers recent results in the analysis, identification and control of systems described by Volterra models. Topics covered include: qualitative behavior of finite Volterra models compared and contrasted with other nonlinear model classes, structural restrictions and extensions to Volterra model class, least squares and stochastic identification approaches, model inversion issues, and direct synthesis and model predictive control design, guidelines for practical applications. Examples are drawn from Chemical, Biological and Electrical Engineering. The book is suitable as a text for a graduate control course, or as a reference for both research and practice.

Download or read book Macroeconometrics and Time Series Analysis written by Steven Durlauf and published by Springer. This book was released on 2016-04-30 with total page 417 pages. Available in PDF, EPUB and Kindle. Book excerpt: Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.

Download or read book Analysis of Financial Time Series written by Ruey S. Tsay and published by John Wiley & Sons. This book was released on 2005-09-15 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides statistical tools and techniques needed to understandtoday's financial markets The Second Edition of this critically acclaimed text provides acomprehensive and systematic introduction to financial econometricmodels and their applications in modeling and predicting financialtime series data. This latest edition continues to emphasizeempirical financial data and focuses on real-world examples.Following this approach, readers will master key aspects offinancial time series, including volatility modeling, neuralnetwork applications, market microstructure and high-frequencyfinancial data, continuous-time models and Ito's Lemma, Value atRisk, multiple returns analysis, financial factor models, andeconometric modeling via computation-intensive methods. The author begins with the basic characteristics of financialtime series data, setting the foundation for the three maintopics: Analysis and application of univariate financial timeseries Return series of multiple assets Bayesian inference in finance methods This new edition is a thoroughly revised and updated text,including the addition of S-Plus® commands and illustrations.Exercises have been thoroughly updated and expanded and include themost current data, providing readers with more opportunities to putthe models and methods into practice. Among the new material addedto the text, readers will find: Consistent covariance estimation under heteroscedasticity andserial correlation Alternative approaches to volatility modeling Financial factor models State-space models Kalman filtering Estimation of stochastic diffusion models The tools provided in this text aid readers in developing adeeper understanding of financial markets through firsthandexperience in working with financial data. This is an idealtextbook for MBA students as well as a reference for researchersand professionals in business and finance.

Download or read book Statistics of Extremes and Records in Random Sequences written by Satya N. Majumdar and published by Oxford University Press. This book was released on 2024-05-16 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rare events such as earthquakes, tsunamis, floods etc do not fortunately occur every day, but when they do, their effects are devastating. These days, such rare events are particularly important to understand to characterize the global warming and climate changes. In addition to natural catastrophes, rare events such as big financial crashes also play a significant role in economy. In the absence of predictive models, the best way forward is to analyse the statistics of these extreme events and draw conclusions from it about the probability of their occurrences. Extreme value statistics (EVS) and the statistics of records in a random sequence are examples of a truly interdisciplinary topic, spanning from statistics and mathematics on one side to physics of disordered systems on the other. They have tremendous importance and practical applications in a wide variety of fields, such as climate science, finance, spin-glasses, and random matrices. Statistics and mathematical literature have explored the subject of the classical theory of EVS. However, more recently, EVS started to play a very important role in statistical physics, in particular in disordered systems. This has led to a plethora of activities, both in the statistical physics and in the mathematics communities over the last few decades. This book develops the theory of rare events, both for the classical uncorrelated as well as for correlated sequences, in terms of simple models and examples. Statistics of Extremes and Records in Random Sequences is a pedagogical book with examples illustrating the basic tools and techniques that are essential to a student starting to work in this interesting and rapidly developing field.

Download or read book Lubrication in Practice written by W. L. Robertson and published by Routledge. This book was released on 2019-03-15 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book will appeal to a broad range of engineers and managers in all sectors of manufacturing engineering, power generation and transport. Drawing on their specialist experience and knowledge, the many contributors show how the careful application of correct lubrication can lead to improved productivity, longer plant and equipment life and higher profits. Throughout the emphasis is on showing what lubricants can do, and how they can best be used. After introductory chapters that summarise the basic theory and the general types and properties of lubricants, there follow eleven chapters that cover such specific applications as diesel and petrol engines, hydraulics, compressors, machine tools and cutting oils. The last two chapters discuss the storage and handling of lubricants, and lubrication planning. The majority of the authors and editors, have worked for Esso Petroleum Company Limited and have a unique range of experience in this area. Many of the authors have contrbuted to advances in techniques for imrproved lubrication in their specialist areas.

Download or read book Education And Awareness Of Sustainability Proceedings Of The 3rd Eurasian Conference On Educational Innovation 2020 Ecei 2020 written by Charles Tijus and published by World Scientific. This book was released on 2020-11-17 with total page 1004 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume represents the proceedings of the 3rd Eurasian Conference on Educational Innovation 2020 (ECEI 2020). Thes conference is organized by the International Institute of Knowledge Innovation and Invention (IIKII), and was held on February 5-7, 2020 in Hanoi, Vietnam.ECEI 2020 provides a unified communication platform for researchers in a range of topics in education innovation and other related fields. This proceedings volume enables interdisciplinary collaboration of science and engineering technologists. It is a fine starting point for establishing an international network in the academic and industrial fields.

Download or read book Introduction to Time Series and Forecasting written by Peter J. Brockwell and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: Some of the key mathematical results are stated without proof in order to make the underlying theory acccessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introducitons are also given to cointegration and to non-linear, continuous-time and long-memory models. The time series package included in the back of the book is a slightly modified version of the package ITSM, published separately as ITSM for Windows, by Springer-Verlag, 1994. It does not handle such large data sets as ITSM for Windows, but like the latter, runs on IBM-PC compatible computers under either DOS or Windows (version 3.1 or later). The programs are all menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis.

Download or read book Chaotic Electronics in Telecommunications written by Michael Kennedy and published by CRC Press. This book was released on 2018-10-03 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: At the code level, discrete-time chaotic systems can be used to generate spreading codes for DS-SS systems. At the signal level, continuous-time chaotic systems can be used to generate wideband carriers for digital modulation schemes. The potential of chaos engineering is now recognized worldwide, with research groups actively pursuing the exploitation of chaotic phenomena in cryptography, spread spectrum communications, electromagnetic interference reduction, and many other applications. Although some noteworthy results have already been achieved, until now, the field has lacked both a systematic treatment of these developments and a careful, quantitative comparison of chaos-based and conventional techniques. Chaotic Electronics in Telecommunications fills both of those needs. It addresses the use of chaos in digital communications applications, from the coding level to circuit design. Each chapter offers a formal exposition of the theoretical and engineering tools needed to apply chaos, followed by discussion of the algorithms and circuits needed to apply the theory to real-world communications systems.

Download or read book The Mathematics of Financial Modeling and Investment Management written by Sergio M. Focardi and published by John Wiley & Sons. This book was released on 2004-04-12 with total page 802 pages. Available in PDF, EPUB and Kindle. Book excerpt: the mathematics of financial modeling & investment management The Mathematics of Financial Modeling & Investment Management covers a wide range of technical topics in mathematics and finance-enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations. This comprehensive resource will introduce you to key mathematical techniques-matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis, optimization-as well as show you how these techniques are successfully implemented in the world of modern finance. Special emphasis is placed on the new mathematical tools that allow a deeper understanding of financial econometrics and financial economics. Recent advances in financial econometrics, such as tools for estimating and representing the tails of the distributions, the analysis of correlation phenomena, and dimensionality reduction through factor analysis and cointegration are discussed in depth. Using a wealth of real-world examples, Focardi and Fabozzi simultaneously show both the mathematical techniques and the areas in finance where these techniques are applied. They also cover a variety of useful financial applications, such as: * Arbitrage pricing * Interest rate modeling * Derivative pricing * Credit risk modeling * Equity and bond portfolio management * Risk management * And much more Filled with in-depth insight and expert advice, The Mathematics of Financial Modeling & Investment Management clearly ties together financial theory and mathematical techniques.

Download or read book A Course in Statistics with R written by Prabhanjan N. Tattar and published by John Wiley & Sons. This book was released on 2016-05-02 with total page 693 pages. Available in PDF, EPUB and Kindle. Book excerpt: Integrates the theory and applications of statistics using R A Course in Statistics with R has been written to bridge the gap between theory and applications and explain how mathematical expressions are converted into R programs. The book has been primarily designed as a useful companion for a Masters student during each semester of the course, but will also help applied statisticians in revisiting the underpinnings of the subject. With this dual goal in mind, the book begins with R basics and quickly covers visualization and exploratory analysis. Probability and statistical inference, inclusive of classical, nonparametric, and Bayesian schools, is developed with definitions, motivations, mathematical expression and R programs in a way which will help the reader to understand the mathematical development as well as R implementation. Linear regression models, experimental designs, multivariate analysis, and categorical data analysis are treated in a way which makes effective use of visualization techniques and the related statistical techniques underlying them through practical applications, and hence helps the reader to achieve a clear understanding of the associated statistical models. Key features: Integrates R basics with statistical concepts Provides graphical presentations inclusive of mathematical expressions Aids understanding of limit theorems of probability with and without the simulation approach Presents detailed algorithmic development of statistical models from scratch Includes practical applications with over 50 data sets

Download or read book Financial Econometrics written by Svetlozar T. Rachev and published by John Wiley & Sons. This book was released on 2007-03-22 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probability theory and statistics. The experienced author team uses real-world data where possible and brings in the results of published research provided by investment banking firms and journals. Financial Econometrics clearly explains the techniques presented and provides illustrative examples for the topics discussed. Svetlozar T. Rachev, PhD (Karlsruhe, Germany) is currently Chair-Professor at the University of Karlsruhe. Stefan Mittnik, PhD (Munich, Germany) is Professor of Financial Econometrics at the University of Munich. Frank J. Fabozzi, PhD, CFA, CFP (New Hope, PA) is an adjunct professor of Finance at Yale University’s School of Management. Sergio M. Focardi (Paris, France) is a founding partner of the Paris-based consulting firm The Intertek Group. Teo Jasic, PhD, (Frankfurt, Germany) is a senior manager with a leading international management consultancy firm in Frankfurt.

Download or read book Laws Of Small Numbers written by Michael Falk and published by Springer Science & Business Media. This book was released on 2004 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the publication of the first edition of this seminar book in 1994, the theory and applications of extremes and rare events have enjoyed an enormous and still increasing interest. The intention of the book is to give a mathematically oriented development of the theory of rare events underlying various applications. This characteristic of the book was strengthened in the second edition by incorporating various new results on about 130 additional pages. Part II, which has been added in the second edition, discusses recent developments in multivariate extreme value theory. Particularly notable is a new spectral decomposition of multivariate distributions in univariate ones which makes multivariate questions more accessible in theory and practice. One of the most innovative and fruitful topics during the last decades was the introduction of generalized Pareto distributions in the univariate extreme value theory. Such a statistical modelling of extremes is now systematically developed in the multivariate framework.

Download or read book Performance Evaluation of Computer and Communication Systems written by Jean-Yves Le Boudec and published by EPFL Press. This book was released on 2010-10-13 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: Performance evaluation is a critical stage of software- and hardware-system development that every computer engineer and scientist should master. Although complex Рrequiring skills in mathematics, measurement techniques and simulation Рperformance evaluation is primarily an art; indeed, the most difficult stage in a performance analysis is defining the approach: once you know what to do, it is less difficult to define a plan of attack with your familiar software tools. We present a set of topics, which we believe should be part of every engineer's intellectual toolkit. This includes the statistical exploitation of numerical results in an efficient and ethical way, for example: how to summarize variability or fairness; what transient removal in a simulation is; and how to make predictions from a time series. We also present well-known performance patterns, which helps to quickly bring the engineer to the main issues. For queuing theory, we focus on a subset of very useful results, such as operational laws. A highlight of the book is the development of Palm calculus, also called “the importance of the viewpoint,” which is central to queuing theory. Indeed, this topic has so many applications to simulation and to system analysis in general that it is a very good time investment. This book began as a set of lecture notes for a course given at EPFL.

Download or read book Sojourns And Extremes of Stochastic Processes written by Simeon Berman and published by Routledge. This book was released on 2017-07-12 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sojourns and Extremes of Stochastic Processes is a research monograph in the area of probability theory. During the past thirty years Berman has made many contributions to the theory of the extreme values and sojourn times of the sample functions of broad classes of stochastic processes. These processes arise in theoretical and applied models, and are presented here in a unified exposition.

Download or read book Nonlinear Time Series written by Jiti Gao and published by CRC Press. This book was released on 2007-03-22 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention in the economics and statistics communities over the past twenty years. Recent studies show that semiparametric methods and models may be applied to solve dimensionality reduction problems arising from using fully