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 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 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 Distribution Interpolation and Extrapolation of Time Series by Related Series written by An-loh Lin and published by . This book was released on 1972 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Interpolation of Time Series by Related Series by Milton Friedman written by National Bureau of Economic Research Staff and published by . This book was released on with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Best linear unbiased interpolation distribution and extrapolation of time series by related series written by Gregory C. Chow and published by . This book was released on 1971 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Interpolation of Time Series written by Walter Feibes and published by . This book was released on 1968 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Periodic Properties of Interpolated Time Series written by Hashem Dezhbakhsh and published by . This book was released on 2010 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although linearly interpolated series are often used in economics, little has been done to examine the effects of interpolation on time-series properties and on statistical inference. We show that linear interpolation of a trend stationary series superimposes a 'periodic' structure on the moments of the series. Using conventional time-series methods to make inference about the interpolated series may therefore be invalid. Also, the interpolated series may exhibit more shock persistence than the original trend stationary series.
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 Quantitative Methods of Data Analysis for the Physical Sciences and Engineering written by Douglas G. Martinson and published by Cambridge University Press. This book was released on 2018-04-30 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides thorough and comprehensive coverage of most of the new and important quantitative methods of data analysis for graduate students and practitioners. In recent years, data analysis methods have exploded alongside advanced computing power, and it is critical to understand such methods to get the most out of data, and to extract signal from noise. The book excels in explaining difficult concepts through simple explanations and detailed explanatory illustrations. Most unique is the focus on confidence limits for power spectra and their proper interpretation, something rare or completely missing in other books. Likewise, there is a thorough discussion of how to assess uncertainty via use of Expectancy, and the easy to apply and understand Bootstrap method. The book is written so that descriptions of each method are as self-contained as possible. Many examples are presented to clarify interpretations, as are user tips in highlighted boxes.
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 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 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 Interpolation in Economic Time Series written by Robert Leslie Brown and published by . This book was released on 1972 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Interpolation of Equi spaced Time Series written by Richard Cawley Madden and published by . This book was released on 1971 with total page 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.
