Download or read book Forecasting Aggregated Vector ARMA Processes written by Helmut Lütkepohl and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study is concerned with forecasting time series variables and the impact of the level of aggregation on the efficiency of the forecasts. Since temporally and contemporaneously disaggregated data at various levels have become available for many countries, regions, and variables during the last decades the question which data and procedures to use for prediction has become increasingly important in recent years. This study aims at pointing out some of the problems involved and at pro viding some suggestions how to proceed in particular situations. Many of the results have been circulated as working papers, some have been published as journal articles, and some have been presented at conferences and in seminars. I express my gratitude to all those who have commented on parts of this study. They are too numerous to be listed here and many of them are anonymous referees and are therefore unknown to me. Some early results related to the present study are contained in my monograph "Prognose aggregierter Zeitreihen" (Lutkepohl (1986a)) which was essentially completed in 1983. The present study contains major extensions of that research and also summarizes the earlier results to the extent they are of interest in the context of this study.
Download or read book Genstat 5 Release 3 Reference Manual written by R. W. Payne and published by Oxford University Press. This book was released on 1993 with total page 824 pages. Available in PDF, EPUB and Kindle. Book excerpt: Genstat 5 Release 3 is the latest version of a popular statistical system that provides statistical summaries, analysis, data-handling, and graphics capabilities. Genstat--used worldwide on personal computers, workstations, and mainframe computers--has become the system of choice among many statisticians, researchers, and students across the many disciplines that use and apply statistics. This system guide has been rewritten for Release 3 and features new, example-rich chapters on basic statistics and on REML. It also clearly and practically details Release 3's many new capabilities, including the analysis of ordered categorical data, generalized additive models, combination of information in multi-stratum experimental designs, extensions to the REML (residual maximum-likelihood) algorithm, estimation of parameters of statistical distributions, further probability functions, simplified data input, and many new extensions for high resolution graphics, calculations, and manipulation. Both novices and seasoned users of Genstat will welcome this well-written, practical guide to Release 3.
Download or read book Monthly Notes of the Astronomical Society of Southern Africa written by Astronomical Society of Southern Africa and published by . This book was released on 1989 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Genstat 5 Reference Manual written by R. W. Payne and published by Oxford University Press, USA. This book was released on 1987 with total page 776 pages. Available in PDF, EPUB and Kindle. Book excerpt: Genstat 5 is the latest version of the well-known statistical package Genstat. Written by the same group that devised the package, this volume will be the primary reference source for all users.
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 Understanding Water in a Dry Environment written by Ian Simmers and published by CRC Press. This book was released on 2003-01-01 with total page 359 pages. Available in PDF, EPUB and Kindle. Book excerpt: In order to provide water security in the twenty-first century, there is universal agreement that a continuation of current policies and extrapolation of trends is not an option. Also clear is that from both water supply and development perspectives, the world's arid and semi-arid regions are those currently and potentially experiencing the highest
Download or read book The Analysis of Time Series written by Christopher Chatfield and published by . This book was released on 1989 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Economic Forecasting written by Terence C. Mills and published by Edward Elgar Publishing. This book was released on 1999 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a collection of over 50 articles on economic forecasting. Topics cover: macroeconomic forecasting and policy-making; time series forecasting; the econometrics of forecasting; forecast evaluation; forecasting with leading indicators; and forecasting using surveys.
Download or read book Journal of the American Statistical Association written by and published by . This book was released on 1993 with total page 1550 pages. Available in PDF, EPUB and Kindle. Book excerpt: A scientific and educational journal not only for professional statisticians but also for economists, business executives, research directors, government officials, university professors, and others who are seriously interested in the application of statistical methods to practical problems, in the development of more useful methods, and in the improvement of basic statistical data.
Download or read book Journal of Business Economic Statistics written by American statistical association and published by . This book was released on with total page 924 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Geostatistics for Environmental Scientists written by Richard Webster and published by John Wiley & Sons. This book was released on 2007-10-22 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt: Geostatistics is essential for environmental scientists. Weather and climate vary from place to place, soil varies at every scale at which it is examined, and even man-made attributes – such as the distribution of pollution – vary. The techniques used in geostatistics are ideally suited to the needs of environmental scientists, who use them to make the best of sparse data for prediction, and top plan future surveys when resources are limited. Geostatistical technology has advanced much in the last few years and many of these developments are being incorporated into the practitioner’s repertoire. This second edition describes these techniques for environmental scientists. Topics such as stochastic simulation, sampling, data screening, spatial covariances, the variogram and its modeling, and spatial prediction by kriging are described in rich detail. At each stage the underlying theory is fully explained, and the rationale behind the choices given, allowing the reader to appreciate the assumptions and constraints involved.
Download or read book Current Index to Statistics Applications Methods and Theory written by and published by . This book was released on 1983 with total page 600 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.
Download or read book AMSTAT News written by and published by . This book was released on 1980 with total page 678 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Programming Environments for High level Scientific Problem Solving written by Pat W. Gaffney and published by North Holland. This book was released on 1992 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: Programming environments, as the name suggests, are intended to provide a unified, extensive range of capabilities for a person wishing to solve a problem using a computer. In this particular proceedings volume, the problem considered is a high-level scientific computation. In other words, a scientific problem whose solution usually requires sophisticated computing techniques and a large allocation of computing resources.
Download or read book Climate Time Series Analysis written by Manfred Mudelsee and published by Springer Science & Business Media. This book was released on 2010-08-26 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: Climate is a paradigm of a complex system. Analysing climate data is an exciting challenge, which is increased by non-normal distributional shape, serial dependence, uneven spacing and timescale uncertainties. This book presents bootstrap resampling as a computing-intensive method able to meet the challenge. It shows the bootstrap to perform reliably in the most important statistical estimation techniques: regression, spectral analysis, extreme values and correlation. This book is written for climatologists and applied statisticians. It explains step by step the bootstrap algorithms (including novel adaptions) and methods for confidence interval construction. It tests the accuracy of the algorithms by means of Monte Carlo experiments. It analyses a large array of climate time series, giving a detailed account on the data and the associated climatological questions. This makes the book self-contained for graduate students and researchers.
Download or read book Regression written by N. H. Bingham and published by Springer Science & Business Media. This book was released on 2010-09-17 with total page 293 pages. Available in PDF, EPUB and Kindle. Book excerpt: Regression is the branch of Statistics in which a dependent variable of interest is modelled as a linear combination of one or more predictor variables, together with a random error. The subject is inherently two- or higher- dimensional, thus an understanding of Statistics in one dimension is essential. Regression: Linear Models in Statistics fills the gap between introductory statistical theory and more specialist sources of information. In doing so, it provides the reader with a number of worked examples, and exercises with full solutions. The book begins with simple linear regression (one predictor variable), and analysis of variance (ANOVA), and then further explores the area through inclusion of topics such as multiple linear regression (several predictor variables) and analysis of covariance (ANCOVA). The book concludes with special topics such as non-parametric regression and mixed models, time series, spatial processes and design of experiments. Aimed at 2nd and 3rd year undergraduates studying Statistics, Regression: Linear Models in Statistics requires a basic knowledge of (one-dimensional) Statistics, as well as Probability and standard Linear Algebra. Possible companions include John Haigh’s Probability Models, and T. S. Blyth & E.F. Robertsons’ Basic Linear Algebra and Further Linear Algebra.
Download or read book South African national bibliography written by and published by . This book was released on 1988 with total page 580 pages. Available in PDF, EPUB and Kindle. Book excerpt: Includes publications received in terms of Copyright Act no. 9 of 1916.
