Download or read book Variance Analysis If Unevenly Spaced Time Series Data written by and published by . This book was released on 1995 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt: We have investigated the effect of uneven data spacing on the computation of sigma(chi) (Tau). Evenly spaced simulated data sets were generated for noises processes ranging from white PM to random walk FM. sigma(chi) (Tau) was then calculated for each noise type. Data were subsequently removed from each simulated data set using typical TWSTFT data patterns to create two unevently spaced sets with average intervals of 2.8 and 3.6 days. Sigma(chi)(Tau) was then calculated for each sparse data set using two different approaches. First, the missing data points were replaced by linear interpolation and sigma(chi)(Tau) calculated from this now full data set. The second approach ignored the fact that the data were unevenly spaced and calculated sigma(chi)(Tau) as if the data were equally spaced with average spacing of 2.8 or 3.6 days. Both approaches have advantages and disadvantages, and techniques are presented for correcting errors caused by uneven data spacing in typical TWSTFT data sets.

Download or read book 27th Annual Precise Time and Time Interval PTTI Applications and Planning Meeting written by and published by . This book was released on 1996 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Time Series Analysis of Irregularly Observed Data written by E. Parzen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: With the support of the Office of Naval Research Program on Statistics and Probability (Dr. Edward J. Wegman, Director), The Department of Statistics at Texas A&M University hosted a Symposium on Time Series Analysis of Irregularly Observed Data during the period February 10-13, 1983. The symposium aimed to provide a review of the state of the art, define outstanding problems for research by theoreticians, transmit to practitioners recently developed algorithms, and stimulate interaction between statisticians and researchers in subject matter fields. Attendance was limited to actively involved researchers. This volume contains refereed versions of the papers presented at the Symposium. We would like to express our appreciation to the many colleagues and staff members whose cheerful help made the Symposium a successful happening which was enjoyed socially and intellectually by all participants. I would like to especially thank Dr. Donald W. Marquardt whose interest led me to undertake to organize this Symposium. This volume is dedicated to the world wide community of researchers who develop and apply methods of statistical analysis of time series. r:;) \J Picture Caption Participants in Symposium on Time Series Analysis of Irregularly Observed Data at Texas A&M University, College Station, Texas, February 10-13, 1983 First Row: Henry L. Gray, D. W. Marquardt, P. M. Robinson, Emanuel Parzen, Julia Abrahams, E. Masry, H. L. Weinert, R. H. Shumway.

Download or read book Modern Statistical Methods for Astronomy written by Eric D. Feigelson and published by Cambridge University Press. This book was released on 2012-07-12 with total page 490 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern astronomical research is beset with a vast range of statistical challenges, ranging from reducing data from megadatasets to characterizing an amazing variety of variable celestial objects or testing astrophysical theory. Linking astronomy to the world of modern statistics, this volume is a unique resource, introducing astronomers to advanced statistics through ready-to-use code in the public domain R statistical software environment. The book presents fundamental results of probability theory and statistical inference, before exploring several fields of applied statistics, such as data smoothing, regression, multivariate analysis and classification, treatment of nondetections, time series analysis, and spatial point processes. It applies the methods discussed to contemporary astronomical research datasets using the R statistical software, making it invaluable for graduate students and researchers facing complex data analysis tasks. A link to the author's website for this book can be found at www.cambridge.org/msma. Material available on their website includes datasets, R code and errata.

Download or read book Climate Time Series Analysis written by Manfred Mudelsee and published by Springer. This book was released on 2014-06-27 with total page 477 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. “....comprehensive mathematical and statistical summary of time-series analysis techniques geared towards climate applications...accessible to readers with knowledge of college-level calculus and statistics.” (Computers and Geosciences) “A key part of the book that separates it from other time series works is the explicit discussion of time uncertainty...a very useful text for those wishing to understand how to analyse climate time series.” (Journal of Time Series Analysis) “...outstanding. One of the best books on advanced practical time series analysis I have seen.” (David J. Hand, Past-President Royal Statistical Society)

Download or read book Data Analysis for Scientists and Engineers written by Edward L. Robinson and published by Princeton University Press. This book was released on 2016-09-20 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: Data Analysis for Scientists and Engineers is a modern, graduate-level text on data analysis techniques for physical science and engineering students as well as working scientists and engineers. Edward Robinson emphasizes the principles behind various techniques so that practitioners can adapt them to their own problems, or develop new techniques when necessary. Robinson divides the book into three sections. The first section covers basic concepts in probability and includes a chapter on Monte Carlo methods with an extended discussion of Markov chain Monte Carlo sampling. The second section introduces statistics and then develops tools for fitting models to data, comparing and contrasting techniques from both frequentist and Bayesian perspectives. The final section is devoted to methods for analyzing sequences of data, such as correlation functions, periodograms, and image reconstruction. While it goes beyond elementary statistics, the text is self-contained and accessible to readers from a wide variety of backgrounds. Specialized mathematical topics are included in an appendix. Based on a graduate course on data analysis that the author has taught for many years, and couched in the looser, workaday language of scientists and engineers who wrestle directly with data, this book is ideal for courses on data analysis and a valuable resource for students, instructors, and practitioners in the physical sciences and engineering. In-depth discussion of data analysis for scientists and engineers Coverage of both frequentist and Bayesian approaches to data analysis Extensive look at analysis techniques for time-series data and images Detailed exploration of linear and nonlinear modeling of data Emphasis on error analysis Instructor's manual (available only to professors)

Download or read book Tracking Environmental Change Using Lake Sediments written by John B.H. Birks and published by Springer Science & Business Media. This book was released on 2012-04-08 with total page 751 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical and statistical methods have rapidly become part of a palaeolimnologist’s tool-kit. They are used to explore and summarise complex data, reconstruct past environmental variables from fossil assemblages, and test competing hypotheses about the causes of observed changes in lake biota through history. This book brings together a wide array of numerical and statistical techniques currently available for use in palaeolimnology and other branches of palaeoecology. ​ Visit http://extras.springer.com the Springer's Extras website to view data-sets, figures, software, and R scripts used or mentioned in this book.

Download or read book Tracking Environmental Change Using Lake Sediments written by H. John B. Birks and published by Springer Science & Business Media. This book was released on 2012-04-06 with total page 751 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical and statistical methods have rapidly become part of a palaeolimnologist’s tool-kit. They are used to explore and summarise complex data, reconstruct past environmental variables from fossil assemblages, and test competing hypotheses about the causes of observed changes in lake biota through history. This book brings together a wide array of numerical and statistical techniques currently available for use in palaeolimnology and other branches of palaeoecology. ​ Visit http://extras.springer.com the Springer's Extras website to view data-sets, figures, software, and R scripts used or mentioned in this book.

Download or read book Annual Precise Time and Time Interval PTTI Applications and Planning Meeting written by and published by . This book was released on 1996 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Time Series for Data Science written by Wayne A. Woodward and published by CRC Press. This book was released on 2022-08-01 with total page 529 pages. Available in PDF, EPUB and Kindle. Book excerpt: Data Science students and practitioners want to find a forecast that “works” and don’t want to be constrained to a single forecasting strategy, Time Series for Data Science: Analysis and Forecasting discusses techniques of ensemble modelling for combining information from several strategies. Covering time series regression models, exponential smoothing, Holt-Winters forecasting, and Neural Networks. It places a particular emphasis on classical ARMA and ARIMA models that is often lacking from other textbooks on the subject. This book is an accessible guide that doesn’t require a background in calculus to be engaging but does not shy away from deeper explanations of the techniques discussed. Features: Provides a thorough coverage and comparison of a wide array of time series models and methods: Exponential Smoothing, Holt Winters, ARMA and ARIMA, deep learning models including RNNs, LSTMs, GRUs, and ensemble models composed of combinations of these models. Introduces the factor table representation of ARMA and ARIMA models. This representation is not available in any other book at this level and is extremely useful in both practice and pedagogy. Uses real world examples that can be readily found via web links from sources such as the US Bureau of Statistics, Department of Transportation and the World Bank. There is an accompanying R package that is easy to use and requires little or no previous R experience. The package implements the wide variety of models and methods presented in the book and has tremendous pedagogical use.

Download or read book Statistical Challenges in Modern Astronomy V written by Eric D. Feigelson and published by Springer Science & Business Media. This book was released on 2012-08-15 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains a selection of chapters based on papers to be presented at the Fifth Statistical Challenges in Modern Astronomy Symposium. The symposium will be held June 13-15th at Penn State University. Modern astronomical research faces a vast range of statistical issues which have spawned a revival in methodological activity among astronomers. The Statistical Challenges in Modern Astronomy V conference will bring astronomers and statisticians together to discuss methodological issues of common interest. Time series analysis, image analysis, Bayesian methods, Poisson processes, nonlinear regression, maximum likelihood, multivariate classification, and wavelet and multiscale analyses are all important themes to be covered in detail. Many problems will be introduced at the conference in the context of large-scale astronomical projects including LIGO, AXAF, XTE, Hipparcos, and digitized sky surveys.

Download or read book Smoothness Priors Analysis of Time Series written by Genshiro Kitagawa and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: Smoothness Priors Analysis of Time Series addresses some of the problems of modeling stationary and nonstationary time series primarily from a Bayesian stochastic regression "smoothness priors" state space point of view. Prior distributions on model coefficients are parametrized by hyperparameters. Maximizing the likelihood of a small number of hyperparameters permits the robust modeling of a time series with relatively complex structure and a very large number of implicitly inferred parameters. The critical statistical ideas in smoothness priors are the likelihood of the Bayesian model and the use of likelihood as a measure of the goodness of fit of the model. The emphasis is on a general state space approach in which the recursive conditional distributions for prediction, filtering, and smoothing are realized using a variety of nonstandard methods including numerical integration, a Gaussian mixture distribution-two filter smoothing formula, and a Monte Carlo "particle-path tracing" method in which the distributions are approximated by many realizations. The methods are applicable for modeling time series with complex structures.

Download or read book Applied Time Series Analysis II written by David F. Findley and published by Academic Press. This book was released on 2014-05-10 with total page 811 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applied Time Series Analysis II contains the proceedings of the Second Applied Time Series Symposium Held in Tulsa, Oklahoma, on March 3-5, 1980. The symposium provided a forum for discussing significant advances in time series analysis and signal processing. Effective alternatives to the familiar least-square and maximum likelihood procedures are described, along with maximum likelihood procedures for modeling irregularly sampled series and for classifying non-stationary series. Comprised of 22 chapters, this volume begins with an introduction to the multidimensional filtering theory and presents specific case histories related to the multidimensional recursive filter stability problem; the least squares inverse problem; realization of filters; and spectral estimation. The unique properties of the three-dimensional wave equation are also considered. Subsequent chapters focus on high-resolution spectral estimators; time series analysis of geophysical inverse scattering problems; minimum entropy deconvolution; and fitting of a continuous time autoregression to discrete data. This monograph will appeal to students and practitioners in the fields of mathematics and statistics, electrical and electronics engineering, and information and computer sciences.

Download or read book Digital Signal Processing and Spectral Analysis for Scientists written by Silvia Maria Alessio and published by Springer. This book was released on 2015-12-09 with total page 909 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the basics of processing and spectral analysis of monovariate discrete-time signals. The approach is practical, the aim being to acquaint the reader with the indications for and drawbacks of the various methods and to highlight possible misuses. The book is rich in original ideas, visualized in new and illuminating ways, and is structured so that parts can be skipped without loss of continuity. Many examples are included, based on synthetic data and real measurements from the fields of physics, biology, medicine, macroeconomics etc., and a complete set of MATLAB exercises requiring no previous experience of programming is provided. Prior advanced mathematical skills are not needed in order to understand the contents: a good command of basic mathematical analysis is sufficient. Where more advanced mathematical tools are necessary, they are included in an Appendix and presented in an easy-to-follow way. With this book, digital signal processing leaves the domain of engineering to address the needs of scientists and scholars in traditionally less quantitative disciplines, now facing increasing amounts of data.

Download or read book Gravitational Wave Data Analysis written by B.F. Schutz and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: The articles in this book represent the major contributions at the NATO Advanced Research Workshop that was held from 6 to 9 July 1987 in the magnificent setting of Dyffryn House and Gardens, in St. Nicholas, just outside Cardiff, Wales. The idea for such a meeting arose in discussions that I had in 1985 and 1986 with many of the principal members of the various groups building prototype laser-interferometric gravitational wave detectors. It became clear that the proposals that these groups were planning to submit for large-scale detectors would have to address questions like the following: • What computing hardware might be required to sift through data corning in at rates of several gigabytes per day for gravitational wave events that might last only a second or less and occur as rarely as once a month? • What software would be required for this task, and how much effort would be required to write it? • Given that every group accepted that a worldwide network of detectors operating in co incidence with one another was required in order to provide both convincing evidence of detections of gravitational waves and sufficient information to determine the amplitude and direction of the waves that had been detected, what sort of problems would the necessary data exchanges raise? Yet most of the effort in these groups had, quite naturally, been concentrated on the detector systems.

Download or read book The Science of Real Time Data Capture written by Arthur Stone and published by Oxford University Press. This book was released on 2007-04-19 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: The National Cancer Institute (NCI) has designated the topic of real-time data capture as an important and innovative research area. As such, the NCI sponsored a national meeting of distinguished research scientists to discuss the state of the science in this emerging and burgeoning field. This book reflects the findings of the conference and discusses the state of the science of real-time data capture and its application to health and cancer research. It provides a conceptual framework for minute-by-minute data capture- ecological momentary assessments (EMA)- and discusses health-related topics where these assessements have been applied. In addition, future directions in real-time data capture assessment, interventions, methodology, and technology are discussed. Despite the rapidly growing interest in the methodology of real-time data capture (e.g. journal special issues, widely attended conference presentations, etc.), to date no single book has focused solely on this topic. The volume will serve as an important resource for researchers, students, and government scientists interested in pursuing real-time health research, and will nicely complement our lists in epidemiology, public health, and oncology.

Download or read book The Diatoms written by John P. Smol and published by Cambridge University Press. This book was released on 2010-09-30 with total page 687 pages. Available in PDF, EPUB and Kindle. Book excerpt: This much revised and expanded edition provides a valuable and detailed summary of the many uses of diatoms in a wide range of applications in the environmental and earth sciences. Particular emphasis is placed on the use of diatoms in analysing ecological problems related to climate change, acidification, eutrophication, and other pollution issues. The chapters are divided into sections for easy reference, with separate sections covering indicators in different aquatic environments. A final section explores diatom use in other fields of study such as forensics, oil and gas exploration, nanotechnology, and archaeology. Sixteen new chapters have been added since the first edition, including introductory chapters on diatom biology and the numerical approaches used by diatomists. The extensive glossary has also been expanded and now includes over 1,000 detailed entries, which will help non-specialists to use the book effectively.