Download or read book Canonical Auto and Cross Correlations of Multivariate Time Series written by Marcia W. Bulach and published by Universal-Publishers. This book was released on 1999 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: The study of Multivariate Time Series has always been more difficult at the modeling stage than the univariate case. Identification of a suitable model, questions of stability, and the difficulties of prediction are well recognised. A variety of methods appear to be worth examining. This thesis is concerned with the proposal of an useful tool which is to apply canonical analysis to a realisation of a Multivariate Time Series and concentrates it's attention on k-variate ARMA(p, q) models. The multivariate series is partitioned into two overlapping or non-overlapping sets of different sizes. The left set is kept at lag 0 (without loss of generality) and the right set at a sequence of lags s=0,1, ... . The model includes the possibility that the same subset of variables belong to the left set at lag 0 and to the right set at lag s. A technique for dimension reduction is suggested. We tried to elucidate identification and the internal structure of time-dependence at several pairs of lags as a tool for identification. As the technique suggested provide a method of investigation of patterns of interrelations between two multivariate sets or subsets of variables with a joint distribution, it is an efficient tool for use in multivariate series of economic data. A review of the basic models of Multivariate Time Series is given and their canonical auto and cross correlation analysis is presented. In order to study the asymptotic distribution, several Monte Carlo experiments were necessary. We attempted to provide information through simulation about the distributional and other statistical properties for the canonical statistics obtained by our procedures. New software is provided and data experience is given. The first computer program provides us with information, graphs for the canonical auto and cross correlations, test statistics for the 'useful' canonical auto and cross correlations as well as the left and right eigenvectors, left and right intraset and interset matrices of correlations, proportions of variances extracted by the canonical variates of the left and of the right sets and left and right redundancies for lags s=0,1, ... .The second program gives similar calculations for the k-variate ARMA(p, q) models when the matrices of parameters and variance-covariance matrix of the error are known. The third program provides us with the mean value, minimum and maximum values, excess kurtosis, histogram and cumulative distribution for each one of the canonical auto and cross correlations at every lag s calculated from several simulations of Monte Carlo generated k-variate ARMA(p, q) models when the matrices of parameters and variance-covariance matrix of the error are given or when they are generated. The second part of the thesis is devoted to the generalisation of the robust and practically useful univariate Holt-Winters model. We developed formula for the Multivariate Additive Holt-Winters (Seasonal and Non-Seasonal) to the point of application and its reduction to Moving Average form. New software is produced. The link between the two main themes consists on the canonical analysis of a Multivariate Holt-Winters from its reduced MA form and reducing its dimension as well as detecting the basic linear relationships between variables, between and within several lags. We also attempted to investigate the effect of outliers, the removal of non-stationary trends via cubic spline fitting, differencing as well as transformations such as loge (data).
Download or read book Identification and System Parameter Estimation 1982 written by G. A. Bekey and published by Elsevier. This book was released on 2016-06-06 with total page 869 pages. Available in PDF, EPUB and Kindle. Book excerpt: Identification and System Parameter Estimation 1982 covers the proceedings of the Sixth International Federation of Automatic Control (IFAC) Symposium. The book also serves as a tribute to Dr. Naum S. Rajbman. The text covers issues concerning identification and estimation, such as increasing interrelationships between identification/estimation and other aspects of system theory, including control theory, signal processing, experimental design, numerical mathematics, pattern recognition, and information theory. The book also provides coverage regarding the application and problems faced by several engineering and scientific fields that use identification and estimation, such as biological systems, traffic control, geophysics, aeronautics, robotics, economics, and power systems. Researchers from all scientific fields will find this book a great reference material, since it presents topics that concern various disciplines.
Download or read book Index to Theses with Abstracts Accepted for Higher Degrees by the Universities of Great Britain and Ireland and the Council for National Academic Awards written by and published by . This book was released on 1999 with total page 852 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Quantitative Analysis of Marine Biological Communities written by Gerald J. Bakus and published by John Wiley & Sons. This book was released on 2007-01-22 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative methods specifically tailored for the marine biologist While there are countless texts published on quantitative methods and many texts that cover quantitative terrestrial ecology, this text fills the need for the special quantitative problems confronting marine biologists and biological oceanographers. The author combines common quantitative techniques with recent advances in quantitative methodology and then demonstrates how these techniques can be used to study marine organisms, their behaviors, and their interactions with the environment. Readers learn how to better design experiments and sampling, employ sophisticated mathematical techniques, and accurately interpret and communicate the results. Most of this text is written at an introductory level, with a few topics that advance to more complex themes. Among the topics covered are plot/plotless sampling, biometrics, experimental design, game theory, optimization, time trends, modeling, and environmental impact assessments. Even readers new to quantitative methods will find the material accessible, with plenty of features to engage their interest, promote learning, and put their knowledge into practice: * One or more examples are provided to illustrate each individual quantitative technique presented in the text * The accompanying CD-ROM features two multimedia programs, several statistical programs, help to run complex statistical programs, and additional information amplifying topics covered in the text * References lead readers to additional information to pursue individual topics in greater depth Quantitative Analysis of Marine Biological Communities, with its extensive use of examples, is ideal for undergraduate and graduate students in marine biology. Marine biologists, regardless of their level of experience, will also discover new approaches to quantitative analysis tailored to the particular needs of their field.
Download or read book Analyzing Ecological Data written by Alain Zuur and published by Springer. This book was released on 2007-08-29 with total page 686 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a practical introduction to analyzing ecological data using real data sets. The first part gives a largely non-mathematical introduction to data exploration, univariate methods (including GAM and mixed modeling techniques), multivariate analysis, time series analysis, and spatial statistics. The second part provides 17 case studies. The case studies include topics ranging from terrestrial ecology to marine biology and can be used as a template for a reader’s own data analysis. Data from all case studies are available from www.highstat.com. Guidance on software is provided in the book.
Download or read book Comprehensive Chemometrics written by Steven Brown and published by Elsevier. This book was released on 2020-05-26 with total page 2948 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comprehensive Chemometrics, Second Edition, Four Volume Set features expanded and updated coverage, along with new content that covers advances in the field since the previous edition published in 2009. Subject of note include updates in the fields of multidimensional and megavariate data analysis, omics data analysis, big chemical and biochemical data analysis, data fusion and sparse methods. The book follows a similar structure to the previous edition, using the same section titles to frame articles. Many chapters from the previous edition are updated, but there are also many new chapters on the latest developments. Presents integrated reviews of each chemical and biological method, examining their merits and limitations through practical examples and extensive visuals Bridges a gap in knowledge, covering developments in the field since the first edition published in 2009 Meticulously organized, with articles split into 4 sections and 12 sub-sections on key topics to allow students, researchers and professionals to find relevant information quickly and easily Written by academics and practitioners from various fields and regions to ensure that the knowledge within is easily understood and applicable to a large audience Presents integrated reviews of each chemical and biological method, examining their merits and limitations through practical examples and extensive visuals Bridges a gap in knowledge, covering developments in the field since the first edition published in 2009 Meticulously organized, with articles split into 4 sections and 12 sub-sections on key topics to allow students, researchers and professionals to find relevant information quickly and easily Written by academics and practitioners from various fields and regions to ensure that the knowledge within is easily understood and applicable to a large audience
Download or read book InfoWorld written by and published by . This book was released on 1988-09-19 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt: InfoWorld is targeted to Senior IT professionals. Content is segmented into Channels and Topic Centers. InfoWorld also celebrates people, companies, and projects.
Download or read book Models for Dependent Time Series written by Granville Tunnicliffe Wilson and published by CRC Press. This book was released on 2015-07-29 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Models for Dependent Time Series addresses the issues that arise and the methodology that can be applied when the dependence between time series is described and modeled. Whether you work in the economic, physical, or life sciences, the book shows you how to draw meaningful, applicable, and statistically valid conclusions from multivariate (or vect
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1989 with total page 1134 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Structural Health Monitoring 2015 written by Fu-Kuo Chang and published by DEStech Publications, Inc. This book was released on 2015-10-01 with total page 1644 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proceedings of the Tenth International Workshop on Structural Health Monitoring, September 1–3, 2015. Selected research on the entire spectrum of structural health techniques and areas of applicationAvailable in print, complete online text download or individual articles. Series book comprising two volumes provides selected international research on the entire spectrum of structural health monitoring techniques used to diagnose and safeguard aircraft, vehicles, buildings, civil infrastructure, ships and railroads, as well as their components such as joints, bondlines, coatings and more. Includes special sections on system design, signal processing, multifunctional materials, sensor distribution, embedded sensors for monitoring composites, reliability and applicability in extreme environments. The extensive contents can be viewed below.
Download or read book Identification and System Parameter Estimation 1982 written by George A. Bekey and published by . This book was released on 1983 with total page 876 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book InfoWorld written by and published by . This book was released on 1990-12-24 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt: InfoWorld is targeted to Senior IT professionals. Content is segmented into Channels and Topic Centers. InfoWorld also celebrates people, companies, and projects.
Download or read book COMPSTAT 2004 Proceedings in Computational Statistics written by Jaromir Antoch and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 578 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical computing provides the link between statistical theory and applied statistics. The content of the book covers all aspects of this link, from the development and implementation of new statistical ideas to user experiences and software evaluation. The proceedings should appeal to anyone working in statistics and using computers, whether in universities, industrial companies, government agencies, research institutes or as software developers
Download or read book Statistical Software written by Ivor Francis and published by North-Holland. This book was released on 1981 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides a Guide for Buyers of Statistical Programs. Reviews 120 Programs in Terms of What Users Should Know
Download or read book Statistica Sinica written by and published by . This book was released on 2005 with total page 634 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book International Journal of Forecasting written by and published by . This book was released on 1991 with total page 612 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Critics Ratings and Society written by Grant Blank and published by Rowman & Littlefield. This book was released on 2007 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: Critics, Ratings, and Society is the first comprehensive study of the review as social institution. Its theories and data encompass reviews of all types of products--including the arts (e.g. theater, books, and music) and consumer products (e.g. cars, software, and appliances). According to Blank, the core problem of reviews is credibility. Concerns about credibility organize the formulation of reviews and audiences. The connoisseurial-procedural distinction describes the production of credibility and its assessment under different types of rating systems.
