Applied Wavelet Analysis With S Plus
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Applied Wavelet Analysis With S Plus
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Author : Andrew Bruce
language : en
Publisher: Springer Science & Business Media
Release Date : 1996-06-20
Applied Wavelet Analysis With S Plus written by Andrew Bruce and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-06-20 with Computers categories.
Using a visual data analysis approach, wavelet concepts are explained in a way that is intuitive and easy to understand. Furthermore, in addition to wavelets, a whole range of related signal processing techniques such as wavelet packets, local cosine analysis, and matching pursuits are covered, and applications of wavelet analysis are illustrated -including nonparametric function estimation, digital image compression, and time-frequency signal analysis. This book and software package is intended for a broad range of data analysts, scientists, and engineers. While most textbooks on the subject presuppose advanced training in mathematics, this book merely requires that readers be familiar with calculus and linear algebra at the undergraduate level.
Modeling Financial Time Series With S Plus
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Author : Eric Zivot
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-11
Modeling Financial Time Series With S Plus written by Eric Zivot and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-11 with Business & Economics categories.
The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. This is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts. This Second Edition is updated to cover S+FinMetrics 2.0 and includes new chapters on copulas, nonlinear regime switching models, continuous-time financial models, generalized method of moments, semi-nonparametric conditional density models, and the efficient method of moments. Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department, and adjunct associate professor of finance in the Business School at the University of Washington. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Award for Outstanding Teaching. He is an associate editor of Studies in Nonlinear Dynamics and Econometrics. He has published papers in the leading econometrics journals, including Econometrica, Econometric Theory, the Journal of Business and Economic Statistics, Journal of Econometrics, and the Review of Economics and Statistics. Jiahui Wang is an employee of Ronin Capital LLC. He received a Ph.D. in Economics from the University of Washington in 1997. He has published in leading econometrics journals such as Econometrica and Journal of Business and Economic Statistics, and is the Principal Investigator of National Science Foundation SBIR grants. In 2002 Dr. Wang was selected as one of the "2000 Outstanding Scholars of the 21st Century" by International Biographical Centre.
S Spatialstats
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Author : Stephen P. Kaluzny
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29
S Spatialstats written by Stephen P. Kaluzny and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-29 with Mathematics categories.
S+SPATIALSTATS is the first comprehensive, object-oriented package for the analysis of spatial data. Providing a whole new set of analysis tools, S+SPATIALSTATS was created specifically for the exploration and modeling of spatially correlated data. It can be used to analyze data arising in areas such as environmental, mining, and petroleum engineering, natural resources, geography, epidemiology, demography, and others where data is sampled spatially. This users manual provides the documentation for the S+SPATIALSTATS module.
Numerical Linear Algebra For Applications In Statistics
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Author : James E. Gentle
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Numerical Linear Algebra For Applications In Statistics written by James E. Gentle and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Numerical linear algebra is one of the most important subjects in the field of statistical computing. Statistical methods in many areas of application require computations with vectors and matrices. This book describes accurate and efficient computer algorithms for factoring matrices, solving linear systems of equations, and extracting eigenvalues and eigenvectors. Although the book is not tied to any particular software system, it describes and gives examples of the use of modern computer software for numerical linear algebra. An understanding of numerical linear algebra requires basic knowledge both of linear algebra and of how numerical data are stored and manipulated in the computer. The book begins with a discussion of the basics of numerical computations, and then describes the relevant properties of matrix inverses, matrix factorizations, matrix and vector norms, and other topics in linear algebra; hence, the book is essentially self- contained. The topics addressed in this bookconstitute the most important material for an introductory course in statistical computing, and should be covered in every such course. The book includes exercises and can be used as a text for a first course in statistical computing or as supplementary text for various courses that emphasize computations. James Gentle is University Professor of Computational Statistics at George Mason University. During a thirteen-year hiatus from academic work before joining George Mason, he was director of research and design at the world's largest independent producer of Fortran and C general-purpose scientific software libraries. These libraries implement many algorithms for numerical linear algebra. He is a Fellow of the American Statistical Association and member of the International Statistical Institute. He has held several national
Wavelet Methods For Time Series Analysis
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Author : Donald B. Percival
language : en
Publisher: Cambridge University Press
Release Date : 2006-02-27
Wavelet Methods For Time Series Analysis written by Donald B. Percival and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-02-27 with Mathematics categories.
This introduction to wavelet analysis 'from the ground level and up', and to wavelet-based statistical analysis of time series focuses on practical discrete time techniques, with detailed descriptions of the theory and algorithms needed to understand and implement the discrete wavelet transforms. Numerous examples illustrate the techniques on actual time series. The many embedded exercises - with complete solutions provided in the Appendix - allow readers to use the book for self-guided study. Additional exercises can be used in a classroom setting. A Web site offers access to the time series and wavelets used in the book, as well as information on accessing software in S-Plus and other languages. Students and researchers wishing to use wavelet methods to analyze time series will find this book essential.
Time Series Analysis
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Author : Katsuto Tanaka
language : en
Publisher: John Wiley & Sons
Release Date : 2017-03-28
Time Series Analysis written by Katsuto Tanaka and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-28 with Mathematics categories.
Reflects the developments and new directions in the field since the publication of the first successful edition and contains a complete set of problems and solutions This revised and expanded edition reflects the developments and new directions in the field since the publication of the first edition. In particular, sections on nonstationary panel data analysis and a discussion on the distinction between deterministic and stochastic trends have been added. Three new chapters on long-memory discrete-time and continuous-time processes have also been created, whereas some chapters have been merged and some sections deleted. The first eleven chapters of the first edition have been compressed into ten chapters, with a chapter on nonstationary panel added and located under Part I: Analysis of Non-fractional Time Series. Chapters 12 to 14 have been newly written under Part II: Analysis of Fractional Time Series. Chapter 12 discusses the basic theory of long-memory processes by introducing ARFIMA models and the fractional Brownian motion (fBm). Chapter 13 is concerned with the computation of distributions of quadratic functionals of the fBm and its ratio. Next, Chapter 14 introduces the fractional Ornstein–Uhlenbeck process, on which the statistical inference is discussed. Finally, Chapter 15 gives a complete set of solutions to problems posed at the end of most sections. This new edition features: • Sections to discuss nonstationary panel data analysis, the problem of differentiating between deterministic and stochastic trends, and nonstationary processes of local deviations from a unit root • Consideration of the maximum likelihood estimator of the drift parameter, as well as asymptotics as the sampling span increases • Discussions on not only nonstationary but also noninvertible time series from a theoretical viewpoint • New topics such as the computation of limiting local powers of panel unit root tests, the derivation of the fractional unit root distribution, and unit root tests under the fBm error Time Series Analysis: Nonstationary and Noninvertible Distribution Theory, Second Edition, is a reference for graduate students in econometrics or time series analysis. Katsuto Tanaka, PhD, is a professor in the Faculty of Economics at Gakushuin University and was previously a professor at Hitotsubashi University. He is a recipient of the Tjalling C. Koopmans Econometric Theory Prize (1996), the Japan Statistical Society Prize (1998), and the Econometric Theory Award (1999). Aside from the first edition of Time Series Analysis (Wiley, 1996), Dr. Tanaka had published five econometrics and statistics books in Japanese.
Scientific Data Mining
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Author : Chandrika Kamath
language : en
Publisher: SIAM
Release Date : 2009-06-04
Scientific Data Mining written by Chandrika Kamath and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-06-04 with Mathematics categories.
Chandrika Kamath describes how techniques from the multi-disciplinary field of data mining can be used to address the modern problem of data overload in science and engineering domains. Starting with a survey of analysis problems in different applications, it identifies the common themes across these domains.
Ecology Of Hierarchical Landscapes
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Author : Jiquan Chen
language : en
Publisher: Nova Publishers
Release Date : 2006
Ecology Of Hierarchical Landscapes written by Jiquan Chen and has been published by Nova Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Nature categories.
The idea for this book grew out of: (1) the realisation that development of the theory of landscape ecology has now reached the point where rigorous field work is required to validate models, test assumptions and ideas of scaling theory, and refine our understanding of landscape features and their delineation; (2) the relative scarcity of compilations that have examined the role of field research or interdisciplinary management applications in advancing the science of landscape ecology; and (3) the increasing amount of information coming out of the Chequamegon Integrated Field Project (CIFP) on relevant topics. This book synthesises the experiences and lessons learned from the CIFP project and other relevant landscape studies in an attempt to demonstrate the utility of field studies and emerging technology to the advancement of the science. This book is organised to synthesise and update knowledge on research topics mentioned previously, with an emphasis on ecological consequences (i.e., implications for ecological function) of the approach to and understanding of these topics across levels of the ecological hierarchy.
Applied Time Series Analysis
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Author : Wayne A. Woodward
language : en
Publisher: CRC Press
Release Date : 2011-10-26
Applied Time Series Analysis written by Wayne A. Woodward and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-10-26 with Mathematics categories.
Virtually any random process developing chronologically can be viewed as a time series. In economics, closing prices of stocks, the cost of money, the jobless rate, and retail sales are just a few examples of many. Developed from course notes and extensively classroom-tested, Applied Time Series Analysis includes examples across a variety of fields, develops theory, and provides software to address time series problems in a broad spectrum of fields. The authors organize the information in such a format that graduate students in applied science, statistics, and economics can satisfactorily navigate their way through the book while maintaining mathematical rigor. One of the unique features of Applied Time Series Analysis is the associated software, GW-WINKS, designed to help students easily generate realizations from models and explore the associated model and data characteristics. The text explores many important new methodologies that have developed in time series, such as ARCH and GARCH processes, time varying frequencies (TVF), wavelets, and more. Other programs (some written in R and some requiring S-plus) are available on an associated website for performing computations related to the material in the final four chapters.
Wavelet Packets And Their Statistical Applications
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Author : Khalil Ahmad
language : en
Publisher: Springer
Release Date : 2018-06-21
Wavelet Packets And Their Statistical Applications written by Khalil Ahmad and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-06-21 with Mathematics categories.
This book presents the basic concepts of functional analysis, wavelet analysis and thresholding. It begins with an elementary chapter on preliminaries such as basic concepts of functional analysis, a brief tour of the wavelet transform, Haar scaling functions and function space, wavelets, symlets wavelets and coiflets wavelets. In turn, Chapters 2 and 3 address the construction of wavelet packets, selected results on wavelet packets, band-limited wavelet packets, characterisations of wavelet packets, multiresolution analysis (MRA) wavelet packets, pointwise convergence, the convergence of wavelet packet series and convolution bounds. Chapter 4 discusses characterisations of function spaces like Lebesgue spaces, Hardy spaces and Sobolev spaces in terms of wavelet packets, while Chapter 5 is devoted to applications of wavelets and wavelet packets in speech denoising and biomedical signals. In closing, Chapter 6 highlights applications of wavelets and wavelet packets in image denoising.