Arma Model Identification
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Arma Model Identification
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Author : ByoungSeon Choi
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Arma Model Identification written by ByoungSeon Choi 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.
During the last two decades, considerable progress has been made in statistical time series analysis. The aim of this book is to present a survey of one of the most active areas in this field: the identification of autoregressive moving-average models, i.e., determining their orders. Readers are assumed to have already taken one course on time series analysis as might be offered in a graduate course, but otherwise this account is self-contained. The main topics covered include: Box-Jenkins' method, inverse autocorrelation functions, penalty function identification such as AIC, BIC techniques and Hannan and Quinn's method, instrumental regression, and a range of pattern identification methods. Rather than cover all the methods in detail, the emphasis is on exploring the fundamental ideas underlying them. Extensive references are given to the research literature and as a result, all those engaged in research in this subject will find this an invaluable aid to their work.
Model Identification And Data Analysis
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Author : Sergio Bittanti
language : en
Publisher: John Wiley & Sons
Release Date : 2019-04-02
Model Identification And Data Analysis written by Sergio Bittanti 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 2019-04-02 with Technology & Engineering categories.
This book is about constructing models from experimental data. It covers a range of topics, from statistical data prediction to Kalman filtering, from black-box model identification to parameter estimation, from spectral analysis to predictive control. Written for graduate students, this textbook offers an approach that has proven successful throughout the many years during which its author has taught these topics at his University. The book: Contains accessible methods explained step-by-step in simple terms Offers an essential tool useful in a variety of fields, especially engineering, statistics, and mathematics Includes an overview on random variables and stationary processes, as well as an introduction to discrete time models and matrix analysis Incorporates historical commentaries to put into perspective the developments that have brought the discipline to its current state Provides many examples and solved problems to complement the presentation and facilitate comprehension of the techniques presented
Forecasting Principles And Practice
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Author : Rob J Hyndman
language : en
Publisher: OTexts
Release Date : 2018-05-08
Forecasting Principles And Practice written by Rob J Hyndman and has been published by OTexts this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-05-08 with Business & Economics categories.
Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Model Identification And Adaptive Control
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Author : Graham Goodwin
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Model Identification And Adaptive Control written by Graham Goodwin 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 Technology & Engineering categories.
This book is based on a workshop entitled.: Model " Identification and Adap tive Control: From Windsurfing to Telecommunications" held in Sydney, Aus tralia, on December 16, 2000. The workshop was organized in honour of Pro fessor Brian (BDO) Anderson in recognition of his seminal contributions to systems science over the past 4 decades. . The chapters in the book have been written by colleagues, friends and stu dents of Brian Anderson. A central theme of the book is the inter relationship between identification and the use of models in real world applications. This theme has underpinned much of Brian Anderson's own contributions. The book reflects on these contributions as well as makirig important statements about possible future research directions. The subtitle of the book (From Windsurfing to Telecommunications) rec ognizes the fact that many common life experiences, such as those we en counter when learning to ride a windsurfer are models for design methods that can be used on real world advanced technological control problems. In deed, Brian Anderson extensively explored this link in his research work.
Principles Of Neural Model Identification Selection And Adequacy
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Author : Achilleas Zapranis
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Principles Of Neural Model Identification Selection And Adequacy written by Achilleas Zapranis 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 Computers categories.
Neural networks have had considerable success in a variety of disciplines including engineering, control, and financial modelling. However a major weakness is the lack of established procedures for testing mis-specified models and the statistical significance of the various parameters which have been estimated. This is particularly important in the majority of financial applications where the data generating processes are dominantly stochastic and only partially deterministic. Based on the latest, most significant developments in estimation theory, model selection and the theory of mis-specified models, this volume develops neural networks into an advanced financial econometrics tool for non-parametric modelling. It provides the theoretical framework required, and displays the efficient use of neural networks for modelling complex financial phenomena. Unlike most other books in this area, this one treats neural networks as statistical devices for non-linear, non-parametric regression analysis.
Identification And Control Using Volterra Models
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Author : F.J.III Doyle
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Identification And Control Using Volterra Models written by F.J.III Doyle 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 Technology & Engineering categories.
Much has been written about the general difficulty of developing the models required for model-based control of processes whose dynamics exhibit signif icant nonlinearity (for further discussion and references, see Chapter 1). In fact, the development ofthese models stands as a significant practical imped iment to widespread industrial application oftechniques like nonlinear model predictive control (NMPC), whoselinear counterpart has profoundly changed industrial practice. One ofthe reasons for this difficulty lies in the enormous variety of "nonlinear models," different classes of which can be less similar to each other than they are to the class of linear models. Consequently, it is a practical necessity to restrict consideration to one or a few specific nonlinear model classes if we are to succeed in developing, understanding, and using nonlinear models as a basis for practical control schemes. Because they repre sent a highly structured extension ofthe class oflinear finite impulse response (FIR) models on which industrially popular linear MPC implementations are based, this book is devoted to the class of discrete-time Volterra models and a fewother, closelyrelated, nonlinear model classes. The objective ofthis book is to provide a useful reference for researchers in the field of process control and closely related areas, collecting a reasonably wide variety of results that may be found in different parts of the large literature that exists on the gen eral topics of process control, nonlinear systems theory, statistical time-series models, biomedical engineering, and digital signal processing, among others.
Data Analysis Using Microsoft Excel
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Author : Ash Narayan Sah
language : en
Publisher: Excel Books India
Release Date :
Data Analysis Using Microsoft Excel written by Ash Narayan Sah and has been published by Excel Books India this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
Networked Digital Technologies Part Ii
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Author : Filip Zavoral
language : en
Publisher: Springer
Release Date : 2010-06-30
Networked Digital Technologies Part Ii written by Filip Zavoral and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-06-30 with Computers categories.
On behalf of the NDT 2010 conference, the Program Committee and Charles University in Prague, Czech Republic, we welcome you to the proceedings of the Second International Conference on ‘Networked Digital Technologies’ (NDT 2010). The NDT 2010 conference explored new advances in digital and Web technology applications. It brought together researchers from various areas of computer and information sciences who addressed both theoretical and applied aspects of Web technology and Internet applications. We hope that the discussions and exchange of ideas that took place will contribute to advancements in the technology in the near future. The conference received 216 papers, out of which 85 were accepted, resulting in an acceptance rate of 39%. These accepted papers are authored by researchers from 34 countries covering many significant areas of Web applications. Each paper was evaluated by a minimum of two reviewers. Finally, we believe that the proceedings document the best research in the studied areas. We express our thanks to the Charles University in Prague, Springer, the authors and the organizers of the conference.
Applied Time Series Analysis With R
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Author : Wayne A. Woodward
language : en
Publisher: CRC Press
Release Date : 2017-02-17
Applied Time Series Analysis With R 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 2017-02-17 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 with R, Second Edition includes examples across a variety of fields, develops theory, and provides an R-based software package to aid in addressing time series problems in a broad spectrum of fields. The material is organized in an optimal format for graduate students in statistics as well as in the natural and social sciences to learn to use and understand the tools of applied time series analysis. Features Gives readers the ability to actually solve significant real-world problems Addresses many types of nonstationary time series and cutting-edge methodologies Promotes understanding of the data and associated models rather than viewing it as the output of a "black box" Provides the R package tswge available on CRAN which contains functions and over 100 real and simulated data sets to accompany the book. Extensive help regarding the use of tswge functions is provided in appendices and on an associated website. Over 150 exercises and extensive support for instructors The second edition includes additional real-data examples, uses R-based code that helps students easily analyze data, generate realizations from models, and explore the associated characteristics. It also adds discussion of new advances in the analysis of long memory data and data with time-varying frequencies (TVF).
Evolutionary Statistical Procedures
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Author : Roberto Baragona
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-01-03
Evolutionary Statistical Procedures written by Roberto Baragona 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 2011-01-03 with Computers categories.
This proposed text appears to be a good introduction to evolutionary computation for use in applied statistics research. The authors draw from a vast base of knowledge about the current literature in both the design of evolutionary algorithms and statistical techniques. Modern statistical research is on the threshold of solving increasingly complex problems in high dimensions, and the generalization of its methodology to parameters whose estimators do not follow mathematically simple distributions is underway. Many of these challenges involve optimizing functions for which analytic solutions are infeasible. Evolutionary algorithms represent a powerful and easily understood means of approximating the optimum value in a variety of settings. The proposed text seeks to guide readers through the crucial issues of optimization problems in statistical settings and the implementation of tailored methods (including both stand-alone evolutionary algorithms and hybrid crosses of these procedures with standard statistical algorithms like Metropolis-Hastings) in a variety of applications. This book would serve as an excellent reference work for statistical researchers at an advanced graduate level or beyond, particularly those with a strong background in computer science.