Linear Time Series With Matlab And Octave

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Linear Time Series With Matlab And Octave

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Author : Víctor Gómez
language : en
Publisher: Springer Nature
Release Date : 2019-10-04

Linear Time Series With Matlab And Octave written by Víctor Gómez and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-04 with Computers categories.

This book presents an introduction to linear univariate and multivariate time series analysis, providing brief theoretical insights into each topic, and from the beginning illustrating the theory with software examples. As such, it quickly introduces readers to the peculiarities of each subject from both theoretical and the practical points of view. It also includes numerous examples and real-world applications that demonstrate how to handle different types of time series data. The associated software package, SSMMATLAB, is written in MATLAB and also runs on the free OCTAVE platform. The book focuses on linear time series models using a state space approach, with the Kalman filter and smoother as the main tools for model estimation, prediction and signal extraction. A chapter on state space models describes these tools and provides examples of their use with general state space models. Other topics discussed in the book include ARIMA; and transfer function and structural models; as well as signal extraction using the canonical decomposition in the univariate case, and VAR, VARMA, cointegrated VARMA, VARX, VARMAX, and multivariate structural models in the multivariate case. It also addresses spectral analysis, the use of fixed filters in a model-based approach, and automatic model identification procedures for ARIMA and transfer function models in the presence of outliers, interventions, complex seasonal patterns and other effects like Easter, trading day, etc. This book is intended for both students and researchers in various fields dealing with time series. The software provides numerous automatic procedures to handle common practical situations, but at the same time, readers with programming skills can write their own programs to deal with specific problems. Although the theoretical introduction to each topic is kept to a minimum, readers can consult the companion book ‘Multivariate Time Series With Linear State Space Structure’, by the same author, if they require more details.

Time Series And Networks Analysis

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Author : Theodoros Karakasidis
language : en
Publisher: Springer Nature
Release Date : 2025-08-15

Time Series And Networks Analysis written by Theodoros Karakasidis and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-08-15 with Mathematics categories.

This textbook provides students with a hands-on introduction to time series analysis. Readers will learn the potential of the methods but also benefit from a step-by-step guide to apply them on simple data, as well as applications in real science in domains such as physics, environmental science, physics of fluids, simulation analysis etc. The authors emphasize application of the techniques and modern methodologies for time series analysis, using examples to demonstrate techniques introduced, including detailed, step-by-step solutions. Octave and Matlab are used as the computational environment for the applications, since the readers can find programs easily for many applications. The commands are clearly explained and the files are provided in the text and online.

Mathematics Of The Discrete Fourier Transform Dft

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Author : Julius O. Smith
language : en
Publisher: Julius Smith
Release Date : 2008

Mathematics Of The Discrete Fourier Transform Dft written by Julius O. Smith and has been published by Julius Smith this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Fourier transformations categories.

"The DFT can be understood as a numerical approximation to the Fourier transform. However, the DFT has its own exact Fourier theory, and that is the focus of this book. The DFT is normally encountered as the Fast Fourier Transform (FFT)--a high-speed algorithm for computing the DFT. The FFT is used extensively in a wide range of digital signal processing applications, including spectrum analysis, high-speed convolution (linear filtering), filter banks, signal detection and estimation, system identification, audio compression (such as MPEG-II AAC), spectral modeling sound synthesis, and many others. In this book, certain topics in digital audio signal processing are introduced as example applications of the DFT"--Back cover

Linear Models And Time Series Analysis

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Author : Marc S. Paolella
language : en
Publisher: John Wiley & Sons
Release Date : 2018-10-10

Linear Models And Time Series Analysis written by Marc S. Paolella 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 2018-10-10 with Mathematics categories.

A comprehensive and timely edition on an emerging new trend in time series Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH sets a strong foundation, in terms of distribution theory, for the linear model (regression and ANOVA), univariate time series analysis (ARMAX and GARCH), and some multivariate models associated primarily with modeling financial asset returns (copula-based structures and the discrete mixed normal and Laplace). It builds on the author's previous book, Fundamental Statistical Inference: A Computational Approach, which introduced the major concepts of statistical inference. Attention is explicitly paid to application and numeric computation, with examples of Matlab code throughout. The code offers a framework for discussion and illustration of numerics, and shows the mapping from theory to computation. The topic of time series analysis is on firm footing, with numerous textbooks and research journals dedicated to it. With respect to the subject/technology, many chapters in Linear Models and Time-Series Analysis cover firmly entrenched topics (regression and ARMA). Several others are dedicated to very modern methods, as used in empirical finance, asset pricing, risk management, and portfolio optimization, in order to address the severe change in performance of many pension funds, and changes in how fund managers work. Covers traditional time series analysis with new guidelines Provides access to cutting edge topics that are at the forefront of financial econometrics and industry Includes latest developments and topics such as financial returns data, notably also in a multivariate context Written by a leading expert in time series analysis Extensively classroom tested Includes a tutorial on SAS Supplemented with a companion website containing numerous Matlab programs Solutions to most exercises are provided in the book Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH is suitable for advanced masters students in statistics and quantitative finance, as well as doctoral students in economics and finance. It is also useful for quantitative financial practitioners in large financial institutions and smaller finance outlets.

Time Series Analysis And Inverse Theory For Geophysicists

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Author : David Gubbins
language : en
Publisher: Cambridge University Press
Release Date : 2004-03-18

Time Series Analysis And Inverse Theory For Geophysicists written by David Gubbins 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 2004-03-18 with Mathematics categories.

This unique textbook provides the foundation for understanding and applying techniques commonly used in geophysics to process and interpret modern digital data. The geophysicist's toolkit contains a range of techniques which may be divided into two main groups: processing, which concerns time series analysis and is used to separate the signal of interest from background noise; and inversion, which involves generating some map or physical model from the data. These two groups of techniques are normally taught separately, but are here presented together as parts I and II of the book. Part III describes some real applications and includes case studies in seismology, geomagnetism, and gravity. This textbook gives students and practitioners the theoretical background and practical experience, through case studies, computer examples and exercises, to understand and apply new processing methods to modern geophysical datasets. Solutions to the exercises are available on a website at http://publishing.cambridge.org/resources/0521819652

Computational Science Iccs 2006

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Author :
language : en
Publisher: Springer Science & Business Media
Release Date : 2006

Computational Science Iccs 2006 written by 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 2006 with Computational complexity categories.

Introduction To Gnu Octave

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Author : Jason Lachniet
language : en
Publisher: Lulu.com
Release Date : 2018-11-21

Introduction To Gnu Octave written by Jason Lachniet and has been published by Lulu.com this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-21 with Education categories.

A brief introduction to scientific computing with GNU Octave. Designed as a textbook supplement for freshman and sophomore level linear algebra and calculus students.

Matlab For Brain And Cognitive Scientists

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Author : Mike X Cohen
language : en
Publisher: MIT Press
Release Date : 2017-07-14

Matlab For Brain And Cognitive Scientists written by Mike X Cohen and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-14 with Science categories.

An introduction to a popular programming language for neuroscience research, taking the reader from beginning to intermediate and advanced levels of MATLAB programming. MATLAB is one of the most popular programming languages for neuroscience and psychology research. Its balance of usability, visualization, and widespread use makes it one of the most powerful tools in a scientist's toolbox. In this book, Mike Cohen teaches brain scientists how to program in MATLAB, with a focus on applications most commonly used in neuroscience and psychology. Although most MATLAB tutorials will abandon users at the beginner's level, leaving them to sink or swim, MATLAB for Brain and Cognitive Scientists takes readers from beginning to intermediate and advanced levels of MATLAB programming, helping them gain real expertise in applications that they will use in their work. The book offers a mix of instructive text and rigorous explanations of MATLAB code along with programming tips and tricks. The goal is to teach the reader how to program data analyses in neuroscience and psychology. Readers will learn not only how to but also how not to program, with examples of bad code that they are invited to correct or improve. Chapters end with exercises that test and develop the skills taught in each chapter. Interviews with neuroscientists and cognitive scientists who have made significant contributions their field using MATLAB appear throughout the book. MATLAB for Brain and Cognitive Scientists is an essential resource for both students and instructors, in the classroom or for independent study.

World Congress On Medical Physics And Biomedical Engineering 2018

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Author : Lenka Lhotska
language : en
Publisher: Springer
Release Date : 2018-05-29

World Congress On Medical Physics And Biomedical Engineering 2018 written by Lenka Lhotska and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-05-29 with Technology & Engineering categories.

This book (vol. 1) presents the proceedings of the IUPESM World Congress on Biomedical Engineering and Medical Physics, a triennially organized joint meeting of medical physicists, biomedical engineers and adjoining health care professionals. Besides the purely scientific and technological topics, the 2018 Congress will also focus on other aspects of professional involvement in health care, such as education and training, accreditation and certification, health technology assessment and patient safety. The IUPESM meeting is an important forum for medical physicists and biomedical engineers in medicine and healthcare learn and share knowledge, and discuss the latest research outcomes and technological advancements as well as new ideas in both medical physics and biomedical engineering field. /div Chapter “Evaluation of the Impact of an International Master of Advanced Studies in Medical Physics” is available open access under a Creative Commons Attribution 3.0 IGO Licence via link.springer.com.

Forecasting International Migration In Europe A Bayesian View

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Author : Jakub Bijak
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-10-23

Forecasting International Migration In Europe A Bayesian View written by Jakub Bijak 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 2010-10-23 with Social Science categories.

International migration is becoming an increasingly important element of contemporary demographic dynamics and yet, due to its high volatility, it remains the most unpredictable element of population change. In Europe, population forecasting is especially difficult because good-quality data on migration are lacking. There is a clear need for reliable methods of predicting migration since population forecasts are indispensable for rational decision making in many areas, including labour markets, social security or spatial planning and organisation. In addressing these issues, this book adopts a Bayesian statistical perspective, which allows for a formal incorporation of expert judgement, while describing uncertainty in a coherent and explicit manner. No prior knowledge of Bayesian statistics is assumed. The outcomes are discussed from the point of view of forecast users (decision makers), with the aim to show the relevance and usefulness of the presented methods in practical applications.