Stationary Stochastic Models An Introduction

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Stationary Stochastic Models
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Author : Riccardo Gatto
language : en
Publisher: World Scientific Publishing Company
Release Date : 2022
Stationary Stochastic Models written by Riccardo Gatto and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022 with Mathematics categories.
"This volume provides a unified mathematical introduction to stationary time series models and to continuous time stationary stochastic processes. The analysis of these stationary models is carried out in time domain and in frequency domain. It begins with a practical discussion on stationarity, by which practical methods for obtaining stationary data are described. The presented topics are illustrated by numerous examples. Readers will find the following covered in a comprehensive manner: Autoregressive and moving average time series. Important properties such as causality. Autocovariance function and the spectral distribution of these models. Practical topics of time series like filtering and prediction. Basic concepts and definitions on the theory of stochastic processes, such as Wiener measure and process. General types of stochastic processes such as Gaussian, selfsimilar, compound and shot noise processes. Gaussian white noise, Langevin equation and Ornstein-Uhlenbeck process. Important related themes such as mean square properties of stationary processes and mean square integration. Spectral decomposition and spectral theorem of continuous time stationary processes. This central concept is followed by the theory of linear filters and their differential equations. At the end, some selected topics such as stationary random fields, simulation of Gaussian stationary processes and results of information theory are presented. A detailed appendix containing complementary materials will assist the reader with many technical aspects of the book"--
Stationary Stochastic Models
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Author : Andreas Brandt
language : en
Publisher:
Release Date : 1990
Stationary Stochastic Models written by Andreas Brandt and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Technology & Engineering categories.
A Biologist S Guide To Mathematical Modeling In Ecology And Evolution
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Author : Sarah P. Otto
language : en
Publisher: Princeton University Press
Release Date : 2011-09-19
A Biologist S Guide To Mathematical Modeling In Ecology And Evolution written by Sarah P. Otto and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-19 with Science categories.
Thirty years ago, biologists could get by with a rudimentary grasp of mathematics and modeling. Not so today. In seeking to answer fundamental questions about how biological systems function and change over time, the modern biologist is as likely to rely on sophisticated mathematical and computer-based models as traditional fieldwork. In this book, Sarah Otto and Troy Day provide biology students with the tools necessary to both interpret models and to build their own. The book starts at an elementary level of mathematical modeling, assuming that the reader has had high school mathematics and first-year calculus. Otto and Day then gradually build in depth and complexity, from classic models in ecology and evolution to more intricate class-structured and probabilistic models. The authors provide primers with instructive exercises to introduce readers to the more advanced subjects of linear algebra and probability theory. Through examples, they describe how models have been used to understand such topics as the spread of HIV, chaos, the age structure of a country, speciation, and extinction. Ecologists and evolutionary biologists today need enough mathematical training to be able to assess the power and limits of biological models and to develop theories and models themselves. This innovative book will be an indispensable guide to the world of mathematical models for the next generation of biologists. A how-to guide for developing new mathematical models in biology Provides step-by-step recipes for constructing and analyzing models Interesting biological applications Explores classical models in ecology and evolution Questions at the end of every chapter Primers cover important mathematical topics Exercises with answers Appendixes summarize useful rules Labs and advanced material available
Introduction To Time Series Modeling
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Author : Genshiro Kitagawa
language : en
Publisher: CRC Press
Release Date : 2010-04-21
Introduction To Time Series Modeling written by Genshiro Kitagawa and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-04-21 with Mathematics categories.
In time series modeling, the behavior of a certain phenomenon is expressed in relation to the past values of itself and other covariates. Since many important phenomena in statistical analysis are actually time series and the identification of conditional distribution of the phenomenon is an essential part of the statistical modeling, it is very im
Exploration Of A Nonlinear World
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Author : Kung-sik Chan
language : en
Publisher: World Scientific
Release Date : 2009
Exploration Of A Nonlinear World written by Kung-sik Chan and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Mathematics categories.
Extensions of Howell Tong's threshold approach to other fields of statistics abound. This volume is dedicated to his 65th birthday and consists of in-depth contributions from leading experts in a variety of fields of statistics, ecology, economics and finance as well as some of Tong's reprints.
Embec Nbc 2017
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Author : Hannu Eskola
language : en
Publisher: Springer
Release Date : 2017-06-12
Embec Nbc 2017 written by Hannu Eskola and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-06-12 with Technology & Engineering categories.
This volume presents the proceedings of the joint conference of the European Medical and Biological Engineering Conference (EMBEC) and the Nordic-Baltic Conference on Biomedical Engineering and Medical Physics (NBC), held in Tampere, Finland, in June 2017. The proceedings present all traditional biomedical engineering areas, but also highlight new emerging fields, such as tissue engineering, bioinformatics, biosensing, neurotechnology, additive manufacturing technologies for medicine and biology, and bioimaging, to name a few. Moreover, it emphasizes the role of education, translational research, and commercialization.
Time Series For Data Scientists
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Author : Juana Sanchez
language : en
Publisher: Cambridge University Press
Release Date : 2023-05-11
Time Series For Data Scientists written by Juana Sanchez 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 2023-05-11 with Business & Economics categories.
A user-friendly, introductory, learning-by-doing bridge between classical and machine learning time series analysis with R.
Design And Analysis Of Experiments With R
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Author : John Lawson
language : en
Publisher: CRC Press
Release Date : 2014-12-17
Design And Analysis Of Experiments With R written by John Lawson and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-12-17 with Mathematics categories.
Design and Analysis of Experiments with R presents a unified treatment of experimental designs and design concepts commonly used in practice. It connects the objectives of research to the type of experimental design required, describes the process of creating the design and collecting the data, shows how to perform the proper analysis of the data,
Geometrical Foundations Of Asymptotic Inference
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Author : Robert E. Kass
language : en
Publisher: John Wiley & Sons
Release Date : 2011-09-09
Geometrical Foundations Of Asymptotic Inference written by Robert E. Kass 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 2011-09-09 with Mathematics categories.
Differential geometry provides an aesthetically appealing and oftenrevealing view of statistical inference. Beginning with anelementary treatment of one-parameter statistical models and endingwith an overview of recent developments, this is the first book toprovide an introduction to the subject that is largely accessibleto readers not already familiar with differential geometry. It alsogives a streamlined entry into the field to readers with richermathematical backgrounds. Much space is devoted to curvedexponential families, which are of interest not only because theymay be studied geometrically but also because they are analyticallyconvenient, so that results may be derived rigorously. In addition,several appendices provide useful mathematical material on basicconcepts in differential geometry. Topics covered include thefollowing: * Basic properties of curved exponential families * Elements of second-order, asymptotic theory * The Fisher-Efron-Amari theory of information loss and recovery * Jeffreys-Rao information-metric Riemannian geometry * Curvature measures of nonlinearity * Geometrically motivated diagnostics for exponential familyregression * Geometrical theory of divergence functions * A classification of and introduction to additional work in thefield
Nonlinear Time Series
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Author : Randal Douc
language : en
Publisher: CRC Press
Release Date : 2014-01-06
Nonlinear Time Series written by Randal Douc and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-06 with Mathematics categories.
This text emphasizes nonlinear models for a course in time series analysis. After introducing stochastic processes, Markov chains, Poisson processes, and ARMA models, the authors cover functional autoregressive, ARCH, threshold AR, and discrete time series models as well as several complementary approaches. They discuss the main limit theorems for Markov chains, useful inequalities, statistical techniques to infer model parameters, and GLMs. Moving on to HMM models, the book examines filtering and smoothing, parametric and nonparametric inference, advanced particle filtering, and numerical methods for inference.