The Analysis Of Directional Time Series Applications To Wind Speed And Direction


The Analysis Of Directional Time Series Applications To Wind Speed And Direction
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The Analysis Of Directional Time Series Applications To Wind Speed And Direction


The Analysis Of Directional Time Series Applications To Wind Speed And Direction
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Author : Jens Breckling
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

The Analysis Of Directional Time Series Applications To Wind Speed And Direction written by Jens Breckling 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.


Given a series of wind speeds and directions from the port of Fremantle the aim of this monograph is to detect general weather patterns and seasonal characteristics. To separate the daily land and sea breeze cycle and other short-term disturbances from the general wind, the series is divided into a daily and a longer term, synoptic component. The latter is related to the atmospheric pressure field, while the former is studied in order i) to isolate particular short-term events such as calms, storms and oscillating winds, and ii) to determine the land and sea breeze cycle which dominates the weather pattern for most of the year. All these patterns are described in detail and are related to the synoptic component of the data. Two time series models for directional data and a new measure of angular association are introduced to provide the basis for certain parts of the analysis.



Directional Statistics For Innovative Applications


Directional Statistics For Innovative Applications
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Author : Ashis SenGupta
language : en
Publisher: Springer Nature
Release Date : 2022-06-15

Directional Statistics For Innovative Applications written by Ashis SenGupta and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-06-15 with Mathematics categories.


In commemoration of the bicentennial of the birth of the “lady who gave the rose diagram to us”, this special contributed book pays a statistical tribute to Florence Nightingale. This book presents recent phenomenal developments, both in rigorous theory as well as in emerging methods, for applications in directional statistics, in 25 chapters with contributions from 65 renowned researchers from 25 countries. With the advent of modern techniques in statistical paradigms and statistical machine learning, directional statistics has become an indispensable tool. Ranging from data on circles to that on the spheres, tori and cylinders, this book includes solutions to problems on exploratory data analysis, probability distributions on manifolds, maximum entropy, directional regression analysis, spatio-directional time series, optimal inference, simulation, statistical machine learning with big data, and more, with their innovative applications to emerging real-life problems in astro-statistics, bioinformatics, crystallography, optimal transport, statistical process control, and so on.



Applications Of Computer Aided Time Series Modeling


Applications Of Computer Aided Time Series Modeling
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Author : Masanao Aoki
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Applications Of Computer Aided Time Series Modeling written by Masanao Aoki 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.


This book consists of three parts: Part One is composed of two introductory chapters. The first chapter provides an instrumental varible interpretation of the state space time series algorithm originally proposed by Aoki (1983), and gives an introductory account for incorporating exogenous signals in state space models. The second chapter, by Havenner, gives practical guidance in apply ing this algorithm by one of the most experienced practitioners of the method. Havenner begins by summarizing six reasons state space methods are advanta geous, and then walks the reader through construction and evaluation of a state space model for four monthly macroeconomic series: industrial production in dex, consumer price index, six month commercial paper rate, and money stock (Ml). To single out one of the several important insights in modeling that he shares with the reader, he discusses in Section 2ii the effects of sampling er rors and model misspecification on successful modeling efforts. He argues that model misspecification is an important amplifier of the effects of sampling error that may cause symplectic matrices to have complex unit roots, a theoretical impossibility. Correct model specifications increase efficiency of estimators and often eliminate this finite sample problem. This is an important insight into the positive realness of covariance matrices; positivity has been emphasized by system engineers to the exclusion of other methods of reducing sampling error and alleviating what is simply a finite sample problem. The second and third parts collect papers that describe specific applications.



Smoothness Priors Analysis Of Time Series


Smoothness Priors Analysis Of Time Series
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Author : Genshiro Kitagawa
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Smoothness Priors Analysis Of Time Series written by Genshiro Kitagawa 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.


Smoothness Priors Analysis of Time Series addresses some of the problems of modeling stationary and nonstationary time series primarily from a Bayesian stochastic regression "smoothness priors" state space point of view. Prior distributions on model coefficients are parametrized by hyperparameters. Maximizing the likelihood of a small number of hyperparameters permits the robust modeling of a time series with relatively complex structure and a very large number of implicitly inferred parameters. The critical statistical ideas in smoothness priors are the likelihood of the Bayesian model and the use of likelihood as a measure of the goodness of fit of the model. The emphasis is on a general state space approach in which the recursive conditional distributions for prediction, filtering, and smoothing are realized using a variety of nonstandard methods including numerical integration, a Gaussian mixture distribution-two filter smoothing formula, and a Monte Carlo "particle-path tracing" method in which the distributions are approximated by many realizations. The methods are applicable for modeling time series with complex structures.



Higher Order Asymptotic Theory For Time Series Analysis


Higher Order Asymptotic Theory For Time Series Analysis
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Author : Masanobu Taniguchi
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Higher Order Asymptotic Theory For Time Series Analysis written by Masanobu Taniguchi 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.


The initial basis of this book was a series of my research papers, that I listed in References. I have many people to thank for the book's existence. Regarding higher order asymptotic efficiency I thank Professors Kei Takeuchi and M. Akahira for their many comments. I used their concept of efficiency for time series analysis. During the summer of 1983, I had an opportunity to visit The Australian National University, and could elucidate the third-order asymptotics of some estimators. I express my sincere thanks to Professor E.J. Hannan for his warmest encouragement and kindness. Multivariate time series analysis seems an important topic. In 1986 I visited Center for Mul tivariate Analysis, University of Pittsburgh. I received a lot of impact from multivariate analysis, and applied many multivariate methods to the higher order asymptotic theory of vector time series. I am very grateful to the late Professor P.R. Krishnaiah for his cooperation and kindness. In Japan my research was mainly performed in Hiroshima University. There is a research group of statisticians who are interested in the asymptotic expansions in statistics. Throughout this book I often used the asymptotic expansion techniques. I thank all the members of this group, especially Professors Y. Fujikoshi and K. Maekawa foItheir helpful discussion. When I was a student of Osaka University I learned multivariate analysis and time series analysis from Professors Masashi Okamoto and T. Nagai, respectively. It is a pleasure to thank them for giving me much of research background.



Applied Directional Statistics


Applied Directional Statistics
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Author : Christophe Ley
language : en
Publisher: CRC Press
Release Date : 2018-09-03

Applied Directional Statistics written by Christophe Ley and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-09-03 with Mathematics categories.


This book collects important advances in methodology and data analysis for directional statistics. It is the companion book of the more theoretical treatment presented in Modern Directional Statistics (CRC Press, 2017). The field of directional statistics has received a lot of attention due to demands from disciplines such as life sciences or machine learning, the availability of massive data sets requiring adapted statistical techniques, and technological advances. This book covers important progress in bioinformatics, biology, astrophysics, oceanography, environmental sciences, earth sciences, machine learning and social sciences.



Correlated Data Analysis Modeling Analytics And Applications


Correlated Data Analysis Modeling Analytics And Applications
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Author : Peter X. -K. Song
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-06-30

Correlated Data Analysis Modeling Analytics And Applications written by Peter X. -K. Song 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 2007-06-30 with Mathematics categories.


This book covers recent developments in correlated data analysis. It utilizes the class of dispersion models as marginal components in the formulation of joint models for correlated data. This enables the book to cover a broader range of data types than the traditional generalized linear models. The reader is provided with a systematic treatment for the topic of estimating functions, and both generalized estimating equations (GEE) and quadratic inference functions (QIF) are studied as special cases. In addition to the discussions on marginal models and mixed-effects models, this book covers new topics on joint regression analysis based on Gaussian copulas.



Topics In Oceanography


Topics In Oceanography
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Author : Enrico Zambianchi
language : en
Publisher: BoD – Books on Demand
Release Date : 2013-07-10

Topics In Oceanography written by Enrico Zambianchi and has been published by BoD – Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-07-10 with Science categories.


Oceanography is the par excellence interdisciplinary science thanks to its peculiar setting within a fluid environment that makes connections extremely efficient. The oceans connections are well mirrored in the chapters of this book that share a quite explicit multidisciplinary and multi-environmental character. The book provides chapters on very different topics under very different settings, some with a focused angle, others with a broader approach, yet all sharing the idea that we need to understand the small pieces in order to put together the big picture for a much larger mechanism, the functioning of the ocean as a whole.



Latent Variable Modeling And Applications To Causality


Latent Variable Modeling And Applications To Causality
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Author : Maia Berkane
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Latent Variable Modeling And Applications To Causality written by Maia Berkane 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.


This volume gathers refereed papers presented at the 1994 UCLA conference on "La tent Variable Modeling and Application to Causality. " The meeting was organized by the UCLA Interdivisional Program in Statistics with the purpose of bringing together a group of people who have done recent advanced work in this field. The papers in this volume are representative of a wide variety of disciplines in which the use of latent variable models is rapidly growing. The volume is divided into two broad sections. The first section covers Path Models and Causal Reasoning and the papers are innovations from contributors in disciplines not traditionally associated with behavioural sciences, (e. g. computer science with Judea Pearl and public health with James Robins). Also in this section are contri butions by Rod McDonald and Michael Sobel who have a more traditional approach to causal inference, generating from problems in behavioural sciences. The second section encompasses new approaches to questions of model selection with emphasis on factor analysis and time varying systems. Amemiya uses nonlinear factor analysis which has a higher order of complexity associated with the identifiability condi tions. Muthen studies longitudinal hierarchichal models with latent variables and treats the time vector as a variable rather than a level of hierarchy. Deleeuw extends exploratory factor analysis models by including time as a variable and allowing for discrete and ordi nal latent variables. Arminger looks at autoregressive structures and Bock treats factor analysis models for categorical data.



Wavelets Approximation And Statistical Applications


Wavelets Approximation And Statistical Applications
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Author : Wolfgang Härdle
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Wavelets Approximation And Statistical Applications written by Wolfgang Härdle 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.


The mathematical theory of ondelettes (wavelets) was developed by Yves Meyer and many collaborators about 10 years ago. It was designed for ap proximation of possibly irregular functions and surfaces and was successfully applied in data compression, turbulence analysis, image and signal process ing. Five years ago wavelet theory progressively appeared to be a power ful framework for nonparametric statistical problems. Efficient computa tional implementations are beginning to surface in this second lustrum of the nineties. This book brings together these three main streams of wavelet theory. It presents the theory, discusses approximations and gives a variety of statistical applications. It is the aim of this text to introduce the novice in this field into the various aspects of wavelets. Wavelets require a highly interactive computing interface. We present therefore all applications with software code from an interactive statistical computing environment. Readers interested in theory and construction of wavelets will find here in a condensed form results that are somewhat scattered around in the research literature. A practioner will be able to use wavelets via the available software code. We hope therefore to address both theory and practice with this book and thus help to construct bridges between the different groups of scientists. This te. xt grew out of a French-German cooperation (Seminaire Paris Berlin, Seminar Berlin-Paris). This seminar brings together theoretical and applied statisticians from Berlin and Paris. This work originates in the first of these seminars organized in Garchy, Burgundy in 1994.