Time Series Analysis In Road Safety Research Using State Space Methods
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Time Series Analysis In Road Safety Research Using State Space Methods
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Author : Frederik Deodaat Bijleveld
language : en
Publisher:
Release Date : 2008
Time Series Analysis In Road Safety Research Using State Space Methods written by Frederik Deodaat Bijleveld and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Time-series analysis categories.
Time Series Analysis By State Space Methods
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Author : James Durbin
language : en
Publisher: Oxford University Press
Release Date : 2012-05-03
Time Series Analysis By State Space Methods written by James Durbin and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-05-03 with Business & Economics categories.
This is a comprehensive treatment of the state space approach to time series analysis. A distinguishing feature of state space time series models is that observations are regarded as made up of distinct components, which are each modelled separately.
An Introduction To State Space Time Series Analysis
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Author : Jacques J. F. Commandeur
language : en
Publisher: OUP Oxford
Release Date : 2007-07-19
An Introduction To State Space Time Series Analysis written by Jacques J. F. Commandeur and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-07-19 with Business & Economics categories.
Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. The only background required in order to understand the material presented in the book is a basic knowledge of classical linear regression models, of which a brief review is provided to refresh the reader's knowledge. Also, a few sections assume familiarity with matrix algebra, however, these sections may be skipped without losing the flow of the exposition. The book offers a step by step approach to the analysis of the salient features in time series such as the trend, seasonal, and irregular components. Practical problems such as forecasting and missing values are treated in some detail. This useful book will appeal to practitioners and researchers who use time series on a daily basis in areas such as the social sciences, quantitative history, biology and medicine. It also serves as an accompanying textbook for a basic time series course in econometrics and statistics, typically at an advanced undergraduate level or graduate level.
Time Series Analysis By State Space Methods
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Author : James Durbin
language : en
Publisher: Oxford University Press
Release Date : 2001-06-21
Time Series Analysis By State Space Methods written by James Durbin and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-06-21 with Business & Economics categories.
State space time series analysis emerged in the 1960s in engineering, but its applications have spread to other fields. Durbin (statistics, London School of Economics and Political Science) and Koopman (econometrics, Free U., Amsterdam) extol the virtues of such models over the main analytical system currently used for time series data, Box-Jenkins' ARIMA. What distinguishes state space time models is that they separately model components such as trend, seasonal, regression elements and disturbance terms. Part I focuses on traditional and new techniques based on the linear Gaussian model. Part II presents new material extending the state space model to non-Gaussian observations. c. Book News Inc.
Road Safety
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Author : Milenko Čabarkapa
language : en
Publisher: Cambridge Scholars Publishing
Release Date : 2019-10-23
Road Safety written by Milenko Čabarkapa and has been published by Cambridge Scholars Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-23 with Political Science categories.
This book is dedicated to all road users, highlighting their responsibility to do everything to protect their own safety and that of others. It is also dedicated to all road designers to do everything in their power to adapt the system to the opportunities and constraints of road users. At this moment in time, this book is needed to affirm the role and importance of the coordination and sharing of responsibilities at all levels of road traffic safety management, from global, regional, national, to local levels. Its key finding is that vertical coordination should be two-way: from global to local and from local to global, in both reflection and action. The book shows that, at the researched levels of organization the EU, Great Britain and Montenegro, it is possible achieve the goal of zero deaths in road traffic accidents by 2050.
State Space Methods For Time Series Analysis
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Author : Jose Casals
language : en
Publisher: CRC Press
Release Date : 2018-09-03
State Space Methods For Time Series Analysis written by Jose Casals 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.
The state-space approach provides a formal framework where any result or procedure developed for a basic model can be seamlessly applied to a standard formulation written in state-space form. Moreover, it can accommodate with a reasonable effort nonstandard situations, such as observation errors, aggregation constraints, or missing in-sample values. Exploring the advantages of this approach, State-Space Methods for Time Series Analysis: Theory, Applications and Software presents many computational procedures that can be applied to a previously specified linear model in state-space form. After discussing the formulation of the state-space model, the book illustrates the flexibility of the state-space representation and covers the main state estimation algorithms: filtering and smoothing. It then shows how to compute the Gaussian likelihood for unknown coefficients in the state-space matrices of a given model before introducing subspace methods and their application. It also discusses signal extraction, describes two algorithms to obtain the VARMAX matrices corresponding to any linear state-space model, and addresses several issues relating to the aggregation and disaggregation of time series. The book concludes with a cross-sectional extension to the classical state-space formulation in order to accommodate longitudinal or panel data. Missing data is a common occurrence here, and the book explains imputation procedures necessary to treat missingness in both exogenous and endogenous variables. Web Resource The authors’ E4 MATLAB® toolbox offers all the computational procedures, administrative and analytical functions, and related materials for time series analysis. This flexible, powerful, and free software tool enables readers to replicate the practical examples in the text and apply the procedures to their own work.
Journal Of Transportation And Statistics
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Author :
language : en
Publisher:
Release Date : 2006
Journal Of Transportation And Statistics written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Transportation categories.
Provides a forum for the latest developments in transportation information and data, theory, concepts, and methods of analysis relevant to all aspects of the transportation system. Publishes original research on the use of information to improve public and private decisionmaking for transportation.
Time Series Analysis For The State Space Model With R Stan
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Author : Junichiro Hagiwara
language : en
Publisher: Springer Nature
Release Date : 2021-08-30
Time Series Analysis For The State Space Model With R Stan written by Junichiro Hagiwara and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-08-30 with Mathematics categories.
This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing attention in a broad range of fields. The major feature of the book lies in its consistent Bayesian treatment regarding whole combinations of batch and sequential solutions for linear Gaussian and general state-space models: MCMC and Kalman/particle filter. The reader is given insight on flexible modeling in modern time series analysis. The main topics of the book deal with the state-space model, covering extensively, from introductory and exploratory methods to the latest advanced topics such as real-time structural change detection. Additionally, a practical exercise using R/Stan based on real data promotes understanding and enhances the reader’s analytical capability.
The Art Of Regression Modeling In Road Safety
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Author : Ezra Hauer
language : en
Publisher: Springer
Release Date : 2014-12-10
The Art Of Regression Modeling In Road Safety written by Ezra Hauer and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-12-10 with Technology & Engineering categories.
This unique book explains how to fashion useful regression models from commonly available data to erect models essential for evidence-based road safety management and research. Composed from techniques and best practices presented over many years of lectures and workshops, The Art of Regression Modeling in Road Safety illustrates that fruitful modeling cannot be done without substantive knowledge about the modeled phenomenon. Class-tested in courses and workshops across North America, the book is ideal for professionals, researchers, university professors, and graduate students with an interest in, or responsibilities related to, road safety. This book also: · Presents for the first time a powerful analytical tool for road safety researchers and practitioners · Includes problems and solutions in each chapter as well as data and spreadsheets for running models and PowerPoint presentation slides · Features pedagogy well-suited for graduate courses and workshops including problems, solutions, and PowerPoint presentations · Equips readers to perform all analyses on a spreadsheet without requiring mastery of complex and costly software · Emphasizes understanding without esoteric mathematics · Makes assumptions visible and explains their role and consequences
State Space Modeling Of Time Series
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Author : Masanao Aoki
language : en
Publisher: Springer
Release Date : 1987
State Space Modeling Of Time Series written by Masanao Aoki and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Mathematics categories.