Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 704
Book Description
Scientific and Technical Aerospace Reports
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 704
Book Description
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 704
Book Description
MRC Technical Summary Report
Author: University of Wisconsin--Madison. Mathematics Research Center
Publisher:
ISBN:
Category : Applied mathematics
Languages : en
Pages : 490
Book Description
Publisher:
ISBN:
Category : Applied mathematics
Languages : en
Pages : 490
Book Description
ARMA Model Identification
Author: ByoungSeon Choi
Publisher: Springer Science & Business Media
ISBN: 1461397456
Category : Mathematics
Languages : en
Pages : 211
Book Description
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.
Publisher: Springer Science & Business Media
ISBN: 1461397456
Category : Mathematics
Languages : en
Pages : 211
Book Description
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.
On Robust ESACF Identification of Mixed ARIMA Models
Author: Heikki Hella
Publisher:
ISBN:
Category : Autocorrelation (Statistics)
Languages : en
Pages : 168
Book Description
Tiivistelmä.
Publisher:
ISBN:
Category : Autocorrelation (Statistics)
Languages : en
Pages : 168
Book Description
Tiivistelmä.
Environmental Systems - Volume II
Author: Achim Sydow
Publisher: EOLSS Publications
ISBN: 1848262116
Category :
Languages : en
Pages : 356
Book Description
Environmental Systems is a component of Encyclopedia of Environmental and Ecological Sciences, Engineering and Technology Resources in the global Encyclopedia of Life Support Systems (EOLSS), which is an integrated compendium of twenty one Encyclopedias. Environmental Systems is something about data handling, modeling and decision making in the field of environmental systems. It includes related basic knowledge on measurement techniques, modeling techniques and models and their applications for decisions making. Environmental engineering / research are based on measurement techniques and related knowledge of natural and life sciences. Developed mathematical and numerical simulation models are tools and strictly purpose oriented, that means suitable for decision making. The three volumes on Environmental Systems are aimed at the following five major target audiences: University and College students Educators, Professional practitioners, Research personnel and Policy analysts, managers, and decision makers and NGOs.
Publisher: EOLSS Publications
ISBN: 1848262116
Category :
Languages : en
Pages : 356
Book Description
Environmental Systems is a component of Encyclopedia of Environmental and Ecological Sciences, Engineering and Technology Resources in the global Encyclopedia of Life Support Systems (EOLSS), which is an integrated compendium of twenty one Encyclopedias. Environmental Systems is something about data handling, modeling and decision making in the field of environmental systems. It includes related basic knowledge on measurement techniques, modeling techniques and models and their applications for decisions making. Environmental engineering / research are based on measurement techniques and related knowledge of natural and life sciences. Developed mathematical and numerical simulation models are tools and strictly purpose oriented, that means suitable for decision making. The three volumes on Environmental Systems are aimed at the following five major target audiences: University and College students Educators, Professional practitioners, Research personnel and Policy analysts, managers, and decision makers and NGOs.
Government Reports Annual Index
Author:
Publisher:
ISBN:
Category : Government reports announcements & index
Languages : en
Pages : 1060
Book Description
Publisher:
ISBN:
Category : Government reports announcements & index
Languages : en
Pages : 1060
Book Description
Expert Systems in Statistics
Author: Reinhold Haux
Publisher: Lubrecht & Cramer, Limited
ISBN:
Category : Expert systems (Computer science)
Languages : en
Pages : 204
Book Description
Publisher: Lubrecht & Cramer, Limited
ISBN:
Category : Expert systems (Computer science)
Languages : en
Pages : 204
Book Description
Mathematical Reviews
Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 612
Book Description
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 612
Book Description
Time Series Analysis and Applications to Geophysical Systems
Author: David Brillinger
Publisher: Springer
ISBN:
Category : Gardening
Languages : en
Pages : 416
Book Description
Part of a two volume set based on a recent IMA program of the same name. The goal of the program and these books is to develop a community of statistical and other scientists kept up-to-date on developments in this quickly evolving and interdisciplinary field. Consequently, these books present recent material by distinguished researchers. Topics discussed in Part I include nonlinear and non- Gaussian models and processes (higher order moments and spectra, nonlinear systems, applications in astronomy, geophysics, engineering, and simulation) and the interaction of time series analysis and statistics (information model identification, categorical valued time series, nonparametric and semiparametric methods). Self-similar processes and long-range dependence (time series with long memory, fractals, 1/f noise, stable noise) and time series research common to engineers and economists (modeling of multivariate and possibly non-stationary time series, state space and adaptive methods) are discussed in Part II.
Publisher: Springer
ISBN:
Category : Gardening
Languages : en
Pages : 416
Book Description
Part of a two volume set based on a recent IMA program of the same name. The goal of the program and these books is to develop a community of statistical and other scientists kept up-to-date on developments in this quickly evolving and interdisciplinary field. Consequently, these books present recent material by distinguished researchers. Topics discussed in Part I include nonlinear and non- Gaussian models and processes (higher order moments and spectra, nonlinear systems, applications in astronomy, geophysics, engineering, and simulation) and the interaction of time series analysis and statistics (information model identification, categorical valued time series, nonparametric and semiparametric methods). Self-similar processes and long-range dependence (time series with long memory, fractals, 1/f noise, stable noise) and time series research common to engineers and economists (modeling of multivariate and possibly non-stationary time series, state space and adaptive methods) are discussed in Part II.
Measuring Market Risk
Author: Kevin Dowd
Publisher: John Wiley & Sons
ISBN: 0470016515
Category : Business & Economics
Languages : en
Pages : 410
Book Description
Fully revised and restructured, Measuring Market Risk, Second Edition includes a new chapter on options risk management, as well as substantial new information on parametric risk, non-parametric measurements and liquidity risks, more practical information to help with specific calculations, and new examples including Q&A’s and case studies.
Publisher: John Wiley & Sons
ISBN: 0470016515
Category : Business & Economics
Languages : en
Pages : 410
Book Description
Fully revised and restructured, Measuring Market Risk, Second Edition includes a new chapter on options risk management, as well as substantial new information on parametric risk, non-parametric measurements and liquidity risks, more practical information to help with specific calculations, and new examples including Q&A’s and case studies.