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Author: Howell Tong
Publisher: World Scientific
ISBN: 9789810213534
Category : Mathematics
Languages : en
Pages : 240
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Book Description
This volume is the first in the new series Nonlinear Time Series and Chaos. The general aim of the series is to provide a bridge between the two communities by inviting prominent researchers in their respective fields to give a systematic account of their chosen topics, starting at the beginning and ending with the latest state. It is hoped that researchers in both communities will find the topics relevant and thought provoking. In this volume, the first chapter, written by Professor Colleen Cutler, is a comprehensive account of the theory and estimation of fractal dimension, a topic of central importance in dynamical systems, which has recently attracted the attention of the statisticians. As it is natural to study a stochastic dynamical system within the framework of Markov chains, it is therefore relevant to study their limiting behaviour. The second chapter, written by Professor Kung-Sik Chan, reviews some limit theorems of Markov chains and illustrates their relevance to chaos. The next three chapters are concerned with specific models. Briefly, Chapter Three by Professor Peter Lewis and Dr Bonnie Ray and Chapter Four by Professor Peter Brockwell generalise the class of self-exciting threshold autoregressive models in different directions. In Chapter Three, the new and powerful methodology of multivariate adaptive regression splines (MARS) is adapted to time series data. Its versatility is illustrated by reference to the very interesting and complex sea surface temperature data. Chapter Four exploits the greater tractability of continuous-time Markov approach to discrete-time data. The approach is particularly relevant to irregularly sampled data. The concluding chapter, by Professor Pham Dinh Tuan, is likely to be the most definitive account of bilinear models in discrete time to date.
Author: Howell Tong
Publisher: World Scientific
ISBN: 9789810213534
Category : Mathematics
Languages : en
Pages : 240
Get Book Here
Book Description
This volume is the first in the new series Nonlinear Time Series and Chaos. The general aim of the series is to provide a bridge between the two communities by inviting prominent researchers in their respective fields to give a systematic account of their chosen topics, starting at the beginning and ending with the latest state. It is hoped that researchers in both communities will find the topics relevant and thought provoking. In this volume, the first chapter, written by Professor Colleen Cutler, is a comprehensive account of the theory and estimation of fractal dimension, a topic of central importance in dynamical systems, which has recently attracted the attention of the statisticians. As it is natural to study a stochastic dynamical system within the framework of Markov chains, it is therefore relevant to study their limiting behaviour. The second chapter, written by Professor Kung-Sik Chan, reviews some limit theorems of Markov chains and illustrates their relevance to chaos. The next three chapters are concerned with specific models. Briefly, Chapter Three by Professor Peter Lewis and Dr Bonnie Ray and Chapter Four by Professor Peter Brockwell generalise the class of self-exciting threshold autoregressive models in different directions. In Chapter Three, the new and powerful methodology of multivariate adaptive regression splines (MARS) is adapted to time series data. Its versatility is illustrated by reference to the very interesting and complex sea surface temperature data. Chapter Four exploits the greater tractability of continuous-time Markov approach to discrete-time data. The approach is particularly relevant to irregularly sampled data. The concluding chapter, by Professor Pham Dinh Tuan, is likely to be the most definitive account of bilinear models in discrete time to date.
Author: Feng Qu
Publisher: World Scientific
ISBN: 9811220794
Category : Business & Economics
Languages : en
Pages : 167
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Book Description
This book aims to fill the gap between panel data econometrics textbooks, and the latest development on 'big data', especially large-dimensional panel data econometrics. It introduces important research questions in large panels, including testing for cross-sectional dependence, estimation of factor-augmented panel data models, structural breaks in panels and group patterns in panels. To tackle these high dimensional issues, some techniques used in Machine Learning approaches are also illustrated. Moreover, the Monte Carlo experiments, and empirical examples are also utilised to show how to implement these new inference methods. Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes also introduces new research questions and results in recent literature in this field.
Author: Aygul Zagidullina
Publisher: Springer Nature
ISBN: 3030800652
Category : Business & Economics
Languages : en
Pages : 123
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Book Description
This book presents covariance matrix estimation and related aspects of random matrix theory. It focuses on the sample covariance matrix estimator and provides a holistic description of its properties under two asymptotic regimes: the traditional one, and the high-dimensional regime that better fits the big data context. It draws attention to the deficiencies of standard statistical tools when used in the high-dimensional setting, and introduces the basic concepts and major results related to spectral statistics and random matrix theory under high-dimensional asymptotics in an understandable and reader-friendly way. The aim of this book is to inspire applied statisticians, econometricians, and machine learning practitioners who analyze high-dimensional data to apply the recent developments in their work.
Author: Ralph Kimball
Publisher: John Wiley & Sons
ISBN: 1118082141
Category : Computers
Languages : en
Pages : 464
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Book Description
This old edition was published in 2002. The current and final edition of this book is The Data Warehouse Toolkit: The Definitive Guide to Dimensional Modeling, 3rd Edition which was published in 2013 under ISBN: 9781118530801. The authors begin with fundamental design recommendations and gradually progress step-by-step through increasingly complex scenarios. Clear-cut guidelines for designing dimensional models are illustrated using real-world data warehouse case studies drawn from a variety of business application areas and industries, including: Retail sales and e-commerce Inventory management Procurement Order management Customer relationship management (CRM) Human resources management Accounting Financial services Telecommunications and utilities Education Transportation Health care and insurance By the end of the book, you will have mastered the full range of powerful techniques for designing dimensional databases that are easy to understand and provide fast query response. You will also learn how to create an architected framework that integrates the distributed data warehouse using standardized dimensions and facts.
Author: Pierre Alquier
Publisher: Springer Science & Business Media
ISBN: 3642199895
Category : Mathematics
Languages : en
Pages : 204
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Book Description
The “Stats in the Château” summer school was held at the CRC château on the campus of HEC Paris, Jouy-en-Josas, France, from August 31 to September 4, 2009. This event was organized jointly by faculty members of three French academic institutions ─ ENSAE ParisTech, the Ecole Polytechnique ParisTech, and HEC Paris ─ which cooperate through a scientific foundation devoted to the decision sciences. The scientific content of the summer school was conveyed in two courses, one by Laurent Cavalier (Université Aix-Marseille I) on "Ill-posed Inverse Problems", and one by Victor Chernozhukov (Massachusetts Institute of Technology) on "High-dimensional Estimation with Applications to Economics". Ten invited researchers also presented either reviews of the state of the art in the field or of applications, or original research contributions. This volume contains the lecture notes of the two courses. Original research articles and a survey complement these lecture notes. Applications to economics are discussed in various contributions.
Author: Falk Ralph Schiffner
Publisher: Springer Nature
ISBN: 303056570X
Category : Technology & Engineering
Languages : en
Pages : 169
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Book Description
This book provides an in-depth investigation of the quality relevant perceptual video space in the domain of videotelephony. The author presents an extensive investigation and quality modeling of the underlying video quality dimensions and the overall quality. The author examines the underlying quality dimensions and describes a method for subjective evaluation as well as the instrumental estimation of video quality in videotelephony. The book presents a new subjective test method in the field of video quality assessment. Further, it explains the experimental examination of the underlying video quality dimensions and the subjective-based, as well as instrumental-based quality estimation. Provides an investigation of the underlying quality dimensions of video in videotelephony; Presents insights into a new subjective test method, standardized as ITU-T Rec. P.918; Includes insights into the subjective and instrumental video quality estimation.
Author: Mohsen Pourahmadi
Publisher: John Wiley & Sons
ISBN: 1118034295
Category : Mathematics
Languages : en
Pages : 204
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Book Description
Methods for estimating sparse and large covariance matrices Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multivariate data collected from a variety of fields including business and economics, health care, engineering, and environmental and physical sciences. High-Dimensional Covariance Estimation provides accessible and comprehensive coverage of the classical and modern approaches for estimating covariance matrices as well as their applications to the rapidly developing areas lying at the intersection of statistics and machine learning. Recently, the classical sample covariance methodologies have been modified and improved upon to meet the needs of statisticians and researchers dealing with large correlated datasets. High-Dimensional Covariance Estimation focuses on the methodologies based on shrinkage, thresholding, and penalized likelihood with applications to Gaussian graphical models, prediction, and mean-variance portfolio management. The book relies heavily on regression-based ideas and interpretations to connect and unify many existing methods and algorithms for the task. High-Dimensional Covariance Estimation features chapters on: Data, Sparsity, and Regularization Regularizing the Eigenstructure Banding, Tapering, and Thresholding Covariance Matrices Sparse Gaussian Graphical Models Multivariate Regression The book is an ideal resource for researchers in statistics, mathematics, business and economics, computer sciences, and engineering, as well as a useful text or supplement for graduate-level courses in multivariate analysis, covariance estimation, statistical learning, and high-dimensional data analysis.
Author: Mohammed J. Zaki
Publisher: Cambridge University Press
ISBN: 0521766338
Category : Computers
Languages : en
Pages : 607
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Book Description
A comprehensive overview of data mining from an algorithmic perspective, integrating related concepts from machine learning and statistics.
Author: Marcel Wältermann
Publisher: Springer Science & Business Media
ISBN: 3642350194
Category : Technology & Engineering
Languages : en
Pages : 208
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Book Description
In this book, speech transmission quality is modeled on the basis of perceptual dimensions. The author identifies those dimensions that are relevant for today's public-switched and packet-based telecommunication systems, regarding the complete transmission path from the mouth of the speaker to the ear of the listener. Both narrowband (300-3400 Hz) as well as wideband (50-7000 Hz) speech transmission is taken into account. A new analytical assessment method is presented that allows the dimensions to be rated by non-expert listeners in a direct way. Due to the efficiency of the test method, a relatively large number of stimuli can be assessed in auditory tests. The test method is applied in two auditory experiments. The book gives the evidence that this test method provides meaningful and reliable results. The resulting dimension scores together with respective overall quality ratings form the basis for a new parametric model for the quality estimation of transmitted speech based on the perceptual dimensions. In a two-step model approach, instrumental dimension models estimate dimension impairment factors in a first step. The resulting dimension estimates are combined by a Euclidean integration function in a second step in order to provide an estimate of the total impairment.
Author: Laszlo Matyas
Publisher: Springer
ISBN: 3319607839
Category : Business & Economics
Languages : en
Pages : 467
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Book Description
This book presents the econometric foundations and applications of multi-dimensional panels, including modern methods of big data analysis. The last two decades or so, the use of panel data has become a standard in many areas of economic analysis. The available models formulations became more complex, the estimation and hypothesis testing methods more sophisticated. The interaction between economics and econometrics resulted in a huge publication output, deepening and widening immensely our knowledge and understanding in both. The traditional panel data, by nature, are two-dimensional. Lately, however, as part of the big data revolution, there has been a rapid emergence of three, four and even higher dimensional panel data sets. These have started to be used to study the flow of goods, capital, and services, but also some other economic phenomena that can be better understood in higher dimensions. Oddly, applications rushed ahead of theory in this field. This book is aimed at filling this widening gap. The first theoretical part of the volume is providing the econometric foundations to deal with these new high-dimensional panel data sets. It not only synthesizes our current knowledge, but mostly, presents new research results. The second empirical part of the book provides insight into the most relevant applications in this area. These chapters are a mixture of surveys and new results, always focusing on the econometric problems and feasible solutions.
