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Author: Sergio Bittanti
Publisher: John Wiley & Sons
ISBN: 1119546362
Category : Technology & Engineering
Languages : en
Pages : 416
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Book Description
This book is about constructing models from experimental data. It covers a range of topics, from statistical data prediction to Kalman filtering, from black-box model identification to parameter estimation, from spectral analysis to predictive control. Written for graduate students, this textbook offers an approach that has proven successful throughout the many years during which its author has taught these topics at his University. The book: Contains accessible methods explained step-by-step in simple terms Offers an essential tool useful in a variety of fields, especially engineering, statistics, and mathematics Includes an overview on random variables and stationary processes, as well as an introduction to discrete time models and matrix analysis Incorporates historical commentaries to put into perspective the developments that have brought the discipline to its current state Provides many examples and solved problems to complement the presentation and facilitate comprehension of the techniques presented
Author: Sergio Bittanti
Publisher: John Wiley & Sons
ISBN: 1119546362
Category : Technology & Engineering
Languages : en
Pages : 416
Get Book Here
Book Description
This book is about constructing models from experimental data. It covers a range of topics, from statistical data prediction to Kalman filtering, from black-box model identification to parameter estimation, from spectral analysis to predictive control. Written for graduate students, this textbook offers an approach that has proven successful throughout the many years during which its author has taught these topics at his University. The book: Contains accessible methods explained step-by-step in simple terms Offers an essential tool useful in a variety of fields, especially engineering, statistics, and mathematics Includes an overview on random variables and stationary processes, as well as an introduction to discrete time models and matrix analysis Incorporates historical commentaries to put into perspective the developments that have brought the discipline to its current state Provides many examples and solved problems to complement the presentation and facilitate comprehension of the techniques presented
Author: Hugues Garnier
Publisher: Springer Science & Business Media
ISBN: 1848001614
Category : Technology & Engineering
Languages : en
Pages : 413
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Book Description
This is the first book dedicated to direct continuous-time model identification for 15 years. It cuts down on time spent hunting through journals by providing an overview of much recent research in an increasingly busy field. The CONTSID toolbox discussed in the final chapter gives an overview of developments and practical examples in which MATLAB® can be used for direct time-domain identification of continuous-time systems. This is a valuable reference for a broad audience.
Author: Emanuel Parzen
Publisher: Springer Science & Business Media
ISBN: 146121694X
Category : Mathematics
Languages : en
Pages : 432
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Book Description
The pioneering research of Hirotugu Akaike has an international reputation for profoundly affecting how data and time series are analyzed and modelled and is highly regarded by the statistical and technological communities of Japan and the world. His 1974 paper "A new look at the statistical model identification" (IEEE Trans Automatic Control, AC-19, 716-723) is one of the most frequently cited papers in the area of engineering, technology, and applied sciences (according to a 1981 Citation Classic of the Institute of Scientific Information). It introduced the broad scientific community to model identification using the methods of Akaike's criterion AIC. The AIC method is cited and applied in almost every area of physical and social science. The best way to learn about the seminal ideas of pioneering researchers is to read their original papers. This book reprints 29 papers of Akaike's more than 140 papers. This book of papers by Akaike is a tribute to his outstanding career and a service to provide students and researchers with access to Akaike's innovative and influential ideas and applications. To provide a commentary on the career of Akaike, the motivations of his ideas, and his many remarkable honors and prizes, this book reprints "A Conversation with Hirotugu Akaike" by David F. Findley and Emanuel Parzen, published in 1995 in the journal Statistical Science. This survey of Akaike's career provides each of us with a role model for how to have an impact on society by stimulating applied researchers to implement new statistical methods.
Author: Martin J. Brenner
Publisher:
ISBN:
Category :
Languages : en
Pages : 26
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Book Description
Author: Achilleas Zapranis
Publisher: Springer Science & Business Media
ISBN: 1447105591
Category : Computers
Languages : en
Pages : 194
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Book Description
Neural networks have had considerable success in a variety of disciplines including engineering, control, and financial modelling. However a major weakness is the lack of established procedures for testing mis-specified models and the statistical significance of the various parameters which have been estimated. This is particularly important in the majority of financial applications where the data generating processes are dominantly stochastic and only partially deterministic. Based on the latest, most significant developments in estimation theory, model selection and the theory of mis-specified models, this volume develops neural networks into an advanced financial econometrics tool for non-parametric modelling. It provides the theoretical framework required, and displays the efficient use of neural networks for modelling complex financial phenomena. Unlike most other books in this area, this one treats neural networks as statistical devices for non-linear, non-parametric regression analysis.
Author: Werner Hildenbrand
Publisher: Cambridge University Press
ISBN: 9780521312677
Category : Business & Economics
Languages : en
Pages : 316
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Book Description
This volume includes papers delivered at the Fourth World Congress of the Econometric Society. It will interest economic theorists and econometricians working in universities, government, and business and financial institutions.
Author: Hans Hellendoorn
Publisher: Springer Science & Business Media
ISBN: 3642607675
Category : Computers
Languages : en
Pages : 334
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Book Description
During the past few years two principally different approaches to the design of fuzzy controllers have emerged: heuristics-based design and model-based design. The main motivation for the heuristics-based design is given by the fact that many industrial processes are still controlled in one of the following two ways: - The process is controlled manually by an experienced operator. - The process is controlled by an automatic control system which needs manual, on-line 'trimming' of its parameters by an experienced operator. In both cases it is enough to translate in terms of a set of fuzzy if-then rules the operator's manual control algorithm or manual on-line 'trimming' strategy in order to obtain an equally good, or even better, wholly automatic fuzzy control system. This implies that the design of a fuzzy controller can only be done after a manual control algorithm or trimming strategy exists. It is admitted in the literature on fuzzy control that the heuristics-based approach to the design of fuzzy controllers is very difficult to apply to multiple-inputjmultiple-output control problems which represent the largest part of challenging industrial process control applications. Furthermore, the heuristics-based design lacks systematic and formally verifiable tuning tech niques. Also, studies of the stability, performance, and robustness of a closed loop system incorporating a heuristics-based fuzzy controller can only be done via extensive simulations.
Author: Mark Louis Taper
Publisher: Frontiers Media SA
ISBN: 288974406X
Category : Science
Languages : en
Pages : 238
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Book Description
Author: ByoungSeon Choi
Publisher: Springer Science & Business Media
ISBN: 1461397456
Category : Mathematics
Languages : en
Pages : 211
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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.
Author: Janmenjoy Nayak
Publisher: Springer
ISBN: 9811305145
Category : Technology & Engineering
Languages : en
Pages : 848
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Book Description
The volume contains original research findings, exchange of ideas and dissemination of innovative, practical development experiences in different fields of soft and advance computing. It provides insights into the International Conference on Soft Computing in Data Analytics (SCDA). It also concentrates on both theory and practices from around the world in all the areas of related disciplines of soft computing. The book provides rapid dissemination of important results in soft computing technologies, a fusion of research in fuzzy logic, evolutionary computations, neural science and neural network systems and chaos theory and chaotic systems, swarm based algorithms, etc. The book aims to cater the postgraduate students and researchers working in the discipline of computer science and engineering along with other engineering branches.
