Long-Memory Processes

Long-Memory Processes PDF Author: Jan Beran
Publisher: Springer Science & Business Media
ISBN: 3642355129
Category : Mathematics
Languages : en
Pages : 892

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Book Description
Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last 20 years enormous progress has been made in understanding the probabilistic foundations and statistical principles of such processes. This book provides a timely and comprehensive review, including a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be a valuable resource for researchers and graduate students in statistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, power laws, self-similar scaling or fractal properties are relevant.

Long-Memory Processes

Long-Memory Processes PDF Author: Jan Beran
Publisher: Springer Science & Business Media
ISBN: 3642355129
Category : Mathematics
Languages : en
Pages : 892

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Book Description
Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last 20 years enormous progress has been made in understanding the probabilistic foundations and statistical principles of such processes. This book provides a timely and comprehensive review, including a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be a valuable resource for researchers and graduate students in statistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, power laws, self-similar scaling or fractal properties are relevant.

Statistics for Long-Memory Processes

Statistics for Long-Memory Processes PDF Author: Jan Beran
Publisher: Routledge
ISBN: 1351414100
Category : Mathematics
Languages : en
Pages : 336

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Book Description
Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting material that previously appeared only in journals, the author provides a concise and effective overview of probabilistic foundations, statistical methods, and applications. The material emphasizes basic principles and practical applications and provides an integrated perspective of both theory and practice. This book explores data sets from a wide range of disciplines, such as hydrology, climatology, telecommunications engineering, and high-precision physical measurement. The data sets are conveniently compiled in the index, and this allows readers to view statistical approaches in a practical context. Statistical Methods for Long Term Memory Processes also supplies S-PLUS programs for the major methods discussed. This feature allows the practitioner to apply long memory processes in daily data analysis. For newcomers to the area, the first three chapters provide the basic knowledge necessary for understanding the remainder of the material. To promote selective reading, the author presents the chapters independently. Combining essential methodologies with real-life applications, this outstanding volume is and indispensable reference for statisticians and scientists who analyze data with long-range dependence.

Matrix Methods: Theory, Algorithms And Applications - Dedicated To The Memory Of Gene Golub

Matrix Methods: Theory, Algorithms And Applications - Dedicated To The Memory Of Gene Golub PDF Author: Vadim Olshevsky
Publisher: World Scientific
ISBN: 9814469556
Category : Mathematics
Languages : en
Pages : 604

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Book Description
Compared to other books devoted to matrices, this volume is unique in covering the whole of a triptych consisting of algebraic theory, algorithmic problems and numerical applications, all united by the essential use and urge for development of matrix methods. This was the spirit of the 2nd International Conference on Matrix Methods and Operator Equations from 23-27 July 2007 in Moscow that was organized by Dario Bini, Gene Golub, Alexander Guterman, Vadim Olshevsky, Stefano Serra-Capizzano, Gilbert Strang and Eugene Tyrtyshnikov.Matrix methods provide the key to many problems in pure and applied mathematics. However, linear algebra theory, numerical algorithms and matrices in FEM/BEM applications usually live as if in three separate worlds. In this volume, maybe for the first time ever, they are compiled together as one entity as it was at the Moscow meeting, where the algebraic part was impersonated by Hans Schneider, algorithms by Gene Golub, and applications by Guri Marchuk. All topics intervened in plenary sessions are specially categorized into three sections of this volume.The soul of the meeting was Gene Golub, who rendered a charming “Golub's dimension” to the three main axes of the conference topics. This volume is dedicated in gratitude to his memory.

Basic and Applied Memory Research

Basic and Applied Memory Research PDF Author: Douglas J. Herrmann
Publisher: Psychology Press
ISBN: 1317759702
Category : Psychology
Languages : en
Pages : 468

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Book Description
Basic researchers unlock the secrets of nature; applied researchers unlock the means by which those secrets of nature can change people's lives. Neither basic nor applied research has an independent impact. These volumes examine the convergence of basic and applied research in the field of memory. Volume 1: Theory and Context, focuses on the methods for understanding and applying basic memory theory, while Volume 2: Practical Applications, expands the understanding of practical memory research by providing in-depth research examples and findings. If the science of memory is to make a significant contribution to society, coordinating our basic and applied efforts and determining how they complement each other become of paramount importance. These volumes will help in this regard--both as textbooks demonstrating how to investigate memory and apply basic memory theory, and as reference sources leading to a better understanding of certain problems in basic and applied memory research. Readers of these volumes will gain a thorough grasp of the way major themes relate to basic and applied research collaboration, how programmatic basic and applied research can be conducted on particular memory problems, and the manner in which basic and applied work in major problem areas has been incorporated into the field of memory. Both volumes present important information that will be indispensable to researchers and students alike.

The Hippocampus Book

The Hippocampus Book PDF Author: Per Andersen
Publisher: Oxford University Press
ISBN: 9780195100273
Category : Medical
Languages : en
Pages : 892

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Book Description
The hippocampus is one of a group of remarkable structures embedded within the brain's medial temporal lobe. Long known to be important for memory, it has been a prime focus of neuroscience research for many years. The Hippocampus Book promises to facilitate developments in the field in a major way by bringing together, for the first time, contributions by leading international scientists knowledgeable about hippocampal anatomy, physiology, and function. This authoritative volume offers the most comprehensive, up-to-date account of what the hippocampus does, how it does it, and what happens when things go wrong. At the same time, it illustrates how research focusing on this single brain structure has revealed principles of wider generality for the whole brain in relation to anatomical connectivity, synaptic plasticity, cognition and behavior, and computational algorithms. Well-organized in its presentation of both theory and experimental data, this peerless work vividly illustrates the astonishing progress that has been made in unraveling the workings of the brain. The Hippocampus Book is destined to take a central place on every neuroscientist's bookshelf.

Shape Memory Effects in Alloys

Shape Memory Effects in Alloys PDF Author: Jeff Perkins
Publisher: Springer Science & Business Media
ISBN: 1468422111
Category : Technology & Engineering
Languages : en
Pages : 577

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Book Description
The International Symposium on Shape Memory Effects and Appli cations was held at the University of Toronto on May 19-20, 1975, in four sessions over two days, as part of the regular 1975 Spring Meeting of The Metallurgical Society of AlME, sponsored by the Physical Metallurgy Committee of The Metallurgical Society. This was the first symposium on the subject, the only previous meeting at all related being the 1968 NOL Symposium on TiNi and Associated Compounds. One of the major intentions of this Symposium was to provide a forum for cross-communication between workers in the diverse metallurgical areas pertinent to shape memory effects, areas such as martensitic transformation, crystallography and thermodynamics, mechanical behavior, stress-induced transformation, lattice sta bility, and alloy development. Authors were encouraged to place an emphasis on delineation of general controlling factors and mech anisms, and on comparison of shape memory effect alloy systems with systems not exhibiting SME.

Advances in Quantitative Remote Sensing in China – In Memory of Prof. Xiaowen Li

Advances in Quantitative Remote Sensing in China – In Memory of Prof. Xiaowen Li PDF Author: Shunlin Liang
Publisher: MDPI
ISBN: 3038972762
Category : Science
Languages : en
Pages : 404

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Book Description
Quantitative land remote sensing has recently advanced dramatically, particularly in China. It has been largely driven by vast governmental investment, the availability of a huge amount of Chinese satellite data, geospatial information requirements for addressing pressing environmental issues and other societal benefits. Many individuals have also fostered and made great contributions to its development, and Prof. Xiaowen Li was one of these leading figures. This book is published in memory of Prof. Li. The papers collected in this book cover topics from surface reflectance simulation, inversion algorithm and estimation of variables, to applications in optical, thermal, Lidar and microwave remote sensing. The wide range of variables include directional reflectance, chlorophyll fluorescence, aerosol optical depth, incident solar radiation, albedo, surface temperature, upward longwave radiation, leaf area index, fractional vegetation cover, forest biomass, precipitation, evapotranspiration, freeze/thaw snow cover, vegetation productivity, phenology and biodiversity indicators. They clearly reflect the current level of research in this area. This book constitutes an excellent reference suitable for upper-level undergraduate students, graduate students and professionals in remote sensing.

Long Memory in the Volatility of Indian Financial Market: An Empirical Analysis Based on Indian Data

Long Memory in the Volatility of Indian Financial Market: An Empirical Analysis Based on Indian Data PDF Author: Dilip Kumar
Publisher: diplom.de
ISBN: 3954897458
Category : Business & Economics
Languages : en
Pages : 99

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Book Description
This book examines the long memory characteristics in the volatility of the Indian stock market, the Indian exchange rates and the Indian banking sector. This book also reviews the chain of approaches to estimate the long memory parameter. The long memory characteristics of the financial time series are widely studied and have implications for various economics and finance theories. The most important financial implication is related to the violation of the weak-form of market efficiency which encourages the traders, investors and portfolio managers to develop models for making predictions and to construct and implement speculative trading and investment strategies. In an efficient market, the price of an asset should follow a random walk process in which the price change is unaffected by ist lagged price changes and has no memory.

Working Memory in Sentence Comprehension

Working Memory in Sentence Comprehension PDF Author: Shravan Vasishth
Publisher: Routledge
ISBN: 1135886148
Category : Language Arts & Disciplines
Languages : en
Pages : 167

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Book Description
The first-ever investigation of sentence processing in Hindi, Working Memory in Sentence Comprehension studies the predictions of three existing, wide-coverage sentence processing models. In experiments that apply these models to Hindi, Shravan Vasishth develops a new sentence processing model that builds on existing theories and overcomes their empirical problems. Advancing the understanding of human parsing processes, this book is a landmark in cross-linguistic research, presenting a challenging set of sentence processing facts that will impact future theories.

Long Memory in Economics

Long Memory in Economics PDF Author: Gilles Teyssière
Publisher: Springer Science & Business Media
ISBN: 3540346252
Category : Business & Economics
Languages : en
Pages : 394

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Book Description
Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on the stochastic processes involved; and models from economic theory providing plausible micro foundations for the occurrence of long memory in economics.