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Author: Jonathan D. Cryer
Publisher: Springer Science & Business Media
ISBN: 0387759581
Category : Business & Economics
Languages : en
Pages : 501
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Book Description
This book presents an accessible approach to understanding time series models and their applications. The ideas and methods are illustrated with both real and simulated data sets. A unique feature of this edition is its integration with the R computing environment.
Author: Jonathan D. Cryer
Publisher: Springer Science & Business Media
ISBN: 0387759581
Category : Business & Economics
Languages : en
Pages : 501
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Book Description
This book presents an accessible approach to understanding time series models and their applications. The ideas and methods are illustrated with both real and simulated data sets. A unique feature of this edition is its integration with the R computing environment.
Author: Tse-Chun Lin
Publisher: Rozenberg Publishers
ISBN: 9036101514
Category :
Languages : en
Pages : 146
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Book Description
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: Graeme Bonham-Carter
Publisher: Springer Science & Business Media
ISBN: 354069496X
Category : Science
Languages : en
Pages : 550
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Book Description
Celebrating Frits Agterberg’s half-century of publication activity in geomathematics, this volume’s 28 timely papers, written by his friends and colleagues, treat a variety of subjects of current interest, many of them also studied by Frits, including: spatial analysis in mineral resource assessment, quantitative stratigraphy, nonlinear multifractal models, compositional data analysis, time series analysis, image analysis, and geostatistics. Professor Agterberg published his first paper as a graduate student in 1958 and has since produced (and continues to publish) a steady stream of research papers on a wide variety of subjects of interest to geomathematical practitioners. Most of the papers included here address methodology and feature practical case studies, so that the book likely has broad appeal to those interested in mathematical geosciences, both to academic researchers seeking a comprehensive overview and also to practitioners of geomathematical approaches in industry.
Author: C. Milas
Publisher: Emerald Group Publishing
ISBN: 044451838X
Category : Business & Economics
Languages : en
Pages : 461
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Book Description
This volume of Contributions to Economic Analysis addresses a number of important questions in the field of business cycles including: How should business cycles be dated and measured? What is the response of output and employment to oil-price and monetary shocks? And, is the business cycle asymmetric, and does it matter?
Author: Mike X Cohen
Publisher: MIT Press
ISBN: 0262019876
Category : Psychology
Languages : en
Pages : 615
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Book Description
A comprehensive guide to the conceptual, mathematical, and implementational aspects of analyzing electrical brain signals, including data from MEG, EEG, and LFP recordings. This book offers a comprehensive guide to the theory and practice of analyzing electrical brain signals. It explains the conceptual, mathematical, and implementational (via Matlab programming) aspects of time-, time-frequency- and synchronization-based analyses of magnetoencephalography (MEG), electroencephalography (EEG), and local field potential (LFP) recordings from humans and nonhuman animals. It is the only book on the topic that covers both the theoretical background and the implementation in language that can be understood by readers without extensive formal training in mathematics, including cognitive scientists, neuroscientists, and psychologists. Readers who go through the book chapter by chapter and implement the examples in Matlab will develop an understanding of why and how analyses are performed, how to interpret results, what the methodological issues are, and how to perform single-subject-level and group-level analyses. Researchers who are familiar with using automated programs to perform advanced analyses will learn what happens when they click the “analyze now” button. The book provides sample data and downloadable Matlab code. Each of the 38 chapters covers one analysis topic, and these topics progress from simple to advanced. Most chapters conclude with exercises that further develop the material covered in the chapter. Many of the methods presented (including convolution, the Fourier transform, and Euler's formula) are fundamental and form the groundwork for other advanced data analysis methods. Readers who master the methods in the book will be well prepared to learn other approaches.
Author: N. Krishnan Namboodiri
Publisher: Elsevier
ISBN: 1483270459
Category : Reference
Languages : en
Pages : 391
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Book Description
Survey Sampling and Measurement contains the invited papers presented at the Second Symposium on Survey Sampling held at Chapel Hill in April 1977. The volume is divided into seven parts. Part I makes a plea towards improving the quality of sample surveys via the creation of a computerized system of information on error estimates associated with the design and execution of surveys. It also suggests a realistic agenda for future work in survey sampling practice and theory. Part II contains papers dealing with specific methodological problems. Part III examines selected problems of analysis of survey data. The papers in Part IV deal with nonresponse, undercoverage, and related problems. Part V focuses on time series analysis. Part VI discusses applications of sample survey data and methods. Part VII addresses the gap between current survey practices and recent theoretical developments. It is hoped that this volume will be of interest to survey statisticians as well as to survey data users. If it stimulates thoughtful and courageous attack on some of the unresolved problems in survey sampling, its mission will have been amply fulfilled
Author: Jose Casals
Publisher: CRC Press
ISBN: 1482219603
Category : Mathematics
Languages : en
Pages : 290
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Book Description
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.
Author: Ronald J.M.M. Does
Publisher: Quality Press
ISBN: 0873899563
Category : Business & Economics
Languages : en
Pages : 350
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Book Description
Søren Bisgaard was an extremely productive and insightful scholar of modern industrial statistics and quality engineering. He was amazing for both his breadth of interests and the depth of his scholarship. Søren was one of the very few people making substantial contributions in so many basic areas in statistics and quality engineering. This compilation collects 31 of his works and is divided into four broad areas: Design and Analysis of ExperimentsTime Series AnalysisThe Quality ProfessionHealthcare Engineering This book provides a comprehensive coverage of essential statistical methods for the 2k-p factorial system and shows the basic principles of time series analysis through examples. Furthermore, this book presents the connection between the application of the scientific method and quality improvement, and it points out the importance of quality improvement to tangible financial results. Finally, this book explains the seemingly paradoxical idea that we can enhance quality while reducing cost of healthcare.
Author: Daniel A. Griffith
Publisher: Springer Science & Business Media
ISBN: 9400944306
Category : Business & Economics
Languages : en
Pages : 337
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Book Description
In recent years there has been a growing concern for the development of both efficient and effective ways to handle space-time problems. Such developments should be theoretically as well as empirically oriented. Regardless of which of these two arenas one enters. the impression is quickly gained that contemporary wO,rk on dynamic and evolutionary models has not proved to be as illuminating and rewarding as first anticipated. Historically speaking. the single. most important lesson this avenue of research has provided. is that linear models are woefully inadequate when dominant non-linear trends and relationships prevail. and that independent activities and actions are all but non-existent in the real-world. Meanwhile. one prominent imp 1 ication stemming from this 1 iterature is that the easiest modelling tasks are those of specifying good dynamic space-time models. Somewhat more problematic are the statistical questions of model specification. parameter estimation. and model validation. whereas even more problematic is the operationalization of evolutionary conceptual models. A timely next step in spatial analysis would seem to be a return to basics. with a pronounced focus both on specific problems (and data) and on the mechanisms that transform phenomena through space and/or time'. It appears that these transformation mechanisms must embrace both non-linear and autoregressive formalisms. Given. also. the variety of geographic forms. they must allow for bifurcation points to emerge. too.
