[PDF] Handbook Of Time Series Analysis Signal Processing And Dynamics eBook

Author : D. S.G. Pollock
Publisher : Elsevier
Page : 756 pages
File Size : 39,41 MB
Release : 1999-10-26
Category : Technology & Engineering
ISBN : 0080507875

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The aim of this book is to serve as a graduate text and reference in time series analysis and signal processing, two closely related subjects that are the concern of a wide range of disciplines, such as statistics, electrical engineering, mechanical engineering and physics.The book provides a CD-ROM containing codes in PASCAL and C for the computer procedures printed in the book. It also furnishes a complete program devoted to the statistical analysis of time series, which will be attractive to a wide range of academics working in diverse mathematical disciplines.

Author : D. S. G. Pollock
Publisher : Academic Press
Page : 755 pages
File Size : 40,54 MB
Release : 1999
Category : Dynamics
ISBN : 0125609906

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CD-ROM contains: Pascal and C code and programs -- bibliography of the book -- text of book -- tutorials.

Author : Tata Subba Rao
Publisher : Elsevier
Page : 778 pages
File Size : 23,35 MB
Release : 2012-06-26
Category : Mathematics
ISBN : 0444538585

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'Handbook of Statistics' is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with volume 30 dealing with time series.

Author : Manfred Deistler
Publisher : Springer Nature
Page : 213 pages
File Size : 34,29 MB
Release : 2022-10-21
Category : Mathematics
ISBN : 3031132130

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This textbook provides a self-contained presentation of the theory and models of time series analysis. Putting an emphasis on weakly stationary processes and linear dynamic models, it describes the basic concepts, ideas, methods and results in a mathematically well-founded form and includes numerous examples and exercises. The first part presents the theory of weakly stationary processes in time and frequency domain, including prediction and filtering. The second part deals with multivariate AR, ARMA and state space models, which are the most important model classes for stationary processes, and addresses the structure of AR, ARMA and state space systems, Yule-Walker equations, factorization of rational spectral densities and Kalman filtering. Finally, there is a discussion of Granger causality, linear dynamic factor models and (G)ARCH models. The book provides a solid basis for advanced mathematics students and researchers in fields such as data-driven modeling, forecasting and filtering, which are important in statistics, control engineering, financial mathematics, econometrics and signal processing, among other subjects.

Author : Björn Schelter
Publisher : John Wiley & Sons
Page : 514 pages
File Size : 26,8 MB
Release : 2006-12-13
Category : Science
ISBN : 3527609512

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This handbook provides an up-to-date survey of current research topics and applications of time series analysis methods written by leading experts in their fields. It covers recent developments in univariate as well as bivariate and multivariate time series analysis techniques ranging from physics' to life sciences' applications. Each chapter comprises both methodological aspects and applications to real world complex systems, such as the human brain or Earth's climate. Covering an exceptionally broad spectrum of topics, beginners, experts and practitioners who seek to understand the latest developments will profit from this handbook.

Author : Henrik Madsen
Publisher : CRC Press
Page : 398 pages
File Size : 50,41 MB
Release : 2007-11-28
Category : Mathematics
ISBN : 142005967X

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With a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear models, discusses their theoretical characteristics, and explores the connections among stochastic dynamic models. Emphasizing the time domain description, the author presents theorems to highlight the most important results, proofs to clarify some results, and problems to illustrate the use of the results for modeling real-life phenomena. The book first provides the formulas and methods needed to adapt a second-order approach for characterizing random variables as well as introduces regression methods and models, including the general linear model. It subsequently covers linear dynamic deterministic systems, stochastic processes, time domain methods where the autocorrelation function is key to identification, spectral analysis, transfer-function models, and the multivariate linear process. The text also describes state space models and recursive and adaptivemethods. The final chapter examines a host of practical problems, including the predictions of wind power production and the consumption of medicine, a scheduling system for oil delivery, and the adaptive modeling of interest rates. Concentrating on the linear aspect of this subject, Time Series Analysis provides an accessible yet thorough introduction to the methods for modeling linear stochastic systems. It will help you understand the relationship between linear dynamic systems and linear stochastic processes.

Author : Ramazan Gençay
Publisher : Elsevier
Page : 383 pages
File Size : 18,38 MB
Release : 2001-10-12
Category : Business & Economics
ISBN : 0080509223

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An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. The first book to present a unified view of filtering techniques Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series Provides easy access to a wide spectrum of parametric and non-parametric filtering methods

Author : Raghu Nandan Sengupta
Publisher : CRC Press
Page : 1042 pages
File Size : 17,60 MB
Release : 2016-11-30
Category : Business & Economics
ISBN : 1482282569

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This handbook is an endeavour to cover many current, relevant, and essential topics related to decision sciences in a scientific manner. Using this handbook, graduate students, researchers, as well as practitioners from engineering, statistics, sociology, economics, etc. will find a new and refreshing paradigm shift as to how these topics can be put to use beneficially. Starting from the basics to advanced concepts, authors hope to make the readers well aware of the different theoretical and practical ideas, which are the focus of study in decision sciences nowadays. It includes an excellent bibliography/reference/journal list, information about a variety of datasets, illustrated pseudo-codes, and discussion of future trends in research. Covering topics ranging from optimization, networks and games, multi-objective optimization, inventory theory, statistical methods, artificial neural networks, times series analysis, simulation modeling, decision support system, data envelopment analysis, queueing theory, etc., this reference book is an attempt to make this area more meaningful for varied readers. Noteworthy features of this handbook are in-depth coverage of different topics, solved practical examples, unique datasets for a variety of examples in the areas of decision sciences, in-depth analysis of problems through colored charts, 3D diagrams, and discussions about software.

Author : Antonio Carcaterra
Publisher : Springer Nature
Page : 2200 pages
File Size : 43,33 MB
Release : 2020-03-31
Category : Science
ISBN : 3030410579

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This book gathers the peer-reviewed papers presented at the XXIV Conference of the Italian Association of Theoretical and Applied Mechanics, held in Rome, Italy, on September 15-19, 2019 (AIMETA 2019). The conference topics encompass all aspects of general, fluid, solid and structural mechanics, as well as mechanics for machines and mechanical systems, including theoretical, computational and experimental techniques and technological applications. As such the book represents an invaluable, up-to-the-minute tool, providing an essential overview of the most recent advances in the field.