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.
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.
Model a Wide Range of Count Time Series Handbook of Discrete-Valued Time Series presents state-of-the-art methods for modeling time series of counts and incorporates frequentist and Bayesian approaches for discrete-valued spatio-temporal data and multivariate data. While the book focuses on time series of counts, some of the techniques discussed ca
Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others. Focuses on practical application of time series analysis, using step-by-step techniques and without excessive technical detail Supported by copious disciplinary examples, helping readers quickly adapt time series analysis to their area of study Covers both univariate and multivariate techniques in one volume Provides expert tips on, and helps mitigate common pitfalls of, powerful statistical software including EVIEWS and R Written in jargon-free and clear English from a master educator with 30 years+ experience explaining time series to novices Accompanied by a microsite with disciplinary data sets and files explaining how to build the calculations used in examples
Time series data analysis is increasingly important due to the massive production of such data through the internet of things, the digitalization of healthcare, and the rise of smart cities. As continuous monitoring and data collection become more common, the need for competent time series analysis with both statistical and machine learning techniques will increase. Covering innovations in time series data analysis and use cases from the real world, this practical guide will help you solve the most common data engineering and analysis challengesin time series, using both traditional statistical and modern machine learning techniques. Author Aileen Nielsen offers an accessible, well-rounded introduction to time series in both R and Python that will have data scientists, software engineers, and researchers up and running quickly. You’ll get the guidance you need to confidently: Find and wrangle time series data Undertake exploratory time series data analysis Store temporal data Simulate time series data Generate and select features for a time series Measure error Forecast and classify time series with machine or deep learning Evaluate accuracy and performance
Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.
Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the chance to develop a sound understanding of financial products and the mathematical models that drive them, exploring in detail where the risks are and how to manage them. Key Features: Written by an author with both theoretical and applied experience Ideal resource for students pursuing a master’s degree in finance who want to learn risk management Comprehensive coverage of the key topics in financial risk management Contains 114 exercises, with solutions provided online at www.crcpress.com/9781138501874
The field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. It is branching rapidly into so many different subjects that a series of handbooks is the only way of comprehensively presenting the various aspects of statistical methodology, applications, and recent developments. The 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. The series is addressed to the entire community of statisticians and scientists in various disciplines who use statistical methodology in their work. At the same time, special emphasis is placed on applications-oriented techniques, with the applied statistician in mind as the primary audience. Comprehensively presents the various aspects of statistical methodology Discusses a wide variety of diverse applications and recent developments Contributors are internationally renowened experts in their respective areas
The two volumes contain the papers presented at the ICONIP 2008 conference of the Asia Paci?c Neural Network Assembly, held in Auckland, New Zealand, November 25–28, 2008. ICONIP 2008 attracted around 400 submissions, with approx. 260 pres- tations accepted, many of them invited. ICONIP 2008 covered a large scope of topics in the areas of: methods and techniques of arti?cial neural networks, n- rocomputers, brain modeling, neuroscience, bioinformatics, pattern recognition, intelligent information systems, quantum computation, and their numerous - plications in almost all areas of science, engineering, medicine, the environment, and business. One of the features of the conference was the list of 20 plenary and invited speakers, all internationally established scientists, presenting their recent work. Amongthem: ProfessorsShun-ichiAmari,RIKENBrainScience Institute;Shiro Usui, RIKEN Brain Science Institute, Japan; Andrzej Cichocki, RIKEN Brain Science Institute; Takeshi Yamakawa, Kyushu Institute of Technology; Kenji Doya, Okinawa Institute of Science and Technology; Youki Kadobayashi, - tional Institute of Information and Communications Technology, Japan; Sung- Bae Cho, Yonsei University, Korea; Alessandro Villa, University of Grenoble, France; Danilo Mandic, Imperial College, UK; Richard Duro, Universidade da Coruna,Spain,AndreasKo ¨nig,TechnischeUniversit¨ atKaiserslautern,Germany; Yaochu Jin, Honda Research Institute Europe, Germany; Bogdan Gabrys, U- versityofBournemouth,UK;JunWang,ChineseUniversityofHongKong;Mike Paulin, Otago University, New Zealand; Mika Hirvensalo, University of Turku, Finland;LeiXu,ChineseUniversityofHongKongandBeijingUniversity,China; Wlodzislaw Duch, Nicholaus Copernicus University, Poland; Gary Marcus, New York University, USA.
The OECD Data and Metadata Reporting and Presentation Handbook contains guidelines and recommended best practice for the presentation of such data and metadata disseminated by national agencies and international organisations in various media.
While most books examine only the classical aspects of hydrology, this three-volume set covers multiple aspects of hydrology. It examines new approaches, addresses growing concerns about hydrological and ecological connectivity, and considers the worldwide impact of climate change.It also provides updated material on hydrological science and engine
