Advances In Stochastic Modelling And Data Analysis

Author : Jacques Janssen
Publisher : Springer Science & Business Media
ISBN 13 : 9401706638
Total Pages : 428 pages
Book Rating : 4.36/5 ( download)

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Download or read book Advances in Stochastic Modelling and Data Analysis written by Jacques Janssen and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in Stochastic Modelling and Data Analysis presents the most recent developments in the field, together with their applications, mainly in the areas of insurance, finance, forecasting and marketing. In addition, the possible interactions between data analysis, artificial intelligence, decision support systems and multicriteria analysis are examined by top researchers. Audience: A wide readership drawn from theoretical and applied mathematicians, such as operations researchers, management scientists, statisticians, computer scientists, bankers, marketing managers, forecasters, and scientific societies such as EURO and TIMS.

Author : Christos H Skiadas
Publisher : World Scientific
ISBN 13 : 9814474479
Total Pages : 668 pages
Book Rating : 4.74/5 ( download)

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Download or read book Recent Advances In Stochastic Modeling And Data Analysis written by Christos H Skiadas and published by World Scientific. This book was released on 2007-11-16 with total page 668 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents the most recent applied and methodological issues in stochastic modeling and data analysis. The contributions cover various fields such as stochastic processes and applications, data analysis methods and techniques, Bayesian methods, biostatistics, econometrics, sampling, linear and nonlinear models, networks and queues, survival analysis, and time series. The volume presents new results with potential for solving real-life problems and provides novel methods for solving these problems by analyzing the relevant data. The use of recent advances in different fields is emphasized, especially new optimization and statistical methods, data warehouse, data mining and knowledge systems, neural computing, and bioinformatics.

Author : Ansgar Steland
Publisher : Springer
ISBN 13 : 3319138812
Total Pages : 492 pages
Book Rating : 4.17/5 ( download)

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Download or read book Stochastic Models, Statistics and Their Applications written by Ansgar Steland and published by Springer. This book was released on 2015-02-04 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering. Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few. This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.

Author : Field Cady
Publisher : John Wiley & Sons
ISBN 13 : 1119092949
Total Pages : 420 pages
Book Rating : 4.40/5 ( download)

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Download or read book The Data Science Handbook written by Field Cady and published by John Wiley & Sons. This book was released on 2017-02-28 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive overview of data science covering the analytics, programming, and business skills necessary to master the discipline Finding a good data scientist has been likened to hunting for a unicorn: the required combination of technical skills is simply very hard to find in one person. In addition, good data science is not just rote application of trainable skill sets; it requires the ability to think flexibly about all these areas and understand the connections between them. This book provides a crash course in data science, combining all the necessary skills into a unified discipline. Unlike many analytics books, computer science and software engineering are given extensive coverage since they play such a central role in the daily work of a data scientist. The author also describes classic machine learning algorithms, from their mathematical foundations to real-world applications. Visualization tools are reviewed, and their central importance in data science is highlighted. Classical statistics is addressed to help readers think critically about the interpretation of data and its common pitfalls. The clear communication of technical results, which is perhaps the most undertrained of data science skills, is given its own chapter, and all topics are explained in the context of solving real-world data problems. The book also features: • Extensive sample code and tutorials using Python™ along with its technical libraries • Core technologies of “Big Data,” including their strengths and limitations and how they can be used to solve real-world problems • Coverage of the practical realities of the tools, keeping theory to a minimum; however, when theory is presented, it is done in an intuitive way to encourage critical thinking and creativity • A wide variety of case studies from industry • Practical advice on the realities of being a data scientist today, including the overall workflow, where time is spent, the types of datasets worked on, and the skill sets needed The Data Science Handbook is an ideal resource for data analysis methodology and big data software tools. The book is appropriate for people who want to practice data science, but lack the required skill sets. This includes software professionals who need to better understand analytics and statisticians who need to understand software. Modern data science is a unified discipline, and it is presented as such. This book is also an appropriate reference for researchers and entry-level graduate students who need to learn real-world analytics and expand their skill set. FIELD CADY is the data scientist at the Allen Institute for Artificial Intelligence, where he develops tools that use machine learning to mine scientific literature. He has also worked at Google and several Big Data startups. He has a BS in physics and math from Stanford University, and an MS in computer science from Carnegie Mellon.

Author : Mariano J Valderrama Bonnet
Publisher : World Scientific
ISBN 13 : 9814550701
Total Pages : 326 pages
Book Rating : 4.03/5 ( download)

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Download or read book Selected Topics On Stochastic Modelling written by Mariano J Valderrama Bonnet and published by World Scientific. This book was released on 1994-09-30 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains a selection of papers on recent developments in fields such as stochastic processes, multivariate data analysis and stochastic models in operations research, earth and life sciences and information theory, from an applicative perspective. Some of them have been extracted from lectures given at the Department of Statistics and Operations Research at the University of Granada for the past two years (Kai Lai Chung and Marcel F Neuts, among others). All the papers have been carefully selected and revised.

Author : Fred Espen Benth
Publisher : World Scientific
ISBN 13 : 981281230X
Total Pages : 352 pages
Book Rating : 4.08/5 ( download)

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Download or read book Stochastic Modelling of Electricity and Related Markets written by Fred Espen Benth and published by World Scientific. This book was released on 2008 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: The markets for electricity, gas and temperature have distinctive features, which provide the focus for countless studies. For instance, electricity and gas prices may soar several magnitudes above their normal levels within a short time due to imbalances in supply and demand, yielding what is known as spikes in the spot prices. The markets are also largely influenced by seasons, since power demand for heating and cooling varies over the year. The incompleteness of the markets, due to nonstorability of electricity and temperature as well as limited storage capacity of gas, makes spot-forward hedging impossible. Moreover, futures contracts are typically settled over a time period rather than at a fixed date. All these aspects of the markets create new challenges when analyzing price dynamics of spot, futures and other derivatives.This book provides a concise and rigorous treatment on the stochastic modeling of energy markets. Ornstein?Uhlenbeck processes are described as the basic modeling tool for spot price dynamics, where innovations are driven by time-inhomogeneous jump processes. Temperature futures are studied based on a continuous higher-order autoregressive model for the temperature dynamics. The theory presented here pays special attention to the seasonality of volatility and the Samuelson effect. Empirical studies using data from electricity, temperature and gas markets are given to link theory to practice.

Author : Howard M. Taylor
Publisher : Academic Press
ISBN 13 : 1483269272
Total Pages : 410 pages
Book Rating : 4.76/5 ( download)

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Download or read book An Introduction to Stochastic Modeling written by Howard M. Taylor and published by Academic Press. This book was released on 2014-05-10 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.

Author : Tadashi Dohi
Publisher : World Scientific
ISBN 13 : 9812706682
Total Pages : 325 pages
Book Rating : 4.83/5 ( download)

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Download or read book Recent Advances in Stochastic Operations Research written by Tadashi Dohi and published by World Scientific. This book was released on 2007 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: Operations research uses quantitative models to analyze and predict the behavior of systems and to provide information for decision makers. Two key concepts in operations research are optimization and uncertainty. This volume consists of a collection of peer reviewed papers from the International Workshop on Recent Advances in Stochastic Operations Research (RASOR 2005), August 25OCo26, 2005, Canmore, Alberta, Canada. In particular, the book focusses on models in stochastic operations research, including queueing models, inventory models, financial engineering models, reliability models, and simulations models."

Author : Ansgar Steland
Publisher : Springer Nature
ISBN 13 : 3030286657
Total Pages : 450 pages
Book Rating : 4.51/5 ( download)

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Download or read book Stochastic Models, Statistics and Their Applications written by Ansgar Steland and published by Springer Nature. This book was released on 2019-10-15 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents selected and peer-reviewed contributions from the 14th Workshop on Stochastic Models, Statistics and Their Applications, held in Dresden, Germany, on March 6-8, 2019. Addressing the needs of theoretical and applied researchers alike, the contributions provide an overview of the latest advances and trends in the areas of mathematical statistics and applied probability, and their applications to high-dimensional statistics, econometrics and time series analysis, statistics for stochastic processes, statistical machine learning, big data and data science, random matrix theory, quality control, change-point analysis and detection, finance, copulas, survival analysis and reliability, sequential experiments, empirical processes, and microsimulations. As the book demonstrates, stochastic models and related statistical procedures and algorithms are essential to more comprehensively understanding and solving present-day problems arising in e.g. the natural sciences, machine learning, data science, engineering, image analysis, genetics, econometrics and finance.

Author : Barry L. Nelson
Publisher : Courier Corporation
ISBN 13 : 0486139948
Total Pages : 338 pages
Book Rating : 4.44/5 ( download)

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Download or read book Stochastic Modeling written by Barry L. Nelson and published by Courier Corporation. This book was released on 2012-10-11 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: Coherent introduction to techniques also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Includes formulation of models, analysis, and interpretation of results. 1995 edition.