Handbook Of Time Series Analysis Signal Processing And Dynamics

Author : D. S.G. Pollock
Publisher : Elsevier
ISBN 13 : 0080507875
Total Pages : 756 pages
Book Rating : 4.73/5 ( download)

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Download or read book Handbook of Time Series Analysis, Signal Processing, and Dynamics written by D. S.G. Pollock and published by Elsevier. This book was released on 1999-10-26 with total page 756 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
ISBN 13 : 0125609906
Total Pages : 755 pages
Book Rating : 4.06/5 ( download)

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Download or read book A Handbook of Time-series Analysis, Signal Processing and Dynamics written by D. S. G. Pollock and published by Academic Press. This book was released on 1999 with total page 755 pages. Available in PDF, EPUB and Kindle. Book excerpt: CD-ROM contains: Pascal and C code and programs -- bibliography of the book -- text of book -- tutorials.

Author : Marc S. Paolella
Publisher : John Wiley & Sons
ISBN 13 : 1119431905
Total Pages : 896 pages
Book Rating : 4.09/5 ( download)

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Download or read book Linear Models and Time-Series Analysis written by Marc S. Paolella and published by John Wiley & Sons. This book was released on 2018-12-17 with total page 896 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and timely edition on an emerging new trend in time series Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH sets a strong foundation, in terms of distribution theory, for the linear model (regression and ANOVA), univariate time series analysis (ARMAX and GARCH), and some multivariate models associated primarily with modeling financial asset returns (copula-based structures and the discrete mixed normal and Laplace). It builds on the author's previous book, Fundamental Statistical Inference: A Computational Approach, which introduced the major concepts of statistical inference. Attention is explicitly paid to application and numeric computation, with examples of Matlab code throughout. The code offers a framework for discussion and illustration of numerics, and shows the mapping from theory to computation. The topic of time series analysis is on firm footing, with numerous textbooks and research journals dedicated to it. With respect to the subject/technology, many chapters in Linear Models and Time-Series Analysis cover firmly entrenched topics (regression and ARMA). Several others are dedicated to very modern methods, as used in empirical finance, asset pricing, risk management, and portfolio optimization, in order to address the severe change in performance of many pension funds, and changes in how fund managers work. Covers traditional time series analysis with new guidelines Provides access to cutting edge topics that are at the forefront of financial econometrics and industry Includes latest developments and topics such as financial returns data, notably also in a multivariate context Written by a leading expert in time series analysis Extensively classroom tested Includes a tutorial on SAS Supplemented with a companion website containing numerous Matlab programs Solutions to most exercises are provided in the book Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH is suitable for advanced masters students in statistics and quantitative finance, as well as doctoral students in economics and finance. It is also useful for quantitative financial practitioners in large financial institutions and smaller finance outlets.

Author : Samir I. Abood
Publisher : CRC Press
ISBN 13 : 100076575X
Total Pages : 277 pages
Book Rating : 4.55/5 ( download)

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Download or read book Digital Signal Processing written by Samir I. Abood and published by CRC Press. This book was released on 2020-01-20 with total page 277 pages. Available in PDF, EPUB and Kindle. Book excerpt: Digital Signal Processing:A Primer with MATLAB® provides excellent coverage of discrete-time signals and systems. At the beginning of each chapter, an abstract states the chapter objectives. All principles are also presented in a lucid, logical, step-by-step approach. As much as possible, the authors avoid wordiness and detail overload that could hide concepts and impede understanding. In recognition of requirements by the Accreditation Board for Engineering and Technology (ABET) on integrating computer tools, the use of MATLAB® is encouraged in a student-friendly manner. MATLAB is introduced in Appendix C and applied gradually throughout the book. Each illustrative example is immediately followed by practice problems along with its answer. Students can follow the example step-by-step to solve the practice problems without flipping pages or looking at the end of the book for answers. These practice problems test students' comprehension and reinforce key concepts before moving onto the next section. Toward the end of each chapter, the authors discuss some application aspects of the concepts covered in the chapter. The material covered in the chapter is applied to at least one or two practical problems. It helps students see how the concepts are used in real-life situations. Also, thoroughly worked examples are given liberally at the end of every section. These examples give students a solid grasp of the solutions as well as the confidence to solve similar problems themselves. Some of hte problems are solved in two or three ways to facilitate a deeper understanding and comparison of different approaches. Designed for a three-hour semester course, Digital Signal Processing:A Primer with MATLAB® is intended as a textbook for a senior-level undergraduate student in electrical and computer engineering. The prerequisites for a course based on this book are knowledge of standard mathematics, including calculus and complex numbers.

Author : David A. Belsley
Publisher : John Wiley & Sons
ISBN 13 : 0470748907
Total Pages : 514 pages
Book Rating : 4.09/5 ( download)

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Download or read book Handbook of Computational Econometrics written by David A. Belsley and published by John Wiley & Sons. This book was released on 2009-08-18 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software, and algorithms for control, optimization, and estimation. Each topic is fully introduced before proceeding to a more in-depth examination of the relevant methodologies and valuable illustrations. This book: Provides self-contained treatments of issues in computational econometrics with illustrations and invaluable bibliographies. Brings together contributions from leading researchers. Develops the techniques needed to carry out computational econometrics. Features network studies, non-parametric estimation, optimization techniques, Bayesian estimation and inference, testing methods, time-series analysis, linear and nonlinear methods, VAR analysis, bootstrapping developments, signal extraction, software history and evaluation. This book will appeal to econometricians, financial statisticians, econometric researchers and students of econometrics at both graduate and advanced undergraduate levels.

Author : Terence C. Mills
Publisher : Springer
ISBN 13 : 0230305024
Total Pages : 461 pages
Book Rating : 4.21/5 ( download)

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Download or read book The Foundations of Modern Time Series Analysis written by Terence C. Mills and published by Springer. This book was released on 2011-06-29 with total page 461 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication in 1970, showing how these methods laid the foundations for the modern techniques of Time Series analysis that are in use today.

Author : T. Mills
Publisher : Springer
ISBN 13 : 0230244408
Total Pages : 1385 pages
Book Rating : 4.05/5 ( download)

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Download or read book Palgrave Handbook of Econometrics written by T. Mills and published by Springer. This book was released on 2009-06-25 with total page 1385 pages. Available in PDF, EPUB and Kindle. Book excerpt: Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.

Author : Patrizio Campisi
Publisher : CRC Press
ISBN 13 : 1351837680
Total Pages : 316 pages
Book Rating : 4.82/5 ( download)

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Download or read book Blind Image Deconvolution written by Patrizio Campisi and published by CRC Press. This book was released on 2017-12-19 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: Blind image deconvolution is constantly receiving increasing attention from the academic as well the industrial world due to both its theoretical and practical implications. The field of blind image deconvolution has several applications in different areas such as image restoration, microscopy, medical imaging, biological imaging, remote sensing, astronomy, nondestructive testing, geophysical prospecting, and many others. Blind Image Deconvolution: Theory and Applications surveys the current state of research and practice as presented by the most recognized experts in the field, thus filling a gap in the available literature on blind image deconvolution. Explore the gamut of blind image deconvolution approaches and algorithms that currently exist and follow the current research trends into the future. This comprehensive treatise discusses Bayesian techniques, single- and multi-channel methods, adaptive and multi-frame techniques, and a host of applications to multimedia processing, astronomy, remote sensing imagery, and medical and biological imaging at the whole-body, small-part, and cellular levels. Everything you need to step into this dynamic field is at your fingertips in this unique, self-contained masterwork. For image enhancement and restoration without a priori information, turn to Blind Image Deconvolution: Theory and Applications for the knowledge and techniques you need to tackle real-world problems.

Author : T. Mills
Publisher : Springer
ISBN 13 : 0230595529
Total Pages : 178 pages
Book Rating : 4.21/5 ( download)

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Download or read book Modelling Trends and Cycles in Economic Time Series written by T. Mills and published by Springer. This book was released on 2003-05-15 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. Terence Mills introduces these various approaches to allow students and researchers to appreciate the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.

Author : Massih-Reza Amini
Publisher : Springer Nature
ISBN 13 : 3031263871
Total Pages : 768 pages
Book Rating : 4.73/5 ( download)

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Download or read book Machine Learning and Knowledge Discovery in Databases written by Massih-Reza Amini and published by Springer Nature. This book was released on 2023-03-16 with total page 768 pages. Available in PDF, EPUB and Kindle. Book excerpt: The multi-volume set LNAI 13713 until 13718 constitutes the refereed proceedings of the European Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD 2022, which took place in Grenoble, France, in September 2022. The 236 full papers presented in these proceedings were carefully reviewed and selected from a total of 1060 submissions. In addition, the proceedings include 17 Demo Track contributions. The volumes are organized in topical sections as follows: Part I: Clustering and dimensionality reduction; anomaly detection; interpretability and explainability; ranking and recommender systems; transfer and multitask learning; Part II: Networks and graphs; knowledge graphs; social network analysis; graph neural networks; natural language processing and text mining; conversational systems; Part III: Deep learning; robust and adversarial machine learning; generative models; computer vision; meta-learning, neural architecture search; Part IV: Reinforcement learning; multi-agent reinforcement learning; bandits and online learning; active and semi-supervised learning; private and federated learning; . Part V: Supervised learning; probabilistic inference; optimal transport; optimization; quantum, hardware; sustainability; Part VI: Time series; financial machine learning; applications; applications: transportation; demo track.