Linear Time Series With Matlab And Octave

Author : Víctor Gómez
Publisher : Springer Nature
ISBN 13 : 3030207900
Total Pages : 355 pages
Book Rating : 4.08/5 ( download)

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Download or read book Linear Time Series with MATLAB and OCTAVE written by Víctor Gómez and published by Springer Nature. This book was released on 2019-10-04 with total page 355 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents an introduction to linear univariate and multivariate time series analysis, providing brief theoretical insights into each topic, and from the beginning illustrating the theory with software examples. As such, it quickly introduces readers to the peculiarities of each subject from both theoretical and the practical points of view. It also includes numerous examples and real-world applications that demonstrate how to handle different types of time series data. The associated software package, SSMMATLAB, is written in MATLAB and also runs on the free OCTAVE platform. The book focuses on linear time series models using a state space approach, with the Kalman filter and smoother as the main tools for model estimation, prediction and signal extraction. A chapter on state space models describes these tools and provides examples of their use with general state space models. Other topics discussed in the book include ARIMA; and transfer function and structural models; as well as signal extraction using the canonical decomposition in the univariate case, and VAR, VARMA, cointegrated VARMA, VARX, VARMAX, and multivariate structural models in the multivariate case. It also addresses spectral analysis, the use of fixed filters in a model-based approach, and automatic model identification procedures for ARIMA and transfer function models in the presence of outliers, interventions, complex seasonal patterns and other effects like Easter, trading day, etc. This book is intended for both students and researchers in various fields dealing with time series. The software provides numerous automatic procedures to handle common practical situations, but at the same time, readers with programming skills can write their own programs to deal with specific problems. Although the theoretical introduction to each topic is kept to a minimum, readers can consult the companion book ‘Multivariate Time Series With Linear State Space Structure’, by the same author, if they require more details.

Author : Svein Linge
Publisher : Springer
ISBN 13 : 3319324527
Total Pages : 228 pages
Book Rating : 4.24/5 ( download)

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Download or read book Programming for Computations - MATLAB/Octave written by Svein Linge and published by Springer. This book was released on 2016-08-01 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents computer programming as a key method for solving mathematical problems. There are two versions of the book, one for MATLAB and one for Python. The book was inspired by the Springer book TCSE 6: A Primer on Scientific Programming with Python (by Langtangen), but the style is more accessible and concise, in keeping with the needs of engineering students. The book outlines the shortest possible path from no previous experience with programming to a set of skills that allows the students to write simple programs for solving common mathematical problems with numerical methods in engineering and science courses. The emphasis is on generic algorithms, clean design of programs, use of functions, and automatic tests for verification.

Author : Mike X Cohen
Publisher : MIT Press
ISBN 13 : 0262019876
Total Pages : 615 pages
Book Rating : 4.73/5 ( download)

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Download or read book Analyzing Neural Time Series Data written by Mike X Cohen and published by MIT Press. This book was released on 2014-01-17 with total page 615 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Jason Lachniet
Publisher : Lulu.com
ISBN 13 : 0359329640
Total Pages : 156 pages
Book Rating : 4.49/5 ( download)

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Download or read book Introduction to GNU Octave written by Jason Lachniet and published by Lulu.com. This book was released on 2018-11-21 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: A brief introduction to scientific computing with GNU Octave. Designed as a textbook supplement for freshman and sophomore level linear algebra and calculus students.

Author : Alfio Quarteroni
Publisher : Springer Science & Business Media
ISBN 13 : 3642124305
Total Pages : 379 pages
Book Rating : 4.03/5 ( download)

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Download or read book Scientific Computing with MATLAB and Octave written by Alfio Quarteroni and published by Springer Science & Business Media. This book was released on 2010-05-30 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: Preface to the First Edition This textbook is an introduction to Scienti?c Computing. We will illustrate several numerical methods for the computer solution of c- tain classes of mathematical problems that cannot be faced by paper and pencil. We will show how to compute the zeros or the integrals of continuous functions, solve linear systems, approximate functions by polynomials and construct accurate approximations for the solution of di?erential equations. With this aim, in Chapter 1 we will illustrate the rules of the game thatcomputersadoptwhenstoringandoperatingwith realandcomplex numbers, vectors and matrices. In order to make our presentation concrete and appealing we will 1 adopt the programming environment MATLAB as a faithful c- panion. We will gradually discover its principal commands, statements and constructs. We will show how to execute all the algorithms that we introduce throughout the book. This will enable us to furnish an - mediate quantitative assessment of their theoretical properties such as stability, accuracy and complexity. We will solve several problems that will be raisedthrough exercises and examples, often stemming from s- ci?c applications.

Author : Julius O. Smith
Publisher : Julius Smith
ISBN 13 : 097456074X
Total Pages : 323 pages
Book Rating : 4.48/5 ( download)

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Download or read book Mathematics of the Discrete Fourier Transform (DFT) written by Julius O. Smith and published by Julius Smith. This book was released on 2008 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The DFT can be understood as a numerical approximation to the Fourier transform. However, the DFT has its own exact Fourier theory, and that is the focus of this book. The DFT is normally encountered as the Fast Fourier Transform (FFT)--a high-speed algorithm for computing the DFT. The FFT is used extensively in a wide range of digital signal processing applications, including spectrum analysis, high-speed convolution (linear filtering), filter banks, signal detection and estimation, system identification, audio compression (such as MPEG-II AAC), spectral modeling sound synthesis, and many others. In this book, certain topics in digital audio signal processing are introduced as example applications of the DFT"--Back cover

Author : Marc S. Paolella
Publisher : John Wiley & Sons
ISBN 13 : 1119431859
Total Pages : 896 pages
Book Rating : 4.55/5 ( 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 2018-10-10 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 : David Gubbins
Publisher : Cambridge University Press
ISBN 13 : 9780521525695
Total Pages : 276 pages
Book Rating : 4.91/5 ( download)

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Download or read book Time Series Analysis and Inverse Theory for Geophysicists written by David Gubbins and published by Cambridge University Press. This book was released on 2004-03-18 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: This unique textbook provides the foundation for understanding and applying techniques commonly used in geophysics to process and interpret modern digital data. The geophysicist's toolkit contains a range of techniques which may be divided into two main groups: processing, which concerns time series analysis and is used to separate the signal of interest from background noise; and inversion, which involves generating some map or physical model from the data. These two groups of techniques are normally taught separately, but are here presented together as parts I and II of the book. Part III describes some real applications and includes case studies in seismology, geomagnetism, and gravity. This textbook gives students and practitioners the theoretical background and practical experience, through case studies, computer examples and exercises, to understand and apply new processing methods to modern geophysical datasets. Solutions to the exercises are available on a website at http://publishing.cambridge.org/resources/0521819652

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3540343814
Total Pages : 1157 pages
Book Rating : 4.13/5 ( download)

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Download or read book Computational Science - ICCS 2006 written by and published by Springer Science & Business Media. This book was released on 2006 with total page 1157 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Lenka Lhotska
Publisher : Springer
ISBN 13 : 9811090351
Total Pages : 894 pages
Book Rating : 4.56/5 ( download)

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Download or read book World Congress on Medical Physics and Biomedical Engineering 2018 written by Lenka Lhotska and published by Springer. This book was released on 2018-05-29 with total page 894 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book (vol. 1) presents the proceedings of the IUPESM World Congress on Biomedical Engineering and Medical Physics, a triennially organized joint meeting of medical physicists, biomedical engineers and adjoining health care professionals. Besides the purely scientific and technological topics, the 2018 Congress will also focus on other aspects of professional involvement in health care, such as education and training, accreditation and certification, health technology assessment and patient safety. The IUPESM meeting is an important forum for medical physicists and biomedical engineers in medicine and healthcare learn and share knowledge, and discuss the latest research outcomes and technological advancements as well as new ideas in both medical physics and biomedical engineering field.