Applications of Soft Computing in Time Series Forecasting, Pritpal Singh

Автор: Becketti
Название: Introduction to Time Series Using Stata
ISBN: 1597181323 ISBN-13(EAN): 9781597181327
Издательство: Taylor&Francis
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Цена: 75530.00 T
Наличие на складе: Невозможна поставка.
Описание: Recent decades have witnessed explosive growth in new and powerful tools for timeseries analysis. These innovations have overturned older approaches to forecasting, macroeconomic policy analysis, the study of productivity and long-run economic growth, and the trading of financial assets. Familiarity with these new tools on time series is an essential skill for statisticians, econometricians, and applied researchers. Introduction to Time Series Using Stata provides a step-by-step guide to essential timeseries techniques—from the incredibly simple to the quite complex—and, at the same time, demonstrates how these techniques can be applied in the Stata statistical package. The emphasis is on an understanding of the intuition underlying theoretical innovations and an ability to apply them. Real-world examples illustrate the application of each concept as it is introduced, and care is taken to highlight the pitfalls, as well as the power, of each new tool. Sean Becketti is a financial industry veteran with three decades of experience in academics, government, and private industry. Over the last two decades, Becketti has led proprietary research teams at several leading financial firms, responsible for the models underlying the valuation, hedging, and relative value analysis of some of the largest fixed-income portfolios in the world.

Автор: Ruey S. Tsay
Название: Multivariate Time Series Analysis: With R and Financial Applications
ISBN: 1118617908 ISBN-13(EAN): 9781118617908
Издательство: Wiley
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Цена: 125610.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series.

Автор: Harvey, Andrew C.
Название: Forecasting, structural time series models and the kalman filter
ISBN: 0521405734 ISBN-13(EAN): 9780521405737
Издательство: Cambridge Academ
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Цена: 40120.00 T
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Описание: This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling.

Автор: Gamerman, Dani.
Название: Markov Chain Monte Carlo
ISBN: 1584885874 ISBN-13(EAN): 9781584885870
Издательство: Taylor&Francis
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Цена: 102080.00 T
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Описание: Incorporating changes in theory and highlighting various applications, this book presents a comprehensive introduction to the methods of Markov Chain Monte Carlo (MCMC) simulation technique. It incorporates the developments in MCMC, including reversible jump, slice sampling, bridge sampling, path sampling, multiple-try, and delayed rejection.

Автор: Hastings
Название: Introduction to Probability with Mathematica, Second Edition
ISBN: 1420079387 ISBN-13(EAN): 9781420079388
Издательство: Taylor&Francis
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Цена: 183750.00 T
Наличие на складе: Невозможна поставка.
Описание: Updated to conform to Mathematica (R) 7.0, this second edition shows how to easily create simulations from templates and solve problems using Mathematica. Along with new sections on order statistics, transformations of multivariate normal random variables, and Brownian motion, this edition offers an expanded section on

Автор: Robert H. Shumway
Название: Time Series Analysis and Its Applications
ISBN: 1461427592 ISBN-13(EAN): 9781461427599
Издательство: Springer
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Цена: 83810.00 T
Наличие на складе: Поставка под заказ.
Описание: Time Series Analysis and Its Applications, presents a comprehensive treatment of both time and frequency domain methods with accompanying theory. Extensive examples illustrate solutions to climate change, monitoring a nuclear test ban treaty, evaluating the volatility of an asset, and more.

Автор: Box G. E. P.
Название: Time Series Analysis: Forecasting and Control, 4th Edition
ISBN: 0470272848 ISBN-13(EAN): 9780470272848
Издательство: Wiley
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Цена: 123550.00 T
Наличие на складе: Поставка под заказ.
Описание: This is a revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. It explores the building of stochastic (statistical) models for time series and their use in important areas of application forecasting, model specification, estimation, modeling the effects of intervention events, and process control, among others. In addition to meticulous modifications in content and improvements in style, the new edition incorporates several new topics in an effort to modernize the subject matter. These topics include extensive discussions of multivariate time series, smoothing, likelihood function based on the state space model, autoregressive models, structural component models and deterministic seasonal components, and nonlinear and long memory models.

Автор: Douglas C. Montgomery,Cheryl L. Jennings,Murat Kul
Название: Introduction to Time Series Analysis and Forecasting
ISBN: 1118745116 ISBN-13(EAN): 9781118745113
Издательство: Wiley
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Цена: 121390.00 T
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Описание: Praise for the First Edition " [t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics.

Автор: Wai Keung Li; David A. Stanford; Hao Yu
Название: Advances in Time Series Methods and Applications
ISBN: 1493965670 ISBN-13(EAN): 9781493965670
Издательство: Springer
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Цена: 88500.00 T
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Описание: This volume reviews and summarizes some of A. I. McLeod's significant contributions to time series analysis. It also contains original contributions to the field and to related areas by participants of the festschrift held in June 2014 and friends of Dr. McLeod. Covering a diverse range of state-of-the-art topics, this volume well balances applied and theoretical research across fourteen contributions by experts in the field. It will be of interest to researchers and practitioners in time series, econometricians, and graduate students in time series or econometrics, as well as environmental statisticians, data scientists, statisticians interested in graphical models, and researchers in quantitative risk management.