Theory and Applications of Time Series Analysis: Selected Contributions from Itise 2019, Valenzuela Olga, Rojas Fernando, Herrera Luis Javier

Автор: Hamilton, James
Название: Time Series Analysis
ISBN: 0691042896 ISBN-13(EAN): 9780691042893
Издательство: Wiley
Рейтинг:
Цена: 73920.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression, nonlinear time series models and the generalized methods of moments.

Автор: Olga Valenzuela; Fernando Rojas; H?ctor Pomares; I
Название: Theory and Applications of Time Series Analysis
ISBN: 3030260356 ISBN-13(EAN): 9783030260354
Издательство: Springer
Рейтинг:
Цена: 139750.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents selected peer-reviewed contributions from the International Conference on Time Series and Forecasting, ITISE 2018, held in Granada, Spain, on September 19-21, 2018. The first three parts of the book focus on the theory of time series analysis and forecasting, and discuss statistical methods, modern computational intelligence methodologies, econometric models, financial forecasting, and risk analysis. In turn, the last three parts are dedicated to applied topics and include papers on time series analysis in the earth sciences, energy time series forecasting, and time series analysis and prediction in other real-world problems. The book offers readers valuable insights into the different aspects of time series analysis and forecasting, allowing them to benefit both from its sophisticated and powerful theory, and from its practical applications, which address real-world problems in a range of disciplines. The ITISE conference series provides a valuable forum for scientists, engineers, educators and students to discuss the latest advances and implementations in the field of time series analysis and forecasting. It focuses on interdisciplinary and multidisciplinary research encompassing computer science, mathematics, statistics and econometrics.

Автор: Robert H. Shumway
Название: Time Series Analysis and Its Applications
ISBN: 1461427592 ISBN-13(EAN): 9781461427599
Издательство: Springer
Рейтинг:
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: Ruey S. Tsay
Название: Multivariate Time Series Analysis: With R and Financial Applications
ISBN: 1118617908 ISBN-13(EAN): 9781118617908
Издательство: Wiley
Рейтинг:
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: David Brillinger; Enders Anthony Robinson; Frederi
Название: Time Series Analysis and Applications to Geophysical Systems
ISBN: 1441919716 ISBN-13(EAN): 9781441919717
Издательство: Springer
Рейтинг:
Цена: 167700.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Arnold, Director of the IMA Fadil Santosa, Deputy Director of the IMA v PREFACE This volume contains a collection of papers that were presented dur- ing the Workshop on Time Series Analysis and Applications to Geophysical Systems at the Institute for Mathematics and its Applications (IMA) at the University of Minnesota from November 12-15, 2001.

Автор: Jens Breckling
Название: The Analysis of Directional Time Series: Applications to Wind Speed and Direction
ISBN: 0387971823 ISBN-13(EAN): 9780387971827
Издательство: Springer
Рейтинг:
Цена: 111790.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Given a series of wind speeds and directions from the port of Fremantle the aim of this monograph is to detect general weather patterns and seasonal characteristics.

Автор: Paula Brito; Patrice Bertrand; Guy Cucumel; Franci
Название: Selected Contributions in Data Analysis and Classification
ISBN: 3540735585 ISBN-13(EAN): 9783540735588
Издательство: Springer
Рейтинг:
Цена: 130430.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents methodological developments in data analysis and classification. This work covers topics including, methods for classification and clustering, dissimilarity analysis, graph analysis, consensus methods, conceptual analysis of data, analysis of symbolic data, data mining, and knowledge discovery in databases.

Автор: Panov Vladimir
Название: Modern Problems of Stochastic Analysis and Statistics: Selected Contributions in Honor of Valentin Konakov
ISBN: 3319879979 ISBN-13(EAN): 9783319879970
Издательство: Springer
Рейтинг:
Цена: 46570.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book brings together the latest findings in the area of stochastic analysis and statistics. Contributions were prepared by the participants of the international conference of the international conference "Modern problems of stochastic analysis and statistics", held at the Higher School of Economics in Moscow from May 29 - June 2, 2016.

Автор: Johanna Adison
Название: Time Series: Applications to Finance with R & S-Plus
ISBN: 168117653X ISBN-13(EAN): 9781681176536
Издательство: Gazelle Book Services
Рейтинг:
Цена: 217350.00 T
Наличие на складе: Невозможна поставка.
Описание: The study of time series is concerned with time correlation structures. It has diverse applications ranging from oceanography to finance. The celebrated CAPM model and the stochastic volatility model are examples of financial models that contain a time series component. Time series analysis can be useful to see how a given asset, security or economic variable changes over time or how it changes compared to other variables over the same time period. The Financial Time Series applications provide a convenient interface for creating, managing, and manipulating financial time series objects. In the past few years there have been several changes in the financial landscape as well as developments in using time series techniques for financial modelling. The book aims to highlight several of these standard as well as non-standard techniques applied in finance using S-Plus and R as statistical analysis tools. The book covers practical aspects of these models including estimation and testing of the models and shows practical examples. This book is designed to help readers grasp the conceptual underpinnings of time series modelling in order to gain a deeper understanding of the ever-changing dynamics of the financial world. It covers theory and application equally for readers from both financial and mathematical backgrounds.

Автор: Masanao Aoki; Arthur M. Havenner
Название: Applications of Computer Aided Time Series Modeling
ISBN: 0387947515 ISBN-13(EAN): 9780387947518
Издательство: Springer
Рейтинг:
Цена: 111790.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: To single out one of the several important insights in modeling that he shares with the reader, he discusses in Section 2ii the effects of sampling er- rors and model misspecification on successful modeling efforts.

Автор: Kitagawa, Genshiro
Название: Introduction to Time Series Modeling with Applications in R
ISBN: 0367187337 ISBN-13(EAN): 9780367187330
Издательство: Taylor&Francis
Рейтинг:
Цена: 132710.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Introduction to Time Series Modeling: with Applications in R, Second Edition covers numerous stationary and nonstationary time series models and tools for estimating and utilizing them. The goal of this book is to enable readers to build their own models to understand, predict and master time series.

Автор: Valenzuela Olga, Rojas Fernando, Pomares Hйctor
Название: Theory and Applications of Time Series Analysis: Selected Contributions from Itise 2018
ISBN: 3030260380 ISBN-13(EAN): 9783030260385
Издательство: Springer
Цена: 139750.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In turn, the last three parts are dedicated to applied topics and include papers on time series analysis in the earth sciences, energy time series forecasting, and time series analysis and prediction in other real-world problems.