Exploration Of A Nonlinear World An Appreciation Of Howell Tongs Contributions To Statistics
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| Author | : Kung-sik Chan |
| Publisher | : World Scientific |
| Total Pages | : 412 |
| Release | : 2009-09-29 |
| Genre | : Mathematics |
| ISBN | : 9814469440 |
This festschrift is dedicated to Professor Howell Tong on the occasion of his 65th birthday. With a Foreword written by Professor Peter Whittle, FRS, it celebrates Tong's path-breaking and tireless contributions to nonlinear time series analysis, chaos and statistics, by reprinting 10 selected papers by him and his collaborators, which are interleaved with 17 original reviews, written by 19 international experts.Through these papers and reviews, readers will have an opportunity to share many of the excitements, retrospectively and prospectively, of the relatively new subject of nonlinear time series. Tong has played a leading role in laying the foundation of the subject; his innovative and authoritative contributions are reflected in the review articles in the volume, which describe modern and related developments in the subject, including applications in many major fields such as ecology, economics, finance and others. This volume will be useful to researchers and students interested in the theory and practice of nonlinear time series analysis.
| Author | : Jan G. De Gooijer |
| Publisher | : Springer |
| Total Pages | : 626 |
| Release | : 2017-03-30 |
| Genre | : Mathematics |
| ISBN | : 3319432524 |
This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible, major supporting concepts and specialized tables are appended at the end of every chapter. In addition, each chapter concludes with a set of key terms and concepts, as well as a summary of the main findings. Lastly, the book offers numerous theoretical and empirical exercises, with answers provided by the author in an extensive solutions manual.
| Author | : Marc S. Paolella |
| Publisher | : John Wiley & Sons |
| Total Pages | : 900 |
| Release | : 2018-10-10 |
| Genre | : Mathematics |
| ISBN | : 1119431859 |
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 | : Anil Saroliya |
| Publisher | : CRC Press |
| Total Pages | : 205 |
| Release | : 2022-12-29 |
| Genre | : Technology & Engineering |
| ISBN | : 1000805395 |
In today’s world, the use of technology is growing rapidly, and people need effective solutions for their real-life problems. This book discusses smart applications of associated technologies to develop cohesive and comprehensive solutions for the betterment of humankind. It comprehensively covers the effective use of the Internet of Things (IoT), wireless sensor network, wearable sensors, body area network, cloud computing, and distributed computing methodologies. The book comprehensively covers IoT and fog computing sensor supported technologies or protocols including web of things, near-field communication, 6LoWPAN, LoRAWAN, XMPP, DDS, LwM2M, Mesh Protocol, and radio-frequency identification. The book- Discusses smart applications to develop cohesive and comprehensive solutions for real-life problems. Covers analytical descriptions with appropriate simulation and prototype models. Examines the role of IoT and fog computing technologies during global emergency situations. Discusses key technologies including cloud computing, 5G communication, big data, artificial intelligence, control systems, and wearable sensors. The text is primarily written for graduate students, and academic researchers working in diverse fields of electrical engineering, biomedical engineering, electronics and communication engineering, computer engineering, and information technology.
| Author | : Hunter, Maureen |
| Publisher | : OIBooks-Libros |
| Total Pages | : 944 |
| Release | : 2003 |
| Genre | : Drama |
| ISBN | : 1896239994 |
Book is clean and tight. No writing in text. Like New
| Author | : Ruey S. Tsay |
| Publisher | : John Wiley & Sons |
| Total Pages | : 516 |
| Release | : 2018-09-13 |
| Genre | : Mathematics |
| ISBN | : 1119264065 |
A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis Nonlinear Time Series Analysis offers an important guide to both parametric and nonparametric methods, nonlinear state-space models, and Bayesian as well as classical approaches to nonlinear time series analysis. The authors—noted experts in the field—explore the advantages and limitations of the nonlinear models and methods and review the improvements upon linear time series models. The need for this book is based on the recent developments in nonlinear time series analysis, statistical learning, dynamic systems and advanced computational methods. Parametric and nonparametric methods and nonlinear and non-Gaussian state space models provide a much wider range of tools for time series analysis. In addition, advances in computing and data collection have made available large data sets and high-frequency data. These new data make it not only feasible, but also necessary to take into consideration the nonlinearity embedded in most real-world time series. This vital guide: • Offers research developed by leading scholars of time series analysis • Presents R commands making it possible to reproduce all the analyses included in the text • Contains real-world examples throughout the book • Recommends exercises to test understanding of material presented • Includes an instructor solutions manual and companion website Written for students, researchers, and practitioners who are interested in exploring nonlinearity in time series, Nonlinear Time Series Analysis offers a comprehensive text that explores the advantages and limitations of the nonlinear models and methods and demonstrates the improvements upon linear time series models.
| Author | : Howell Tong |
| Publisher | : Oxford University Press, USA |
| Total Pages | : 592 |
| Release | : 1990 |
| Genre | : Mathematics |
| ISBN | : |
Written by an internationally recognized expert in the field, this book provides a valuable introduction to the rapidly growing area of non-linear time series. Because developments in the study of dynamical systems have motivated many of the advances discussed here, the author's coverage includes such fundamental concepts of dynamical systems theory as limit cycles, Lyapunov functions, thresholds, and stability, with detailed descriptions of their role in the analysis of non-linear time series data. As the first accessible and comprehensive account of these exciting new developments, this unique volume bridges the gap between linear and chaotic time series analysis. Both statisticians and dynamical systems theorists will value its survey of recent developments and the present state of research, as well as the discussion of a number of unsolved problems in the field.
| Author | : I.T. Jolliffe |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 283 |
| Release | : 2013-03-09 |
| Genre | : Mathematics |
| ISBN | : 1475719043 |
Principal component analysis is probably the oldest and best known of the It was first introduced by Pearson (1901), techniques ofmultivariate analysis. and developed independently by Hotelling (1933). Like many multivariate methods, it was not widely used until the advent of electronic computers, but it is now weIl entrenched in virtually every statistical computer package. The central idea of principal component analysis is to reduce the dimen sionality of a data set in which there are a large number of interrelated variables, while retaining as much as possible of the variation present in the data set. This reduction is achieved by transforming to a new set of variables, the principal components, which are uncorrelated, and which are ordered so that the first few retain most of the variation present in all of the original variables. Computation of the principal components reduces to the solution of an eigenvalue-eigenvector problem for a positive-semidefinite symmetrie matrix. Thus, the definition and computation of principal components are straightforward but, as will be seen, this apparently simple technique has a wide variety of different applications, as weIl as a number of different deri vations. Any feelings that principal component analysis is a narrow subject should soon be dispelled by the present book; indeed some quite broad topics which are related to principal component analysis receive no more than a brief mention in the final two chapters.
| Author | : US Global Change Research Program |
| Publisher | : Simon and Schuster |
| Total Pages | : 592 |
| Release | : 2018-02-06 |
| Genre | : Science |
| ISBN | : 1510726217 |
As global climate change proliferates, so too do the health risks associated with the changing world around us. Called for in the President’s Climate Action Plan and put together by experts from eight different Federal agencies, The Impacts of Climate Change on Human Health: A Scientific Assessment is a comprehensive report on these evolving health risks, including: Temperature-related death and illness Air quality deterioration Impacts of extreme events on human health Vector-borne diseases Climate impacts on water-related Illness Food safety, nutrition, and distribution Mental health and well-being This report summarizes scientific data in a concise and accessible fashion for the general public, providing executive summaries, key takeaways, and full-color diagrams and charts. Learn what health risks face you and your family as a result of global climate change and start preparing now with The Impacts of Climate Change on Human Health.
| Author | : Stephen J. Guastello |
| Publisher | : CRC Press |
| Total Pages | : 616 |
| Release | : 2016-04-19 |
| Genre | : Mathematics |
| ISBN | : 1439820023 |
Although its roots can be traced to the 19th century, progress in the study of nonlinear dynamical systems has taken off in the last 30 years. While pertinent source material exists, it is strewn about the literature in mathematics, physics, biology, economics, and psychology at varying levels of accessibility. A compendium research methods reflect
