Discrete Valued Time Series
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| Author | : Christian H. Weiss |
| Publisher | : John Wiley & Sons |
| Total Pages | : 300 |
| Release | : 2018-02-05 |
| Genre | : Mathematics |
| ISBN | : 1119096960 |
A much-needed introduction to the field of discrete-valued time series, with a focus on count-data time series Time series analysis is an essential tool in a wide array of fields, including business, economics, computer science, epidemiology, finance, manufacturing and meteorology, to name just a few. Despite growing interest in discrete-valued time series—especially those arising from counting specific objects or events at specified times—most books on time series give short shrift to that increasingly important subject area. This book seeks to rectify that state of affairs by providing a much needed introduction to discrete-valued time series, with particular focus on count-data time series. The main focus of this book is on modeling. Throughout numerous examples are provided illustrating models currently used in discrete-valued time series applications. Statistical process control, including various control charts (such as cumulative sum control charts), and performance evaluation are treated at length. Classic approaches like ARMA models and the Box-Jenkins program are also featured with the basics of these approaches summarized in an Appendix. In addition, data examples, with all relevant R code, are available on a companion website. Provides a balanced presentation of theory and practice, exploring both categorical and integer-valued series Covers common models for time series of counts as well as for categorical time series, and works out their most important stochastic properties Addresses statistical approaches for analyzing discrete-valued time series and illustrates their implementation with numerous data examples Covers classical approaches such as ARMA models, Box-Jenkins program and how to generate functions Includes dataset examples with all necessary R code provided on a companion website An Introduction to Discrete-Valued Time Series is a valuable working resource for researchers and practitioners in a broad range of fields, including statistics, data science, machine learning, and engineering. It will also be of interest to postgraduate students in statistics, mathematics and economics.
| Author | : Richard A. Davis |
| Publisher | : CRC Press |
| Total Pages | : 484 |
| Release | : 2016-01-06 |
| Genre | : Mathematics |
| ISBN | : 1466577746 |
Model a Wide Range of Count Time Series Handbook of Discrete-Valued Time Series presents state-of-the-art methods for modeling time series of counts and incorporates frequentist and Bayesian approaches for discrete-valued spatio-temporal data and multivariate data. While the book focuses on time series of counts, some of the techniques discussed ca
| Author | : Iain L. MacDonald |
| Publisher | : CRC Press |
| Total Pages | : 256 |
| Release | : 1997-01-01 |
| Genre | : Mathematics |
| ISBN | : 9780412558504 |
Discrete-valued time series are common in practice, but methods for their analysis are not well-known. In recent years, methods have been developed which are specifically designed for the analysis of discrete-valued time series. Hidden Markov and Other Models for Discrete-Valued Time Series introduces a new, versatile, and computationally tractable class of models, the "hidden Markov" models. It presents a detailed account of these models, then applies them to data from a wide range of diverse subject areas, including medicine, climatology, and geophysics. This book will be invaluable to researchers and postgraduate and senior undergraduate students in statistics. Researchers and applied statisticians who analyze time series data in medicine, animal behavior, hydrology, and sociology will also find this information useful.
| Author | : Ian T Jolliffe |
| Publisher | : World Scientific |
| Total Pages | : 331 |
| Release | : 2000-03-23 |
| Genre | : |
| ISBN | : 9814543284 |
There is a growing interest in programming languages and systems based on nonclassical logics such as temporal logics, interval logics, modal and intuitionistic logics. In fact, a whole new programming paradigm called 'intensional programming' has been created, with applications in a wide range of areas, including parallel programming, dataflow computation, temporal reasoning, scientific computation, real-time programming, temporal and multidimensional databases, spreadsheets, attribute grammars, and Internet programming. This volume presents ongoing research as well as future directions of this new and fascinating area of research.
| Author | : Robert Goodell Brown |
| Publisher | : Courier Corporation |
| Total Pages | : 486 |
| Release | : 2004-01-01 |
| Genre | : Technology & Engineering |
| ISBN | : 9780486495927 |
Computer application techniques are applied to routine short-term forecasting and prediction in this classic of operations research. The text begins with a consideration of data sources and sampling intervals, progressing to discussions of time series models and probability models. An extensive overview of smoothing techniques surveys the mathematical techniques for periodically raising the estimates of coefficients in forecasting problems. Sections on forecasting and error measurement and analysis are followed by an exploration of alternatives and the applications of the forecast to specific problems, and a treatment of the handling of systems design problems ranges from observed data to decision rules. 1963 ed.
| Author | : Paul P. Wang |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 489 |
| Release | : 2013-03-09 |
| Genre | : Business & Economics |
| ISBN | : 3662063735 |
Due to the ability to handle specific characteristics of economics and finance forecasting problems like e.g. non-linear relationships, behavioral changes, or knowledge-based domain segmentation, we have recently witnessed a phenomenal growth of the application of computational intelligence methodologies in this field. In this volume, Chen and Wang collected not just works on traditional computational intelligence approaches like fuzzy logic, neural networks, and genetic algorithms, but also examples for more recent technologies like e.g. rough sets, support vector machines, wavelets, or ant algorithms. After an introductory chapter with a structural description of all the methodologies, the subsequent parts describe novel applications of these to typical economics and finance problems like business forecasting, currency crisis discrimination, foreign exchange markets, or stock markets behavior.
| Author | : Konstantinos Fokianos |
| Publisher | : CRC Press |
| Total Pages | : 220 |
| Release | : 2020-06-30 |
| Genre | : |
| ISBN | : 9781482248050 |
| Author | : Peter J. Brockwell |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 429 |
| Release | : 2013-03-14 |
| Genre | : Mathematics |
| ISBN | : 1475725264 |
Some of the key mathematical results are stated without proof in order to make the underlying theory acccessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introducitons are also given to cointegration and to non-linear, continuous-time and long-memory models. The time series package included in the back of the book is a slightly modified version of the package ITSM, published separately as ITSM for Windows, by Springer-Verlag, 1994. It does not handle such large data sets as ITSM for Windows, but like the latter, runs on IBM-PC compatible computers under either DOS or Windows (version 3.1 or later). The programs are all menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis.
| Author | : Terence C. Mills |
| Publisher | : Academic Press |
| Total Pages | : 354 |
| Release | : 2019-01-24 |
| Genre | : Business & Economics |
| ISBN | : 0128131179 |
Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others.
| Author | : Donald B. Percival |
| Publisher | : Cambridge University Press |
| Total Pages | : 628 |
| Release | : 2006-02-27 |
| Genre | : Mathematics |
| ISBN | : 1107717396 |
This introduction to wavelet analysis 'from the ground level and up', and to wavelet-based statistical analysis of time series focuses on practical discrete time techniques, with detailed descriptions of the theory and algorithms needed to understand and implement the discrete wavelet transforms. Numerous examples illustrate the techniques on actual time series. The many embedded exercises - with complete solutions provided in the Appendix - allow readers to use the book for self-guided study. Additional exercises can be used in a classroom setting. A Web site offers access to the time series and wavelets used in the book, as well as information on accessing software in S-Plus and other languages. Students and researchers wishing to use wavelet methods to analyze time series will find this book essential.
