Recent Advances in Estimating Nonlinear Models

Recent Advances in Estimating Nonlinear Models
Author: Jun Ma
Publisher: Springer Science & Business Media
Total Pages: 308
Release: 2013-09-24
Genre: Business & Economics
ISBN: 1461480604

Nonlinear models have been used extensively in the areas of economics and finance. Recent literature on the topic has shown that a large number of series exhibit nonlinear dynamics as opposed to the alternative--linear dynamics. Incorporating these concepts involves deriving and estimating nonlinear time series models, and these have typically taken the form of Threshold Autoregression (TAR) models, Exponential Smooth Transition (ESTAR) models, and Markov Switching (MS) models, among several others. This edited volume provides a timely overview of nonlinear estimation techniques, offering new methods and insights into nonlinear time series analysis. It features cutting-edge research from leading academics in economics, finance, and business management, and will focus on such topics as Zero-Information-Limit-Conditions, using Markov Switching Models to analyze economics series, and how best to distinguish between competing nonlinear models. Principles and techniques in this book will appeal to econometricians, finance professors teaching quantitative finance, researchers, and graduate students interested in learning how to apply advances in nonlinear time series modeling to solve complex problems in economics and finance.

Adaptive Learning Methods for Nonlinear System Modeling

Adaptive Learning Methods for Nonlinear System Modeling
Author: Danilo Comminiello
Publisher: Butterworth-Heinemann
Total Pages: 390
Release: 2018-06-11
Genre: Technology & Engineering
ISBN: 0128129778

Adaptive Learning Methods for Nonlinear System Modeling presents some of the recent advances on adaptive algorithms and machine learning methods designed for nonlinear system modeling and identification. Real-life problems always entail a certain degree of nonlinearity, which makes linear models a non-optimal choice. This book mainly focuses on those methodologies for nonlinear modeling that involve any adaptive learning approaches to process data coming from an unknown nonlinear system. By learning from available data, such methods aim at estimating the nonlinearity introduced by the unknown system. In particular, the methods presented in this book are based on online learning approaches, which process the data example-by-example and allow to model even complex nonlinearities, e.g., showing time-varying and dynamic behaviors. Possible fields of applications of such algorithms includes distributed sensor networks, wireless communications, channel identification, predictive maintenance, wind prediction, network security, vehicular networks, active noise control, information forensics and security, tracking control in mobile robots, power systems, and nonlinear modeling in big data, among many others. This book serves as a crucial resource for researchers, PhD and post-graduate students working in the areas of machine learning, signal processing, adaptive filtering, nonlinear control, system identification, cooperative systems, computational intelligence. This book may be also of interest to the industry market and practitioners working with a wide variety of nonlinear systems. - Presents the key trends and future perspectives in the field of nonlinear signal processing and adaptive learning. - Introduces novel solutions and improvements over the state-of-the-art methods in the very exciting area of online and adaptive nonlinear identification. - Helps readers understand important methods that are effective in nonlinear system modelling, suggesting the right methodology to address particular issues.

Nonlinear Models for Repeated Measurement Data

Nonlinear Models for Repeated Measurement Data
Author: Marie Davidian
Publisher: Routledge
Total Pages: 360
Release: 2017-11-01
Genre: Mathematics
ISBN: 1351428152

Nonlinear measurement data arise in a wide variety of biological and biomedical applications, such as longitudinal clinical trials, studies of drug kinetics and growth, and the analysis of assay and laboratory data. Nonlinear Models for Repeated Measurement Data provides the first unified development of methods and models for data of this type, with a detailed treatment of inference for the nonlinear mixed effects and its extensions. A particular strength of the book is the inclusion of several detailed case studies from the areas of population pharmacokinetics and pharmacodynamics, immunoassay and bioassay development and the analysis of growth curves.

Nonlinear Regression

Nonlinear Regression
Author: George A. F. Seber
Publisher: John Wiley & Sons
Total Pages: 800
Release: 2005-02-25
Genre: Mathematics
ISBN: 0471725307

WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. From the Reviews of Nonlinear Regression "A very good book and an important one in that it is likely to become a standard reference for all interested in nonlinear regression; and I would imagine that any statistician concerned with nonlinear regression would want a copy on his shelves." –The Statistician "Nonlinear Regression also includes a reference list of over 700 entries. The compilation of this material and cross-referencing of it is one of the most valuable aspects of the book. Nonlinear Regression can provide the researcher unfamiliar with a particular specialty area of nonlinear regression an introduction to that area of nonlinear regression and access to the appropriate references . . . Nonlinear Regression provides by far the broadest discussion of nonlinear regression models currently available and will be a valuable addition to the library of anyone interested in understanding and using such models including the statistical researcher." –Mathematical Reviews

Applied Statistics in Agricultural, Biological, and Environmental Sciences

Applied Statistics in Agricultural, Biological, and Environmental Sciences
Author: Barry Glaz
Publisher: John Wiley & Sons
Total Pages: 672
Release: 2020-01-22
Genre: Technology & Engineering
ISBN: 0891183590

Better experimental design and statistical analysis make for more robust science. A thorough understanding of modern statistical methods can mean the difference between discovering and missing crucial results and conclusions in your research, and can shape the course of your entire research career. With Applied Statistics, Barry Glaz and Kathleen M. Yeater have worked with a team of expert authors to create a comprehensive text for graduate students and practicing scientists in the agricultural, biological, and environmental sciences. The contributors cover fundamental concepts and methodologies of experimental design and analysis, and also delve into advanced statistical topics, all explored by analyzing real agronomic data with practical and creative approaches using available software tools. IN PRESS! This book is being published according to the “Just Published” model, with more chapters to be published online as they are completed.

Nonlinear Regression Analysis and Its Applications

Nonlinear Regression Analysis and Its Applications
Author: Douglas M. Bates
Publisher: Wiley-Interscience
Total Pages: 398
Release: 2007-04-23
Genre: Mathematics
ISBN:

Provides a presentation of the theoretical, practical, and computational aspects of nonlinear regression. There is background material on linear regression, including a geometrical development for linear and nonlinear least squares.

Recent Advances in Total Least Squares Techniques and Errors-in-variables Modeling

Recent Advances in Total Least Squares Techniques and Errors-in-variables Modeling
Author: Sabine van Huffel
Publisher: SIAM
Total Pages: 404
Release: 1997-01-01
Genre: Mathematics
ISBN: 9780898713930

An overview of the computational issues; statistical, numerical, and algebraic properties, and new generalizations and applications of advances on TLS and EIV models. Experts from several disciplines prepared overview papers which were presented at the conference and are included in this book.

Advanced Methodologies and Technologies in Business Operations and Management

Advanced Methodologies and Technologies in Business Operations and Management
Author: Khosrow-Pour, D.B.A., Mehdi
Publisher: IGI Global
Total Pages: 1482
Release: 2018-09-14
Genre: Business & Economics
ISBN: 1522573631

Businesses consistently work on new projects, products, and workflows to remain competitive and successful in the modern business environment. To remain zealous, businesses must employ the most effective methods and tools in human resources, project management, and overall business plan execution as competitors work to succeed as well. Advanced Methodologies and Technologies in Business Operations and Management provides emerging research on business tools such as employee engagement, payout policies, and financial investing to promote operational success. While highlighting the challenges facing modern organizations, readers will learn how corporate social responsibility and utilizing artificial intelligence improve a company’s culture and management. This book is an ideal resource for executives and managers, researchers, accountants, and financial investors seeking current research on business operations and management.

Elements of Nonlinear Time Series Analysis and Forecasting

Elements of Nonlinear Time Series Analysis and Forecasting
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.

Recent Advances In Statistical Methods, Proceedings Of Statistics 2001 Canada: The 4th Conference In Applied Statistics

Recent Advances In Statistical Methods, Proceedings Of Statistics 2001 Canada: The 4th Conference In Applied Statistics
Author: Yogendra P Chaubey
Publisher: World Scientific
Total Pages: 378
Release: 2002-11-21
Genre: Mathematics
ISBN: 1783261145

This volume consists of research papers dealing with computational and methodological issues of statistical methods on the cutting edge of modern science. It touches on many applied fields such as Bayesian Methods, Biostatistics, Econometrics, Finite Population Sampling, Genomics, Linear and Nonlinear Models, Networks and Queues, Survival Analysis, Time Series, and many more.