Handbook of Discrete-Valued Time Series

Author: Richard A. Davis,Scott H. Holan,Robert Lund,Nalini Ravishanker

Publisher: CRC Press

ISBN: 1466577746

Category: Mathematics

Page: 464

View: 7408

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 can be applied to other types of discrete-valued time series, such as binary-valued or categorical time series. Explore a Balanced Treatment of Frequentist and Bayesian Perspectives Accessible to graduate-level students who have taken an elementary class in statistical time series analysis, the book begins with the history and current methods for modeling and analyzing univariate count series. It next discusses diagnostics and applications before proceeding to binary and categorical time series. The book then provides a guide to modern methods for discrete-valued spatio-temporal data, illustrating how far modern applications have evolved from their roots. The book ends with a focus on multivariate and long-memory count series. Get Guidance from Masters in the Field Written by a cohesive group of distinguished contributors, this handbook provides a unified account of the diverse techniques available for observation- and parameter-driven models. It covers likelihood and approximate likelihood methods, estimating equations, simulation methods, and a Bayesian approach for model fitting.

An Introduction to Discrete-Valued Time Series

Author: Christian H. Weiss

Publisher: John Wiley & Sons

ISBN: 1119096960

Category: Mathematics

Page: 304

View: 8103

A first approach for modeling time series of counts : the thinning-based INAR (1) model -- Further thinning-based models for count time series -- INGARCH models for count time series -- Further models for count time series -- Analyzing categorical time series -- Models for categorical time series -- Control charts for count processes -- Control charts for categorical processes

Bayesian Analysis of Time Series

Author: Lyle D. Broemeling

Publisher: CRC Press

ISBN: 0429948913

Category: Mathematics

Page: 280

View: 1027

In many branches of science relevant observations are taken sequentially over time. Bayesian Analysis of Time Series discusses how to use models that explain the probabilistic characteristics of these time series and then utilizes the Bayesian approach to make inferences about their parameters. This is done by taking the prior information and via Bayes theorem implementing Bayesian inferences of estimation, testing hypotheses, and prediction. The methods are demonstrated using both R and WinBUGS. The R package is primarily used to generate observations from a given time series model, while the WinBUGS packages allows one to perform a posterior analysis that provides a way to determine the characteristic of the posterior distribution of the unknown parameters. Features Presents a comprehensive introduction to the Bayesian analysis of time series. Gives many examples over a wide variety of fields including biology, agriculture, business, economics, sociology, and astronomy. Contains numerous exercises at the end of each chapter many of which use R and WinBUGS. Can be used in graduate courses in statistics and biostatistics, but is also appropriate for researchers, practitioners and consulting statisticians. About the author Lyle D. Broemeling, Ph.D., is Director of Broemeling and Associates Inc., and is a consulting biostatistician. He has been involved with academic health science centers for about 20 years and has taught and been a consultant at the University of Texas Medical Branch in Galveston, The University of Texas MD Anderson Cancer Center and the University of Texas School of Public Health. His main interest is in developing Bayesian methods for use in medical and biological problems and in authoring textbooks in statistics. His previous books for Chapman & Hall/CRC include Bayesian Biostatistics and Diagnostic Medicine, and Bayesian Methods for Agreement.

Handbook Of Medical Statistics

Author: Fang Ji-qian

Publisher: #N/A

ISBN: 9813148977

Category: Medical

Page: 852

View: 318

This unique volume focuses on the "tools" of medical statistics. It contains over 500 concepts or methods, all of which are explained very clearly and in detail. Each chapter focuses on a specific field and its applications. There are about 20 items in each chapter with each item independent of one another and explained within one page (plus references). The structure of the book makes it extremely handy for solving targeted problems in this area. As the goal of the book is to encourage students to learn more combinatorics, every effort has been made to provide them with a not only useful, but also enjoyable and engaging reading. This handbook plays the role of "tutor" or "advisor" for teaching and further learning. It can also be a useful source for "MOOC-style teaching".

A Handbook of Time-series Analysis, Signal Processing and Dynamics

Author: D. S. G. Pollock

Publisher: Academic Press

ISBN: 9780125609906

Category: Technology & Engineering

Page: 733

View: 5051

The aim of this book is to serve as a graduate text and reference in time series analysis and signal processing, two closely related subjects that are the concern of a wide range of disciplines, such as statistics, electrical engineering, mechanical engineering and physics. The book provides a CD-ROM containing codes in PASCAL and C for the computer procedures printed in the book. It also furnishes a complete program devoted to the statistical analysis of time series, which will be attractive to a wide range of academics working in diverse mathematical disciplines.

Robustness in Statistical Forecasting

Author: Yuriy Kharin

Publisher: Springer Science & Business Media

ISBN: 3319008404

Category: Mathematics

Page: 356

View: 766

This book offers solutions to such topical problems as developing mathematical models and descriptions of typical distortions in applied forecasting problems; evaluating robustness for traditional forecasting procedures under distortionism and more.

Handbook of Computational Statistics

Concepts and Methods

Author: James E. Gentle,Wolfgang Karl Härdle,Yuichi Mori

Publisher: Springer Science & Business Media

ISBN: 3642215513

Category: Computers

Page: 1192

View: 834

The Handbook of Computational Statistics - Concepts and Methods (second edition) is a revision of the first edition published in 2004, and contains additional comments and updated information on the existing chapters, as well as three new chapters addressing recent work in the field of computational statistics. This new edition is divided into 4 parts in the same way as the first edition. It begins with "How Computational Statistics became the backbone of modern data science" (Ch.1): an overview of the field of Computational Statistics, how it emerged as a separate discipline, and how its own development mirrored that of hardware and software, including a discussion of current active research. The second part (Chs. 2 - 15) presents several topics in the supporting field of statistical computing. Emphasis is placed on the need for fast and accurate numerical algorithms, and some of the basic methodologies for transformation, database handling, high-dimensional data and graphics treatment are discussed. The third part (Chs. 16 - 33) focuses on statistical methodology. Special attention is given to smoothing, iterative procedures, simulation and visualization of multivariate data. Lastly, a set of selected applications (Chs. 34 - 38) like Bioinformatics, Medical Imaging, Finance, Econometrics and Network Intrusion Detection highlight the usefulness of computational statistics in real-world applications.

The Oxford Handbook of Panel Data

Author: Badi H. Baltagi

Publisher: Oxford University Press

ISBN: 0190210826

Category: Business & Economics

Page: 512

View: 9301

The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.

Finite-Elemente-Methoden

Author: Klaus-Jürgen Bathe

Publisher: Springer Verlag

ISBN: 9783540668060

Category: Technology & Engineering

Page: 1253

View: 7766

Dieses Lehr- und Handbuch behandelt sowohl die elementaren Konzepte als auch die fortgeschrittenen und zukunftsweisenden linearen und nichtlinearen FE-Methoden in Statik, Dynamik, Festkörper- und Fluidmechanik. Es wird sowohl der physikalische als auch der mathematische Hintergrund der Prozeduren ausführlich und verständlich beschrieben. Das Werk enthält eine Vielzahl von ausgearbeiteten Beispielen, Rechnerübungen und Programmlisten. Als Übersetzung eines erfolgreichen amerikanischen Lehrbuchs hat es sich in zwei Auflagen auch bei den deutschsprachigen Ingenieuren etabliert. Die umfangreichen Änderungen gegenüber der Vorauflage innerhalb aller Kapitel - vor allem aber der fortgeschrittenen - spiegeln die rasche Entwicklung innerhalb des letzten Jahrzehnts auf diesem Gebiet wieder.

Erfolg bei Studienarbeiten, Referaten und Prüfungen

Alles, was Studierende wissen sollten

Author: Steffen Stock,Patricia Schneider,Elisabeth Peper,Eva Molitor

Publisher: Springer

ISBN: 9783540888154

Category: Social Science

Page: 208

View: 9443

Die Autoren vermitteln in diesem Buch Techniken, mit denen sich alle Prüfungsformen im Rahmen des Studiums meistern lassen. Zu den Instrumenten gehören Lese- und Schreibtechniken sowie die gezielte Vorbereitung auf Referate. Hochschuldozenten selbst schildern in dem Band, was sie von den Studenten erwarten. Der interdisziplinäre Ratgeber präsentiert das geballte Wissen vieler Hochschulabsolventen und ist für Studierende aller Disziplinen geeignet.

Zeitreihenmodelle

Author: Andrew C. Harvey

Publisher: Walter de Gruyter GmbH & Co KG

ISBN: 3486786741

Category: Business & Economics

Page: 396

View: 7606

Gegenstand des Werkes sind Analyse und Modellierung von Zeitreihen. Es wendet sich an Studierende und Praktiker aller Disziplinen, in denen Zeitreihenbeobachtungen wichtig sind.

Die Berechnung der Zukunft

Warum die meisten Prognosen falsch sind und manche trotzdem zutreffen - Der New York Times Bestseller

Author: Nate Silver

Publisher: Heyne Verlag

ISBN: 3641112702

Category: Business & Economics

Page: 656

View: 3598

Zuverlässige Vorhersagen sind doch möglich! Nate Silver ist der heimliche Gewinner der amerikanischen Präsidentschaftswahlen 2012: ein begnadeter Statistiker, als »Prognose-Popstar« und »Wundernerd« weltberühmt geworden. Er hat die Wahlergebnisse aller 50 amerikanischen Bundesstaaten absolut exakt vorausgesagt – doch damit nicht genug: Jetzt zeigt Nate Silver, wie seine Prognosen in Zukunft Terroranschläge, Umweltkatastrophen und Finanzkrisen verhindern sollen. Gelingt ihm die Abschaffung des Zufalls? Warum werden Wettervorhersagen immer besser, während die Terrorattacken vom 11.09.2001 niemand kommen sah? Warum erkennen Ökonomen eine globale Finanzkrise nicht einmal dann, wenn diese bereits begonnen hat? Das Problem ist nicht der Mangel an Informationen, sondern dass wir die verfügbaren Daten nicht richtig deuten. Zuverlässige Prognosen aber würden uns helfen, Zufälle und Ungewissheiten abzuwehren und unser Schicksal selbst zu bestimmen. Nate Silver zeigt, dass und wie das geht. Erstmals wendet er seine Wahrscheinlichkeitsrechnung nicht nur auf Wahlprognosen an, sondern auf die großen Probleme unserer Zeit: die Finanzmärkte, Ratingagenturen, Epidemien, Erdbeben, den Klimawandel, den Terrorismus. In all diesen Fällen gibt es zahlreiche Prognosen von Experten, die er überprüft – und erklärt, warum sie meist falsch sind. Gleichzeitig schildert er, wie es gelingen kann, im Rauschen der Daten die wesentlichen Informationen herauszufiltern. Ein unterhaltsamer und spannender Augenöffner!

Encyclopedia of Animal Behavior

Author: Michael D. Breed,Janice Moore

Publisher: Academic Press

ISBN: 9780080453330

Category: Science

Page: 2672

View: 988

The Encyclopedia of Animal Behavior has engaged-with great success-the efforts of many of the best behavioral biologists of the 21st century. Section editors drawn from the most accomplished behavioral scientists of their generation have enrolled an international cast of highly respected thinkers and writers-all of whom have taken great care and joy in illuminating every imaginable corner of animal behavior. This comprehensive work covers not only the usual topics such as communication, learning, sexual selection, navigation, and the history of the field, but also emerging topics in cognition, animal welfare, conservation, and applications of animal behavior. The large section on animal cognition brings together many of the world's experts on the subject to provide a comprehensive overview of this rapidly developing area. Chapters relating to animal welfare give a full view of behavioral interactions of humans with companion animals, farm animals, and animals in the wild. The key role of animal behavior in conservation biology receives broad attention, including chapters on topics such as the effects of noise pollution, captive breeding, and how the behavioral effects of parasites interacts with conservation issues. Animal behavior in environmental biology is highlighted in chapters on the effects of endocrine disruptors on behavior and a large number of chapters on key species, such as wolves, chimpanzees, hyenas and sharks. Clear, accessible writing complements a wealth of information for undergraduate college students about the essential concepts of animal behavior and the application of those concepts across the field. In-depth coverage of concepts, methods, and exemplar organisms serves the needs of graduate students and professionals in the field. From the use of behavior in assessing the welfare of pigs to the social behavior of insects, from animal empathy to bat brains, this authoritative reference, with its in-depth introductory articles, rich array of illustrations, interactive cross-referenced links, and numerous suggested readings, can guide the student or the professional to an expanded appreciation of the far-flung world of animal behavior. An invaluable tool for teaching and a source of enrichment and detail for any topic covered in an animal behavior course, the Encyclopedia of Animal Behavior is the definitive reference work in its field and will be for years to come. Comprehensive work which covers the usual topics along with emerging areas of animal behavior This encyclopedia contains clear, accessible writing and is well illustrated, including an online video, complimenting a wealth of information. As an online reference, this work will be subject to period updating. This ensures that the work always remains current. Contains in-depth introductions to the material that make each well-illustrated section come alive with the best the new content the discipline has to offer Glossary includes a compendium of behavioral terms that form a succinct mosaic of virtually every concept and phenomenon related to animal behavior Section editors, drawn from around the world, represent the best and the brightest among today's behavioral biologists and have recruited a broad range of internationally recognized experts. Editors-in-Chief are experienced scientists and writers who between them have authored or edited eight books and teach courses in animal behavior at their respective universities.