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Regression Models for Time Series Analysis

Regression Models for Time Series Analysis

Author: Benjamin Kedem

Publisher: John Wiley & Sons

ISBN: 9780471461685

Category: Mathematics

Page: 360

View: 868

A thorough review of the most current regression methods in timeseries analysis Regression methods have been an integral part of time seriesanalysis for over a century. Recently, new developments have mademajor strides in such areas as non-continuous data where a linearmodel is not appropriate. This book introduces the reader to newerdevelopments and more diverse regression models and methods fortime series analysis. Accessible to anyone who is familiar with the basic modern conceptsof statistical inference, Regression Models for Time SeriesAnalysis provides a much-needed examination of recent statisticaldevelopments. Primary among them is the important class of modelsknown as generalized linear models (GLM) which provides, under someconditions, a unified regression theory suitable for continuous,categorical, and count data. The authors extend GLM methodology systematically to time serieswhere the primary and covariate data are both random andstochastically dependent. They introduce readers to variousregression models developed during the last thirty years or so andsummarize classical and more recent results concerning state spacemodels. To conclude, they present a Bayesian approach to predictionand interpolation in spatial data adapted to time series that maybe short and/or observed irregularly. Real data applications andfurther results are presented throughout by means of chapterproblems and complements. Notably, the book covers: * Important recent developments in Kalman filtering, dynamic GLMs,and state-space modeling * Associated computational issues such as Markov chain, MonteCarlo, and the EM-algorithm * Prediction and interpolation * Stationary processes
Ordinal Time Series Analysis
Language: en
Pages: 266

Ordinal Time Series Analysis

Authors: Timothy W. Ruefli
Categories: Business & Economics
Type: BOOK - Published: 1990 - Publisher: Praeger

This book offers a comprehensive introduction to the methodology and applications of ordinal time series analysis. Particularly useful for managers who seek a reliable and accessible means of analyzing the strategic performance of firms, products, industries, or political entities, the ordinal time series approach uses simple data, longitudinal analysis, and
Lean Manufacturing
Language: en
Pages: 288

Lean Manufacturing

Authors: John X. Wang
Categories: Technology & Engineering
Type: BOOK - Published: 2010-08-12 - Publisher: CRC Press

The delivery of real bottom-line results from manufacturing improvements has proven to be much harder than expected for most companies. TQM, Zero-Defect Manufacturing, and Business Process Re-engineering have dropped off the landscape for taking much too long and failing to deliver the promised results. Lean Six Sigma is now experiencing
Regression Models for Time Series Analysis
Language: en
Pages: 360

Regression Models for Time Series Analysis

Authors: Benjamin Kedem, Konstantinos Fokianos
Categories: Mathematics
Type: BOOK - Published: 2005-03-11 - Publisher: John Wiley & Sons

A thorough review of the most current regression methods in timeseries analysis Regression methods have been an integral part of time seriesanalysis for over a century. Recently, new developments have mademajor strides in such areas as non-continuous data where a linearmodel is not appropriate. This book introduces the reader to
Advanced Methods of Electrophysiological Signal Analysis and Symbol Grounding?
Language: en
Pages: 328

Advanced Methods of Electrophysiological Signal Analysis and Symbol Grounding?

Authors: Carsten Allefeld, Peter Beim Graben, Jürgen Kurths
Categories: Psychology
Type: BOOK - Published: 2008 - Publisher: Nova Publishers

What is the origin of meaning? How does the brain achieve symbolic computation? What are the neural correlates of cognitive processes? These challenging questions at the borderline between neuroscience, cognitive science, nonlinear dynamics, and philosophy are related to the symbol grounding problem: How is the meaning of words and utterances
Time Series Analysis and Forecasting
Language: en
Pages: 384

Time Series Analysis and Forecasting

Authors: Ignacio Rojas, Héctor Pomares
Categories: Business & Economics
Type: BOOK - Published: 2016-05-30 - Publisher: Springer

This volume presents selected peer-reviewed contributions from The International Work-Conference on Time Series, ITISE 2015, held in Granada, Spain, July 1-3, 2015. It discusses topics in time series analysis and forecasting, advanced methods and online learning in time series, high-dimensional and complex/big data time series as well as forecasting in

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