Automatic trend estimation

Nonfiction, Science & Nature, Science, Physics, Mathematical Physics, General Physics
Cover of the book Automatic trend estimation by C˘alin Vamos¸, Maria Cr˘aciun, Springer Netherlands
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: C˘alin Vamos¸, Maria Cr˘aciun ISBN: 9789400748255
Publisher: Springer Netherlands Publication: September 14, 2012
Imprint: Springer Language: English
Author: C˘alin Vamos¸, Maria Cr˘aciun
ISBN: 9789400748255
Publisher: Springer Netherlands
Publication: September 14, 2012
Imprint: Springer
Language: English

Our book introduces a method to evaluate the accuracy of trend estimation algorithms under conditions similar to those encountered in real time series processing. This method is based on Monte Carlo experiments with artificial time series numerically generated by an original algorithm. The second part of the book contains several automatic algorithms for trend estimation and time series partitioning. The source codes of the computer programs implementing these original automatic algorithms are given in the appendix and will be freely available on the web. The book contains clear statement of the conditions and the approximations under which the algorithms work, as well as the proper interpretation of their results. We illustrate the functioning of the analyzed algorithms by processing time series from astrophysics, finance, biophysics, and paleoclimatology. The numerical experiment method extensively used in our book is already in common use in computational and statistical physics.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Our book introduces a method to evaluate the accuracy of trend estimation algorithms under conditions similar to those encountered in real time series processing. This method is based on Monte Carlo experiments with artificial time series numerically generated by an original algorithm. The second part of the book contains several automatic algorithms for trend estimation and time series partitioning. The source codes of the computer programs implementing these original automatic algorithms are given in the appendix and will be freely available on the web. The book contains clear statement of the conditions and the approximations under which the algorithms work, as well as the proper interpretation of their results. We illustrate the functioning of the analyzed algorithms by processing time series from astrophysics, finance, biophysics, and paleoclimatology. The numerical experiment method extensively used in our book is already in common use in computational and statistical physics.

More books from Springer Netherlands

Cover of the book Kant's Critique of Pure Reason by C˘alin Vamos¸, Maria Cr˘aciun
Cover of the book Mathematical Modeling of Biosensors by C˘alin Vamos¸, Maria Cr˘aciun
Cover of the book Language and Illumination by C˘alin Vamos¸, Maria Cr˘aciun
Cover of the book The Law in Philosophical Perspectives by C˘alin Vamos¸, Maria Cr˘aciun
Cover of the book Soviet Historiography of Philosophy by C˘alin Vamos¸, Maria Cr˘aciun
Cover of the book Women’s Higher Education in Comparative Perspective by C˘alin Vamos¸, Maria Cr˘aciun
Cover of the book Sealing of Boreholes and Underground Excavations in Rock by C˘alin Vamos¸, Maria Cr˘aciun
Cover of the book Regulating Chemical Risks by C˘alin Vamos¸, Maria Cr˘aciun
Cover of the book The Carnitine System by C˘alin Vamos¸, Maria Cr˘aciun
Cover of the book Rethinking Logic: Logic in Relation to Mathematics, Evolution, and Method by C˘alin Vamos¸, Maria Cr˘aciun
Cover of the book Lampreys: Biology, Conservation and Control by C˘alin Vamos¸, Maria Cr˘aciun
Cover of the book STROMATOLITES: Interaction of Microbes with Sediments by C˘alin Vamos¸, Maria Cr˘aciun
Cover of the book Crime Modeling and Mapping Using Geospatial Technologies by C˘alin Vamos¸, Maria Cr˘aciun
Cover of the book Logic and Ethics by C˘alin Vamos¸, Maria Cr˘aciun
Cover of the book Argument, Inference and Dialectic by C˘alin Vamos¸, Maria Cr˘aciun
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy