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1. |
Record Nr. |
UNINA9910438069303321 |
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Autore |
Kirchgässner Gebhard |
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Titolo |
Introduction to Modern Time Series Analysis / / by Gebhard Kirchgässner, Jürgen Wolters, Uwe Hassler |
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Pubbl/distr/stampa |
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Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 |
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ISBN |
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Edizione |
[2nd ed. 2013.] |
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Descrizione fisica |
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1 online resource (325 p.) |
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Collana |
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Springer Texts in Business and Economics, , 2192-4333 |
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Disciplina |
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Soggetti |
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Econometrics |
Statistics |
Game theory |
Macroeconomics |
Statistics for Business, Management, Economics, Finance, Insurance |
Game Theory, Economics, Social and Behav. Sciences |
Macroeconomics/Monetary Economics//Financial Economics |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Introduction and Basics -- Univariate Stationary Processes -- Granger Causality -- Vector Autoregressive Processes -- Nonstationary Processes -- Cointegration -- Nonstationary Panel Data -- Autoregressive Conditional Heteroscedasticity. |
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Sommario/riassunto |
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This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series |
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with autogressive conditional heteroskedastic models is also treated. . |
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2. |
Record Nr. |
UNINA9910734900803321 |
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Autore |
Guzmán José Luis |
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Titolo |
Automatic control with interactive tools / / José Luis Guzmán, Ramon Costa-Castelló, Manuel Berenguel, Sebastián Dormido |
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Pubbl/distr/stampa |
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Cham, Switzerland : , : Springer International Publishing, , [2023] |
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ISBN |
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Edizione |
[1st ed. 2023.] |
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Descrizione fisica |
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1 online resource (366 pages) |
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Disciplina |
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Soggetti |
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Automatic control |
System theory |
Control theory |
Computer science |
Engineering mathematics |
Engineering—Data processing |
Control and Systems Theory |
Systems Theory, Control |
Computer Science |
Mathematical and Computational Engineering Applications |
Control automàtic |
Llibres electrònics |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di contenuto |
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1. Introduction -- 2. From Nonlinear Physical Models to Linear Models -- 3. Time Response -- 4. Frequency Response -- 5. Relationship Between Model Parameters with Physical Models -- 6. Closed-Loop Systems and Stability -- 7. Control Systems Design -- 8. Control of Physical Systems -- 9. Introduction to Control Systems Design in State Space. |
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Sommario/riassunto |
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Automatic Control with Interactive Tools is a textbook for |
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undergraduate study of automatic control. Providing a clear course structure, and covering concepts taught in engineering degrees, this book is an ideal companion to those studying or teaching automatic control. The authors have used this text successfully to teach their students. By providing unique interactive tools, which have been designed to illustrate the most important automatic control concepts, Automatic Control with Interactive Tools helps students overcome the potential barriers presented by the significant mathematical content of automatic control courses. Even when they have previously had only the benefit of an introductory control course, the software tools presented will help readers to get to grips with the use of such techniques as differential equations, linear algebra, and differential geometry. This textbook covers the breadth of automatic control topics, including time responses of dynamic systems, the Nyquist criterion and PID control. It switches smoothly between analytical and practical approaches. Automatic Control with Interactive Tools offers a clear introduction to automatic control, ideal for undergraduate students, instructors and anyone wishing to familiarize themselves with the fundamentals of the subject. |
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