Linear Time Series with MATLAB and OCTAVE / Víctor Gómez |
Autore | Gómez, Víctor |
Pubbl/distr/stampa | Cham, : Springer, 2019 |
Descrizione fisica | xvii, 339 p. : ill. ; 24 cm |
Soggetto topico |
62Mxx - Inference from stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 62R07 - Statistical aspects of big data and data science [MSC 2020] 62Jxx - Linear inference, regression [MSC 2020] 68T09 - Computational aspects of data analysis and big data [MSC 2020] |
Soggetto non controllato |
Kalman Filter
Linear time series MATLAB Model estimation Multivariate time series OCTAVE platform Package SSMMATLAB Signal extraction State-space models Univariate time series VARMA and ARIMA models VARMAX and transfer function models |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0126972 |
Gómez, Víctor
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Cham, : Springer, 2019 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
|
Linear Time Series with MATLAB and OCTAVE / Víctor Gómez |
Autore | Gómez, Víctor |
Edizione | [Cham : Springer, 2019] |
Pubbl/distr/stampa | xvii, 339 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
62Mxx - Inference from stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 62R07 - Statistical aspects of big data and data science [MSC 2020] 62Jxx - Linear inference, regression [MSC 2020] 68T09 - Computational aspects of data analysis and big data [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0126972 |
Gómez, Víctor
![]() |
||
xvii, 339 p., : ill. ; 24 cm | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Multivariate time series with linear state space structure / Víctor Gómez |
Autore | Gómez, Víctor |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | XVII, 541 p. ; 24 cm |
Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 37M10 - Time series analysis of dynamical systems [MSC 2020] 65Fxx - Numerical linear algebra [MSC 2020] 93E10 - Estimation and detection in stochastic control theory [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
Soggetto non controllato |
Algorithms for state space models
Forecasting Kalman Filter MATLAB Multivariate time series Signal extraction Smoothing State-space models Time series Wiener-Kolmogorov theory |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0115013 |
Gómez, Víctor
![]() |
||
[Cham], : Springer, 2016 | ||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Multivariate time series with linear state space structure / Víctor Gómez |
Autore | Gómez, Víctor |
Edizione | [[Cham] : Springer, 2016] |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
60Gxx - Stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 37M10 - Time series analysis of dynamical systems [MSC 2020] 65Fxx - Numerical linear algebra [MSC 2020] 93E10 - Estimation and detection in stochastic control theory [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0115013 |
Gómez, Víctor
![]() |
||
![]() | ||
Lo trovi qui: Univ. Vanvitelli | ||
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