Info
Linear Time Series with MATLAB and OCTAVE / Víctor Gómez
| 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 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Linear Time Series with MATLAB and OCTAVE / Víctor Gómez
| 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 |
62-XX - Statistics [MSC 2020]
62Jxx - Linear inference, regression [MSC 2020] 62Mxx - Inference from stochastic processes [MSC 2020] 62R07 - Statistical aspects of big data and data science [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-VAN00126972 |
|
Gómez, Víctor
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||
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Multivariate time series with linear state space structure / Víctor Gómez
| 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 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Multivariate time series with linear state space structure / Víctor Gómez
| 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 |
37M10 - Time series analysis of dynamical systems [MSC 2020]
60Gxx - Stochastic processes [MSC 2020] 62-XX - Statistics [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 65Fxx - Numerical linear algebra [MSC 2020] 93E10 - Estimation and detection in stochastic control theory [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-VAN00115013 |
|
Gómez, Víctor
|
||
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Seasonal adjustment methods and real time trend-cycle estimation / Estela Bee Dagum, Silvia Bianconcini
| Seasonal adjustment methods and real time trend-cycle estimation / Estela Bee Dagum, Silvia Bianconcini |
| Autore | Bee Dagum, Estela |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XVI, 283 p. : ill. ; 24 cm |
| Altri autori (Persone) | Bianconcini, Silvia |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P25 - Applications of statistics to social sciences [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 91B64 - Macro-economic models (monetary models, models of taxation) [MSC 2020] |
| Soggetto non controllato |
Census Method II
Nonparametric linear filters Real time trend-cycle prediction Reproducing kernel Hilbert space Seasonal adjustment Signal extraction Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115344 |
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Bee Dagum, Estela
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||
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Seasonal adjustment methods and real time trend-cycle estimation / Estela Bee Dagum, Silvia Bianconcini
| Seasonal adjustment methods and real time trend-cycle estimation / Estela Bee Dagum, Silvia Bianconcini |
| Autore | Bee Dagum, Estela |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XVI, 283 p. : ill. ; 24 cm |
| Altri autori (Persone) | Bianconcini, Silvia |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P25 - Applications of statistics to social sciences [MSC 2020] 91B64 - Macro-economic models (monetary models, models of taxation) [MSC 2020] |
| Soggetto non controllato |
Census Method II
Nonparametric linear filters Real time trend-cycle prediction Reproducing kernel Hilbert space Seasonal adjustment Signal extraction Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00115344 |
|
Bee Dagum, Estela
|
||
| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Singular Spectrum Analysis for Time Series / Nina Golyandina, Anatoly Zhigljavsky
| Singular Spectrum Analysis for Time Series / Nina Golyandina, Anatoly Zhigljavsky |
| Autore | Golyandina, Nina |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Berlin, : Springer, 2020 |
| Descrizione fisica | ix, 146 p. : ill. ; 24 cm |
| Altri autori (Persone) | Zhigljavsky, Anatoly |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M15 - Inference from stochastic processes and spectral analysis [MSC 2020] 60G25 - Prediction theory (aspects of stochastic processes) [MSC 2020] |
| Soggetto non controllato |
Forecasting
Multivariate Singular Spectrum Analysis Signal extraction Signal processing Singular value decomposition Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0248486 |
|
Golyandina, Nina
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||
| Berlin, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Singular Spectrum Analysis for Time Series / Nina Golyandina, Anatoly Zhigljavsky
| Singular Spectrum Analysis for Time Series / Nina Golyandina, Anatoly Zhigljavsky |
| Autore | Golyandina, Nina |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Berlin, : Springer, 2020 |
| Descrizione fisica | ix, 146 p. : ill. ; 24 cm |
| Altri autori (Persone) | Zhigljavsky, Anatoly A. |
| Soggetto topico |
60G25 - Prediction theory (aspects of stochastic processes) [MSC 2020]
62-XX - Statistics [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M15 - Inference from stochastic processes and spectral analysis [MSC 2020] |
| Soggetto non controllato |
Forecasting
Multivariate Singular Spectrum Analysis Signal extraction Signal processing Singular value decomposition Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00248486 |
|
Golyandina, Nina
|
||
| Berlin, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||