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An Introduction to Sequential Monte Carlo / Nicolas Chopin, Omiros Papaspiliopoulos
| An Introduction to Sequential Monte Carlo / Nicolas Chopin, Omiros Papaspiliopoulos |
| Autore | Chopin, Nicolas |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xxvi, 559 p. : ill. ; 24 cm |
| Altri autori (Persone) | Papaspiliopoulos, Omiros |
| Soggetto topico |
65C05 - Monte Carlo methods [MSC 2020]
62-XX - Statistics [MSC 2020] 62M05 - Markov processes: estimation; hidden Markov models [MSC 2020] 62L12 - Sequential estimation [MSC 2020] |
| Soggetto non controllato |
Bayesian Inference
Data-driven science, modeling and theory building Feynman-Kac models Hidden Markov models Markov Chain Monte Carlo Particle filter Sequential Monte Carlo Sequential learning State-space models |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0248680 |
Chopin, Nicolas
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Applied Time Series Analysis and Forecasting with Python / Changquan Huang, Alla Petukhina
| Applied Time Series Analysis and Forecasting with Python / Changquan Huang, Alla Petukhina |
| Autore | Huang, Changquan |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | x, 372 p. : ill. ; 24 cm |
| Altri autori (Persone) | Petukhina, Alla |
| Soggetto non controllato |
Artificial Intelligence
Big data analysis Data Visualization Data science Financial Time Series Forecasting Machine Learning for Time Series Markov switching models Multivariate time series Nonstationary Time Series Python State-space models Stationary Time Series Time Series Analysis |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0276890 |
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Huang, Changquan
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| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Bayesian Inference of State Space Models : Kalman Filtering and Beyond / Kostas Triantafyllopoulos
| Bayesian Inference of State Space Models : Kalman Filtering and Beyond / Kostas Triantafyllopoulos |
| Autore | Triantafyllopoulos, Kostas |
| Pubbl/distr/stampa | Cham, : Springer, 2021 |
| Descrizione fisica | xv, 495 p. : ill. ; 24 cm |
| Soggetto topico |
93E11 - Filtering in stochastic control theory [MSC 2020]
62-XX - Statistics [MSC 2020] 62F15 - Bayesian inference [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 62P30 - Applications of statistics in engineering and industry; control charts [MSC 2020] 93E03 - Stochastic systems in control theory (general) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
| Soggetto non controllato |
Bayesian estimation
Bayesian forecasting Control theory Dynamic models Financial Time Series Non Gaussian time series Sequential Monte Carlo State space in dynamic systems State-space models Stochastic volatility Systems stability Volatility models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0274587 |
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Triantafyllopoulos, Kostas
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| Cham, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Capture-Recapture: Parameter Estimation for Open Animal Populations / George A. F. Seber, Matthew R. Schofield
| Capture-Recapture: Parameter Estimation for Open Animal Populations / George A. F. Seber, Matthew R. Schofield |
| Autore | Seber, George Arthur F. |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xix, 663 p. : ill. ; 24 cm |
| Altri autori (Persone) | Schofield, Matthew R. |
| Soggetto topico |
62F10 - Point estimation [MSC 2020]
62Dxx - Statistical sampling theory and related topics [MSC 2020] 62P12 - Applications of statistics to environmental and related topics [MSC 2020] |
| Soggetto non controllato |
Acoustic tags
Animal migration Bayesian models Capture-mark-recapture Cormack-Jolly –Seber models GPS Genetic markers Monte Carlo Recapture Methods Ring recovery data State-space models Survival estimation Time series models |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0126757 |
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Seber, George Arthur F.
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Introduction to time series and forecasting / Peter J. Brockwell, Richard A. Davis
| Introduction to time series and forecasting / Peter J. Brockwell, Richard A. Davis |
| Autore | Brockwell, Peter J. |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | [Cham], : Springer, 2016 |
| Descrizione fisica | XIV, 425 p. : ill. ; 24 cm |
| Altri autori (Persone) | Davis, Richard A. |
| Soggetto topico |
60J65 - Brownian motion [MSC 2020]
62-XX - Statistics [MSC 2020] 62H05 - Characterization and structure theory for multivariate probability distributions; copulas [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62M15 - Inference from stochastic processes and spectral analysis [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 62P30 - Applications of statistics in engineering and industry; control charts [MSC 2020] 62P25 - Applications of statistics to social sciences [MSC 2020] 62P35 - Applications of statistics to physics [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 60G25 - Prediction theory (aspects of stochastic processes) [MSC 2020] |
| Soggetto non controllato |
Financial Time Series
Forecasting Forecasting techniques ITSM2000 Multivariate time series Spectral Analysis State-space models Stationary processes Univariate time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0114899 |
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Brockwell, Peter J.
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| [Cham], : Springer, 2016 | ||
| 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 |
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 |
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Gómez, Víctor
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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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 |
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Gómez, Víctor
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| [Cham], : Springer, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stable and Efficient Cubature-based Filtering in Dynamical Systems / Dominik Ballreich
| Stable and Efficient Cubature-based Filtering in Dynamical Systems / Dominik Ballreich |
| Autore | Ballreich, Dominik |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xvii, 160 p. : ill. ; 24 cm |
| Soggetto topico |
65-XX - Numerical analysis [MSC 2020]
65D30 - Numerical integration [MSC 2020] 62F15 - Bayesian inference [MSC 2020] 62-08 - Computational methods for problems pertaining to statistics [MSC 2020] |
| Soggetto non controllato |
Cubature Kalman filter
Deterministic numerical integration Filtering in dynamical systems Ginzburg-Landau model Kalman Filter Lorenz model Maximum likelihood estimation Numerical integration Optimization and stabilization of cubature rules Recursive Bayesian estimation Six-dimentional coordinated turn model Smolyak cubature Smolyak cubature rules with an approximate degree of exactness State-space models Univariate non-stationary growth model |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123799 |
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Ballreich, Dominik
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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