Dynamics Days Latin America and the Caribbean 2018 / Arturo C. Martí, Nicolás Rubido
| Dynamics Days Latin America and the Caribbean 2018 / Arturo C. Martí, Nicolás Rubido |
| Autore | Martí Arturo C |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (142 p.) |
| Soggetto non controllato |
self-organization
temporal aliasing effect point scatterer recurrence time calcium signals theta neuron synchrony neural network reaction fronts cyclic dynamics annular billiard convection local field potential complex systems Dicke model coupled oscillators diffusive instabilities Slater’s theorem stochastic processes nonlinear dynamics computational methods waves ecological methods sampling rates out of equilibrium system predator–prey system IP3Rs dsitribution birthday problem mean field models population dynamics puffs delay bifurcation epidemic models suppression of synchronization population biology Lyapunov exponent Markov processes synchronization |
| ISBN |
9783039215041
3039215043 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910367759203321 |
Martí Arturo C
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Lo trovi qui: Univ. Federico II | ||
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Time Series Modelling
| Time Series Modelling |
| Autore | Weiss Christian H |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (372 p.) |
| Soggetto topico | Humanities |
| Soggetto non controllato |
anomaly detection
bank failures Bell distribution bivariate Poisson INGARCH model cointegration count data count time series counting series CUSUM control chart dispersion test electric power entropy based particle filter estimation ETS extended binomial distribution finance forecasting accuracy Holt-Winters INAR INAR-type time series INGACRCH integer-valued moving average model integer-valued threshold models integer-valued time series Julia programming language kernel density estimation limit theorems local field potential long-range dependence machine learning minimum density power divergence estimator missing data models multivariate count data multivariate data analysis multivariate time series neural network autoregression nonstationary ordinal patterns outliers overdispersion parameter estimation periodic autoregression random survival rate relative entropy robust estimation Romania SARIMA seasonality SETAR spectral matrix state-space model statistical process monitoring Student's t-process subspace algorithms thinning operator time series time series analysis time series of counts transactions unemployment rate unsupervised learning VARMA models volatility fluctuation zero-inflation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557541003321 |
Weiss Christian H
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Lo trovi qui: Univ. Federico II | ||
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