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Functional Statistics : Outliers Detection and Quality Control
Functional Statistics : Outliers Detection and Quality Control
Autore Martínez Torres Javier
Pubbl/distr/stampa Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020
Descrizione fisica 1 electronic resource (148 p.)
Soggetto topico Research & information: general
Mathematics & science
Soggetto non controllato functional data analysis
statistical process control
control chart
data depth
nonparametric control chart
energy efficiency
air pollution
non-normal data
outlier
Lagrange interpolation
unit circle
nodal systems
separation properties
perturbed roots of the unity
convergence
retrofitting
refurbishment
vectorial analysis
average run length
median absolute deviation
photolithography
Shewhart
Tukey
FTIR-ATR
FDA
vector analysis
wine spirit
ageing technology
micro-oxygenation
wood
oak
chestnut
ageing time
pollution episodes
functional data
bivariate analysis
uncertainty region
generalized additive models
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Altri titoli varianti Functional Statistics
Record Nr. UNINA-9910557712303321
Martínez Torres Javier  
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Structural Health Monitoring of Large Structures Using Acoustic Emission-Case Histories
Structural Health Monitoring of Large Structures Using Acoustic Emission-Case Histories
Autore Ono Kanji
Pubbl/distr/stampa Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020
Descrizione fisica 1 electronic resource (298 p.)
Soggetto topico History of engineering & technology
Soggetto non controllato acoustic emission
thermal cracking
asphalt pavements
embrittlement temperatures
recycled asphalt pavements
recycled asphalt shingles
cooling cycles
closed-form solution
outlier
time difference of arrival
weight estimation
structural diagnosis
attenuation
source location
sensing
signal processing
structural health monitoring
time series analysis
b-value
natural time
critical phenomena
reliability
structural integrity
crack growth
fatigue life prediction
uncertainty analysis
nondestructive testing
non-destructive testing
hydrotreater
bridge
high temperature
gas adsorber
rotary kiln
dragline
acoustic emission (AE)
non-destructive methods (NDT)
diagnostic methods
bridges
structural health monitoring (SHM)
acoustic emission swarm
2011 Tohoku earthquake
repeating earthquake
multiplet
crustal movement
optimized EEMD
2D-MUSIC
composite structure
impact localization
part qualification
structural design
composites
nondestructive evaluation (NDE)
in situ acoustic emission (AE) monitoring
mines
host rock
remote monitoring
corrosion
nuclear facilities
alkali-silica reaction
pattern recognition
confinement
damage evaluation
beam
vibration
high-rate dynamics
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910557629903321
Ono Kanji  
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Why stock markets crash : critical events in complex financial systems / / Didier Sornette, with a new preface by the author
Why stock markets crash : critical events in complex financial systems / / Didier Sornette, with a new preface by the author
Autore Sornette Didier <1957->
Pubbl/distr/stampa Princeton, [New Jersey] ; ; Oxford, [England] : , : Princeton University Press, , 2017
Descrizione fisica 1 online resource (417 pages) : illustrations
Disciplina 332.63/222
Altri autori (Persone) SornetteDidier
Collana Princeton Science Library
Soggetto topico Stocks - Prices - History
Financial crises - United States - History
Soggetto non controllato Asia
Black Monday
Dow Jones Industrial Average
Hong Kong
Latin America
Louis Bachelier
Nasdaq index
Nasdaq
Nikkei
Russia
South Sea bubble
anti-imitation
antibubble
arbitrage opportunities
bubble
collapse
complex systems
computational methods
cooperative behavior
cooperative speculation
crash hazard
currency crash
derivatives
discrete scale invariance
drawdown
efficient market
emergent markets
extreme events
financial crashes
finite-time singularity
forward prediction
fractals
free lunch
gold
hazard rate
hedging
herding
imitation
insurance portfolio
log-periodicity
market failure
natural scientists
outlier
population dynamics
positive feedback
power law
prediction
price-driven model
random walk
rational agent
renormalization group
returns
risk-driven model
risk
self-organization
self-similarity
social network
social scientists
speculative bubble
stock market crash
stock market indices
stock market prices
stock market
superhumans
sustainability
tronics boom
tulip mania
world economy
Classificazione QK 650
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Contents -- Preface to the Princeton Science Library Edition -- Preface to the 2002 Edition -- Chapter 1. Financial Crashes: What, How, Why, and When? -- Chapter 2. Fundamentals of Financial Markets -- Chapter 3. Financial Crashes Are "Outliers" -- Chapter 4. Positive Feedbacks -- Chapter 5. Modeling Financial Bubbles and Market Crashes -- Chapter 6. Hierarchies, Complex Fractal Dimensions, and Log-Periodicity -- Chapter 7. Autopsy of Major Crashes: Universal Exponents and Log-Periodicity -- Chapter 8. Bubbles, Crises, and Crashes in Emergent Markets -- Chapter 9. Prediction of Bubbles, Crashes, and Antibubbles -- Chapter 10. 2050: The End of the Growth Era? -- References -- Index
Record Nr. UNINA-9910792788903321
Sornette Didier <1957->  
Princeton, [New Jersey] ; ; Oxford, [England] : , : Princeton University Press, , 2017
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Why stock markets crash : critical events in complex financial systems / / Didier Sornette, with a new preface by the author
Why stock markets crash : critical events in complex financial systems / / Didier Sornette, with a new preface by the author
Autore Sornette Didier <1957->
Pubbl/distr/stampa Princeton, [New Jersey] ; ; Oxford, [England] : , : Princeton University Press, , 2017
Descrizione fisica 1 online resource (417 pages) : illustrations
Disciplina 332.63/222
Altri autori (Persone) SornetteDidier
Collana Princeton Science Library
Soggetto topico Stocks - Prices - History
Financial crises - United States - History
Soggetto non controllato Asia
Black Monday
Dow Jones Industrial Average
Hong Kong
Latin America
Louis Bachelier
Nasdaq index
Nasdaq
Nikkei
Russia
South Sea bubble
anti-imitation
antibubble
arbitrage opportunities
bubble
collapse
complex systems
computational methods
cooperative behavior
cooperative speculation
crash hazard
currency crash
derivatives
discrete scale invariance
drawdown
efficient market
emergent markets
extreme events
financial crashes
finite-time singularity
forward prediction
fractals
free lunch
gold
hazard rate
hedging
herding
imitation
insurance portfolio
log-periodicity
market failure
natural scientists
outlier
population dynamics
positive feedback
power law
prediction
price-driven model
random walk
rational agent
renormalization group
returns
risk-driven model
risk
self-organization
self-similarity
social network
social scientists
speculative bubble
stock market crash
stock market indices
stock market prices
stock market
superhumans
sustainability
tronics boom
tulip mania
world economy
Classificazione QK 650
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Contents -- Preface to the Princeton Science Library Edition -- Preface to the 2002 Edition -- Chapter 1. Financial Crashes: What, How, Why, and When? -- Chapter 2. Fundamentals of Financial Markets -- Chapter 3. Financial Crashes Are "Outliers" -- Chapter 4. Positive Feedbacks -- Chapter 5. Modeling Financial Bubbles and Market Crashes -- Chapter 6. Hierarchies, Complex Fractal Dimensions, and Log-Periodicity -- Chapter 7. Autopsy of Major Crashes: Universal Exponents and Log-Periodicity -- Chapter 8. Bubbles, Crises, and Crashes in Emergent Markets -- Chapter 9. Prediction of Bubbles, Crashes, and Antibubbles -- Chapter 10. 2050: The End of the Growth Era? -- References -- Index
Record Nr. UNINA-9910816254103321
Sornette Didier <1957->  
Princeton, [New Jersey] ; ; Oxford, [England] : , : Princeton University Press, , 2017
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui