Sinossi
Havenner begins by summarizing six reasons state space methods are advanta geous, and then walks the reader through construction and evaluation of a state space model for four monthly macroeconomic series: industrial production in dex, consumer price index, six month commercial paper rate, and money stock (Ml).
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Contenuti
I: Introduction to State Space Modeling.- 1. The SSATS algorithm and subspace methods.- 2. A guide to state space modeling of multiple time series.- II: Applications of State Space Algorithm.- 1. Evaluating state space forecasts of soybean complex prices.- 2. A state space model of monthly US wheat prices.- 3. Managing the heard: price forecasts for California cattle production.- 4. Labor market and cyclical fluctuations.- 5. Modeling cointegrated processes by a vector-valued state space algorithm.- 6. A method for identification of combined deterministic stochastic systems.- 7. Competing exchange rate models.- 8. Application of state-space models to ocean climate varibility in the northeast pacific ocean.- III: Applications of Neural Networks.- 1. On the equivalence between ARMA models and simple recurrent neural networks.- 2. Forecasting stock market indicies with recurrent neural networks.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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Applications of Computer Aided Time Series Modeling (Lecture Notes in Statistics)
Editore:
Springer New York, 1997
ISBN 10: 0387947515
ISBN 13: 9780387947518
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gebundene Ausgabe. Condizione: Gut. 352 Seiten nice book ex Library Sprache: Englisch Gewicht in Gramm: 531 Auflage: Softcover reprint of the original 1st ed. 1997. Codice articolo 346378
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Applications of Computer Aided Time Series Modeling (Lecture Notes in Statistics)
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Condizione: Très bon. Applications of Computer Aided Time Series Modeling (Lecture Notes in Statistics) | Aoki, Havenner | Springer, 1997. In-8° broché, 335p. Couverture propre. Dos solide. Intérieur frais. Exemplaire de bibliothèque : petit code barre en pied de 1re de couv., cotation au dos, rares et discrets petits tampons à l'intérieur de l'ouvrage. Très bon état général pour cet exemplaire. [Sh50+] Pour les expéditions internationales, nous consulter au préalable pour l ajustement des frais de port qui seront peut-être revus à la baisse/ For international shipments, please contact us in advance to adjust shipping costs. |. Codice articolo 89-TVGU-G8DA
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Applications of Computer Aided Time Series Modeling
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New York, NY : Springer, 1997
ISBN 10: 0387947515
ISBN 13: 9780387947518
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Da: CSG Onlinebuch GMBH, Darmstadt, Germania
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Condizione: Gut. Gebraucht - Gut * good, clean condition, no markings in text * -This book consists of three parts: Part One is composed of two introductory chapters. The first chapter provides an instrumental varible interpretation of the state space time series algorithm originally proposed by Aoki (1983), and gives an introductory account for incorporating exogenous signals in state space models. The second chapter, by Havenner, gives practical guidance in apply ing this algorithm by one of the most experienced practitioners of the method. Havenner begins by summarizing six reasons state space methods are advanta geous, and then walks the reader through construction and evaluation of a state space model for four monthly macroeconomic series: industrial production in dex, consumer price index, six month commercial paper rate, and money stock (Ml). To single out one of the several important insights in modeling that he shares with the reader, he discusses in Section 2ii the effects of sampling er rors and model misspecification on successful modeling efforts. He argues that model misspecification is an important amplifier of the effects of sampling error that may cause symplectic matrices to have complex unit roots, a theoretical impossibility. Correct model specifications increase efficiency of estimators and often eliminate this finite sample problem. This is an important insight into the positive realness of covariance matrices; positivity has been emphasized by system engineers to the exclusion of other methods of reducing sampling error and alleviating what is simply a finite sample problem. The second and third parts collect papers that describe specific applications. Codice articolo INF1000051897
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Condizione: Gut. Zustand: Gut | Seiten: 352 | Sprache: Englisch | Produktart: Bücher | This book consists of three parts: Part One is composed of two introductory chapters. The first chapter provides an instrumental varible interpretation of the state space time series algorithm originally proposed by Aoki (1983), and gives an introductory account for incorporating exogenous signals in state space models. The second chapter, by Havenner, gives practical guidance in apply ing this algorithm by one of the most experienced practitioners of the method. Havenner begins by summarizing six reasons state space methods are advanta geous, and then walks the reader through construction and evaluation of a state space model for four monthly macroeconomic series: industrial production in dex, consumer price index, six month commercial paper rate, and money stock (Ml). To single out one of the several important insights in modeling that he shares with the reader, he discusses in Section 2ii the effects of sampling er rors and model misspecification on successful modeling efforts. He argues that model misspecification is an important amplifier of the effects of sampling error that may cause symplectic matrices to have complex unit roots, a theoretical impossibility. Correct model specifications increase efficiency of estimators and often eliminate this finite sample problem. This is an important insight into the positive realness of covariance matrices; positivity has been emphasized by system engineers to the exclusion of other methods of reducing sampling error and alleviating what is simply a finite sample problem. The second and third parts collect papers that describe specific applications. Codice articolo 91274/203
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Applications of Computer Aided Time Series Modeling (Lecture Notes in Statistics, 119)
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Condizione: New. In. Codice articolo ria9780387947518_new
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Applications of Computer Aided Time Series Modeling
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Springer, Springer Nov 1996, 1996
ISBN 10: 0387947515
ISBN 13: 9780387947518
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book consists of three parts: Part One is composed of two introductory chapters. The first chapter provides an instrumental varible interpretation of the state space time series algorithm originally proposed by Aoki (1983), and gives an introductory account for incorporating exogenous signals in state space models. The second chapter, by Havenner, gives practical guidance in apply ing this algorithm by one of the most experienced practitioners of the method. Havenner begins by summarizing six reasons state space methods are advanta geous, and then walks the reader through construction and evaluation of a state space model for four monthly macroeconomic series: industrial production in dex, consumer price index, six month commercial paper rate, and money stock (Ml). To single out one of the several important insights in modeling that he shares with the reader, he discusses in Section 2ii the effects of sampling er rors and model misspecification on successful modeling efforts. He argues that model misspecification is an important amplifier of the effects of sampling error that may cause symplectic matrices to have complex unit roots, a theoretical impossibility. Correct model specifications increase efficiency of estimators and often eliminate this finite sample problem. This is an important insight into the positive realness of covariance matrices; positivity has been emphasized by system engineers to the exclusion of other methods of reducing sampling error and alleviating what is simply a finite sample problem. The second and third parts collect papers that describe specific applications. 352 pp. Englisch. Codice articolo 9780387947518
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book consists of three parts: Part One is composed of two introductory chapters. The first chapter provides an instrumental varible interpretation of the state space time series algorithm originally proposed by Aoki (1983), and gives an introductory ac. Codice articolo 5912175
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