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Time Series Analysis and Forecasting: Selected Contributions from ITISE 2017

Time Series Analysis and Forecasting: Selected Contributions from ITISE 2017
211.00 CHF

Lieferzeit: 7-14 Werktage

  • 10475496


Preface.- Advanced Mathematical Methodologies in Time Series.- Forecasting via Fokker-Planck using conditional probabilities.- Cryptanalysis of a Random Number Generator Based on a Chaotic Ring Oscillator.- Further Results on Robust Multivariate Time Series Analysis in Nonlinear Models with Autoregressive and t-Distributed Errors.- A New Estimation Technique for AR(1) Model with Long-tailed Symmetric Innovations.- Prediction of High-Dimensional Time Series with Exogenous Variables Using Generalized Koopman Operator Framework in Reproducing Kernel Hilbert Space.- Eigenvalues distribution limit of covariance matrices with AR processes entries.- Computational Intelligence Methods for Time Series.- Deep Learning for Detection of BGP Anomalies.- Using Scaling Methods to Improve Support Vector Regression's Performance for Travel Time and Traffic Volume Predictions.- Dimensionality Reduction and Similarity Measures in Time Series.- Linear Trend Filtering via Adaptive Lasso.- Detecting Discords in Quasi Periodic Time-series Data - A Case Study with Electrocardiogram Data.- Similarity Analysis of Time Interval Data Sets - A Graph Theory Approach.- Logical Comparison Measures in Classification of Data.- Econometric Models.- Asymptotic and Bootstrap Tests For a Change in Autoregression Omitting Variability Estimation.- Distance Between VARMA Models and its Application to Spatial Differences Analysis in the Relationship GDP - Unemployment Growth Rate in Europe.- Copulas for Modeling the Relationship between the Inflation and the Exchange Rates.- Energy Time Series Forecasting.- Fuel Consumption Estimation for Climbing Phase.- Time Series Optimization for Energy Prediction in Wi-Fi Infrastructures.- An econometric analysis of the merit order effect in electricity spot price: the Germany case.- Forecasting in Real Problems.- The analysis of variability of short data sets based on Mahalanobis distance calculation and surrogate time series testing.- On generalized additive models with dependent time series covariates.- A Bayesian Approach to Astronomical Time Delay Estimations.- Further Results on a Modified EM Algorithm for Parameter Estimation in Linear Models with Time-Dependent Autoregressive and t-Distributed Errors.


Breite: 169
Gewicht: 680 g
Höhe: 240
Länge: 25
Seiten: 340
Sprachen: Englisch
Autor: Héctor Pomares, Ignacio Rojas, Olga Valenzuela


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