Handbook of Discrete-Valued Time Series PDF Download

Author: Richard A. Davis
Publisher: CRC Press
ISBN: 1466577746
Category : Mathematics
Languages : en
Pages : 484

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Book Description
Model a Wide Range of Count Time Series Handbook of Discrete-Valued Time Series presents state-of-the-art methods for modeling time series of counts and incorporates frequentist and Bayesian approaches for discrete-valued spatio-temporal data and multivariate data. While the book focuses on time series of counts, some of the techniques discussed ca

Author: John Wainwright
Publisher: John Wiley & Sons
ISBN: 0470749113
Category : Technology & Engineering
Languages : en
Pages : 493

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Book Description
Simulation models are an established method used to investigate processes and solve practical problems in a wide variety of disciplines. Central to the concept of this second edition is the idea that environmental systems are complex, open systems. The authors present the diversity of approaches to dealing with environmental complexity and then encourage readers to make comparisons between these approaches and between different disciplines. Environmental Modelling: Finding Simplicity in Complexity 2nd edition is divided into four main sections: An overview of methods and approaches to modelling. State of the art for modelling environmental processes Tools used and models for management Current and future developments. The second edition evolves from the first by providing additional emphasis and material for those students wishing to specialize in environmental modelling. This edition: Focuses on simplifying complex environmental systems. Reviews current software, tools and techniques for modelling. Gives practical examples from a wide variety of disciplines, e.g. climatology, ecology, hydrology, geomorphology and engineering. Has an associated website containing colour images, links to WWW resources and chapter support pages, including data sets relating to case studies, exercises and model animations. This book is suitable for final year undergraduates and postgraduates in environmental modelling, environmental science, civil engineering and biology who will already be familiar with the subject and are moving on to specialize in the field. It is also designed to appeal to professionals interested in the environmental sciences, including environmental consultants, government employees, civil engineers, geographers, ecologists, meteorologists, and geochemists.

Author: Robert B. Gramacy
Publisher: CRC Press
ISBN: 1000766209
Category : Mathematics
Languages : en
Pages : 560

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Book Description
Computer simulation experiments are essential to modern scientific discovery, whether that be in physics, chemistry, biology, epidemiology, ecology, engineering, etc. Surrogates are meta-models of computer simulations, used to solve mathematical models that are too intricate to be worked by hand. Gaussian process (GP) regression is a supremely flexible tool for the analysis of computer simulation experiments. This book presents an applied introduction to GP regression for modelling and optimization of computer simulation experiments. Features: • Emphasis on methods, applications, and reproducibility. • R code is integrated throughout for application of the methods. • Includes more than 200 full colour figures. • Includes many exercises to supplement understanding, with separate solutions available from the author. • Supported by a website with full code available to reproduce all methods and examples. The book is primarily designed as a textbook for postgraduate students studying GP regression from mathematics, statistics, computer science, and engineering. Given the breadth of examples, it could also be used by researchers from these fields, as well as from economics, life science, social science, etc.

Author: William L. Oberkampf
Publisher: Cambridge University Press
ISBN: 1139491768
Category : Computers
Languages : en
Pages : 782

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Book Description
Advances in scientific computing have made modelling and simulation an important part of the decision-making process in engineering, science, and public policy. This book provides a comprehensive and systematic development of the basic concepts, principles, and procedures for verification and validation of models and simulations. The emphasis is placed on models that are described by partial differential and integral equations and the simulations that result from their numerical solution. The methods described can be applied to a wide range of technical fields, from the physical sciences, engineering and technology and industry, through to environmental regulations and safety, product and plant safety, financial investing, and governmental regulations. This book will be genuinely welcomed by researchers, practitioners, and decision makers in a broad range of fields, who seek to improve the credibility and reliability of simulation results. It will also be appropriate either for university courses or for independent study.

Author: Thomas J. Santner
Publisher: Springer
ISBN: 1493988476
Category : Mathematics
Languages : en
Pages : 446

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Book Description
This book describes methods for designing and analyzing experiments that are conducted using a computer code, a computer experiment, and, when possible, a physical experiment. Computer experiments continue to increase in popularity as surrogates for and adjuncts to physical experiments. Since the publication of the first edition, there have been many methodological advances and software developments to implement these new methodologies. The computer experiments literature has emphasized the construction of algorithms for various data analysis tasks (design construction, prediction, sensitivity analysis, calibration among others), and the development of web-based repositories of designs for immediate application. While it is written at a level that is accessible to readers with Masters-level training in Statistics, the book is written in sufficient detail to be useful for practitioners and researchers. New to this revised and expanded edition: • An expanded presentation of basic material on computer experiments and Gaussian processes with additional simulations and examples • A new comparison of plug-in prediction methodologies for real-valued simulator output • An enlarged discussion of space-filling designs including Latin Hypercube designs (LHDs), near-orthogonal designs, and nonrectangular regions • A chapter length description of process-based designs for optimization, to improve good overall fit, quantile estimation, and Pareto optimization • A new chapter describing graphical and numerical sensitivity analysis tools • Substantial new material on calibration-based prediction and inference for calibration parameters • Lists of software that can be used to fit models discussed in the book to aid practitioners

Author: Jakub Bijak
Publisher: Springer Nature
ISBN: 303083039X
Category : Social Science
Languages : en
Pages : 277

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Book Description
This open access book presents a ground-breaking approach to developing micro-foundations for demography and migration studies. It offers a unique and novel methodology for creating empirically grounded agent-based models of international migration – one of the most uncertain population processes and a top-priority policy area. The book discusses in detail the process of building a simulation model of migration, based on a population of intelligent, cognitive agents, their networks and institutions, all interacting with one another. The proposed model-based approach integrates behavioural and social theory with formal modelling, by embedding the interdisciplinary modelling process within a wider inductive framework based on the Bayesian statistical reasoning. Principles of uncertainty quantification are used to devise innovative computer-based simulations, and to learn about modelling the simulated individuals and the way they make decisions. The identified knowledge gaps are subsequently filled with information from dedicated laboratory experiments on cognitive aspects of human decision-making under uncertainty. In this way, the models are built iteratively, from the bottom up, filling an important epistemological gap in migration studies, and social sciences more broadly.

Author: Andrea Saltelli
Publisher: John Wiley & Sons
ISBN: 9780470725177
Category : Mathematics
Languages : en
Pages : 304

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Book Description
Complex mathematical and computational models are used in all areas of society and technology and yet model based science is increasingly contested or refuted, especially when models are applied to controversial themes in domains such as health, the environment or the economy. More stringent standards of proofs are demanded from model-based numbers, especially when these numbers represent potential financial losses, threats to human health or the state of the environment. Quantitative sensitivity analysis is generally agreed to be one such standard. Mathematical models are good at mapping assumptions into inferences. A modeller makes assumptions about laws pertaining to the system, about its status and a plethora of other, often arcane, system variables and internal model settings. To what extent can we rely on the model-based inference when most of these assumptions are fraught with uncertainties? Global Sensitivity Analysis offers an accessible treatment of such problems via quantitative sensitivity analysis, beginning with the first principles and guiding the reader through the full range of recommended practices with a rich set of solved exercises. The text explains the motivation for sensitivity analysis, reviews the required statistical concepts, and provides a guide to potential applications. The book: Provides a self-contained treatment of the subject, allowing readers to learn and practice global sensitivity analysis without further materials. Presents ways to frame the analysis, interpret its results, and avoid potential pitfalls. Features numerous exercises and solved problems to help illustrate the applications. Is authored by leading sensitivity analysis practitioners, combining a range of disciplinary backgrounds. Postgraduate students and practitioners in a wide range of subjects, including statistics, mathematics, engineering, physics, chemistry, environmental sciences, biology, toxicology, actuarial sciences, and econometrics will find much of use here. This book will prove equally valuable to engineers working on risk analysis and to financial analysts concerned with pricing and hedging.

Author: Andrea Saltelli
Publisher: John Wiley & Sons
ISBN: 047087094X
Category : Mathematics
Languages : en
Pages : 232

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Book Description
Sensitivity analysis should be considered a pre-requisite for statistical model building in any scientific discipline where modelling takes place. For a non-expert, choosing the method of analysis for their model is complex, and depends on a number of factors. This book guides the non-expert through their problem in order to enable them to choose and apply the most appropriate method. It offers a review of the state-of-the-art in sensitivity analysis, and is suitable for a wide range of practitioners. It is focussed on the use of SIMLAB – a widely distributed freely-available sensitivity analysis software package developed by the authors – for solving problems in sensitivity analysis of statistical models. Other key features: Provides an accessible overview of the current most widely used methods for sensitivity analysis. Opens with a detailed worked example to explain the motivation behind the book. Includes a range of examples to help illustrate the concepts discussed. Focuses on implementation of the methods in the software SIMLAB - a freely-available sensitivity analysis software package developed by the authors. Contains a large number of references to sources for further reading. Authored by the leading authorities on sensitivity analysis.

Author: Dan G. Cacuci
Publisher: CRC Press
ISBN: 0203498798
Category : Mathematics
Languages : en
Pages : 304

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Book Description
As computer-assisted modeling and analysis of physical processes have continued to grow and diversify, sensitivity and uncertainty analyses have become indispensable investigative scientific tools in their own right. While most techniques used for these analyses are well documented, there has yet to appear a systematic treatment of the method based

Author: Roger Ghanem
Publisher: Springer
ISBN: 9783319123844
Category : Mathematics
Languages : en
Pages : 0

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Book Description
The topic of Uncertainty Quantification (UQ) has witnessed massive developments in response to the promise of achieving risk mitigation through scientific prediction. It has led to the integration of ideas from mathematics, statistics and engineering being used to lend credence to predictive assessments of risk but also to design actions (by engineers, scientists and investors) that are consistent with risk aversion. The objective of this Handbook is to facilitate the dissemination of the forefront of UQ ideas to their audiences. We recognize that these audiences are varied, with interests ranging from theory to application, and from research to development and even execution.