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Author: Emanuel Parzen Publisher: ISBN: Category : Time-series analysis Languages : en Pages : 588
Book Description
On consistent estimates of the spectral density of a stationary time series; Analysis of a general system for the detection of amplitude-modulated noise; A central limit theorem for multilinear stochastic processes; Conditions that a stochastic process ber egodic; On consistent estimates of the spectrum of a stationary time series; On choosing an estimate of the spectral density function of a stationary time series; On asymptotically efficient consistent estimates of the spectral density function of a stationary time series; General considerations in the analysis of spectra; Mathematical considerations in the estimation of spectra; Spectral analysis of asymptotically stationary time series; On spectral analysis with missing observations and amplitude modulation; Notes on fourier analysis and spectral windows; Statistical inference on time series by Hilbert space methods; An approach to time series analysis; Regression analysis of continuous parameter time series; A new approach to the synthesis of optimal smoothing and prediction systems; Probability density functionals and reproducing kernel hilbert spaces; Extraction and detection problems and reproducing kernel hilbert spaces; On estimation of a probability density function and mode; On models for the probability of fatigue failure of a structure; An approach to empirical time series analysis.
Author: Emanuel Parzen Publisher: ISBN: Category : Time-series analysis Languages : en Pages : 588
Book Description
On consistent estimates of the spectral density of a stationary time series; Analysis of a general system for the detection of amplitude-modulated noise; A central limit theorem for multilinear stochastic processes; Conditions that a stochastic process ber egodic; On consistent estimates of the spectrum of a stationary time series; On choosing an estimate of the spectral density function of a stationary time series; On asymptotically efficient consistent estimates of the spectral density function of a stationary time series; General considerations in the analysis of spectra; Mathematical considerations in the estimation of spectra; Spectral analysis of asymptotically stationary time series; On spectral analysis with missing observations and amplitude modulation; Notes on fourier analysis and spectral windows; Statistical inference on time series by Hilbert space methods; An approach to time series analysis; Regression analysis of continuous parameter time series; A new approach to the synthesis of optimal smoothing and prediction systems; Probability density functionals and reproducing kernel hilbert spaces; Extraction and detection problems and reproducing kernel hilbert spaces; On estimation of a probability density function and mode; On models for the probability of fatigue failure of a structure; An approach to empirical time series analysis.
Author: K. Dzhaparidze Publisher: Springer Science & Business Media ISBN: 1461248426 Category : Mathematics Languages : en Pages : 331
Book Description
. . ) (under the assumption that the spectral density exists). For this reason, a vast amount of periodical and monographic literature is devoted to the nonparametric statistical problem of estimating the function tJ( T) and especially that of leA) (see, for example, the books [4,21,22,26,56,77,137,139,140,]). However, the empirical value t;; of the spectral density I obtained by applying a certain statistical procedure to the observed values of the variables Xl' . . . , X , usually depends in n a complicated manner on the cyclic frequency). . This fact often presents difficulties in applying the obtained estimate t;; of the function I to the solution of specific problems rela ted to the process X . Theref ore, in practice, the t obtained values of the estimator t;; (or an estimator of the covariance function tJ~( T» are almost always "smoothed," i. e. , are approximated by values of a certain sufficiently simple function 1 = 1
Author: François G. Schmitt Publisher: Cambridge University Press ISBN: 1316462501 Category : Science Languages : en Pages : 231
Book Description
Multi-scale systems, involving complex interacting processes that occur over a range of temporal and spatial scales, are present in a broad range of disciplines. Several methodologies exist to retrieve this multi-scale information from a given time series; however, each method has its own limitations. This book presents the mathematical theory behind the stochastic analysis of scaling time series, including a general historical introduction to the problem of intermittency in turbulence, as well as how to implement this analysis for a range of different applications. Covering a variety of statistical methods, such as Fourier analysis and wavelet transforms, it provides readers with a thorough understanding of the techniques and when to apply them. New techniques to analyse stochastic processes, including empirical mode decomposition, are also explored. Case studies, in turbulence and ocean sciences, are used to demonstrate how these statistical methods can be applied in practice, for students and researchers.
Author: BRASSEUR Christophe Publisher: Lavoisier ISBN: 2746295202 Category : Big data Languages : en Pages : 226
Book Description
Le développement spectaculaire d’internet, des réseaux sociaux, de la technologie mobile et la multiplication des capteurs provoquent une croissance exponentielle des données à laquelle les entreprises doivent faire face : c’est le phénomène du Big Data. Ses enjeux sont considérables. Au-delà de la simple question technique du stockage, il offre la possibilité de tirer profit du contenu de ces nouvelles sources d’information. Les solutions décisionnelles classiques laissent progressivement place au Business Analytics et aux méthodes prédictives, transformant l’avalanche de données en valeur ajoutée. La technologie est aujourd’hui disponible, les bases de données traditionnelles ont évolué et les solutions dédiées à l’exploitation des données massives, telles que Hadoop, sont désormais opérationnelles. S’appuyant sur différents cas pratiques, Enjeux et usages du Big Data met l’accent sur les méthodes, les techniques et les ressources nécessaires pour permettre aux entreprises d’entrer avec succès dans l’ère de l’information à grande échelle.
Author: Francis John Anscombe Publisher: Springer Science & Business Media ISBN: 1461394503 Category : Computers Languages : en Pages : 440
Book Description
A t the terminal seated, the answering tone: pond and temple bell. ODAY as in the past, statistical method is profoundly affected by T resources for numerical calculation and visual display. The main line of development of statistical methodology during the first half of this century was conditioned by, and attuned to, the mechanical desk calculator. Now statisticians may use electronic computers of various kinds in various modes, and the character of statistical science has changed accordingly. Some, but not all, modes of modern computation have a flexibility and immediacy reminiscent of the desk calculator. They preserve the virtues of the desk calculator, while immensely exceeding its scope. Prominent among these is the computer language and conversational computing system known by the initials APL. This book is addressed to statisticians. Its first aim is to interest them in using APL in their work-for statistical analysis of data, for numerical support of theoretical studies, for simulation of random processes. In Part A the language is described and illustrated with short examples of statistical calculations. Part B, presenting some more extended examples of statistical analysis of data, has also the further aim of suggesting the interplay of computing and theory that must surely henceforth be typical of the develop ment of statistical science.
Author: John J. Benedetto Publisher: CRC Press ISBN: 1000658430 Category : Mathematics Languages : en Pages : 620
Book Description
The Journal of Fourier Analysis and Applications is a journal of the mathematical sciences devoted to Fourier analysis and its applications. The subject of Fourier analysis has had a major impact on the development of mathematics, on the understanding of many engineering and scientific phenomena, and on the solution of some of the most important problems in mathematics and the sciences. At the end of June 1993, a large Conference in Harmonic Analysis was held at the University of Paris-Sud at Orsay to celebrate the prominent role played by Jean-Pierre Kahane and his numerous achievements in this field. The large variety of topics discussed in this meeting, ranging from classical Harmonic Analysis to Probability Theory, reflects the intense mathematical curiosity and the broad mathematical interest of Jean-Pierre Kahane. Indeed, all of them are connected to his work. The mornings were devoted to plenary addresses while up to four parallel sessions took place in the afternoons. Altogether, there were about eighty speakers. This wide range of subjects appears in these proceedings which include thirty six articles.
Author: Abdo Abou Jaoude Publisher: BoD – Books on Demand ISBN: 1838808256 Category : Computers Languages : en Pages : 156
Book Description
Mathematical probability and statistics are an attractive, thriving, and respectable part of mathematics. Some mathematicians and philosophers of science say they are the gateway to mathematics’ deepest mysteries. Moreover, mathematical statistics denotes an accumulation of mathematical discussions connected with efforts to most efficiently collect and use numerical data subject to random or deterministic variations. Currently, the concept of probability and mathematical statistics has become one of the fundamental notions of modern science and the philosophy of nature. This book is an illustration of the use of mathematics to solve specific problems in engineering, statistics, and science in general.
Author: Samuel L. Macey Publisher: Routledge ISBN: 0429685149 Category : Philosophy Languages : en Pages : 450
Book Description
Originally published in 1991. A multidisciplinary guide in the form of a bibliography of selected time-related books and articles divided into 25 existing academic disciplines and about 100 subdisciplines which have a wide application to time studies.
Author: Yves Arden Publisher: Routledge ISBN: 1134831633 Category : Reference Languages : en Pages : 866
Book Description
The French-English volume of this highly acclaimed set consists of some 100,000 keywords in both French and English, drawn from the whole range of modern applied science and technical terminology. Covers over 70 subject areas, from engineering and chemistry to packaging, transportation, data processing and much more.
Author: Emanuel Parzen
Author: Emanuel Parzen
Author: K. Dzhaparidze
Author: François G. Schmitt
Author: BRASSEUR Christophe
Author: Denise Pumain
Author: Francis John Anscombe
Author: John J. Benedetto
Author: Abdo Abou Jaoude
Author: Samuel L. Macey
Author: Yves Arden