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Author: Mieko Tanaka-Yamawaki Publisher: Springer Nature ISBN: 9811939675 Category : Business & Economics Languages : en Pages : 153
Book Description
This book presents the novel approach of analyzing large-sized rectangular-shaped numerical data (so-called big data). The essence of this approach is to grasp the "meaning" of the data instantly, without getting into the details of individual data. Unlike conventional approaches of principal component analysis, randomness tests, and visualization methods, the authors' approach has the benefits of universality and simplicity of data analysis, regardless of data types, structures, or specific field of science. First, mathematical preparation is described. The RMT-PCA and the RMT-test utilize the cross-correlation matrix of time series, C = XXT, where X represents a rectangular matrix of N rows and L columns and XT represents the transverse matrix of X. Because C is symmetric, namely, C = CT, it can be converted to a diagonal matrix of eigenvalues by a similarity transformation SCS-1 = SCST using an orthogonal matrix S. When N is significantly large, the histogram of the eigenvalue distribution can be compared to the theoretical formula derived in the context of the random matrix theory (RMT, in abbreviation). Then the RMT-PCA applied to high-frequency stock prices in Japanese and American markets is dealt with. This approach proves its effectiveness in extracting "trendy" business sectors of the financial market over the prescribed time scale. In this case, X consists of N stock- prices of length L, and the correlation matrix C is an N by N square matrix, whose element at the i-th row and j-th column is the inner product of the price time series of the length L of the i-th stock and the j-th stock of the equal length L. Next, the RMT-test is applied to measure randomness of various random number generators, including algorithmically generated random numbers and physically generated random numbers. The book concludes by demonstrating two applications of the RMT-test: (1) a comparison of hash functions, and (2) stock prediction by means of randomness, including a new index of off-randomness related to market decline.
Author: Mieko Tanaka-Yamawaki Publisher: Springer Nature ISBN: 9811939675 Category : Business & Economics Languages : en Pages : 153
Book Description
This book presents the novel approach of analyzing large-sized rectangular-shaped numerical data (so-called big data). The essence of this approach is to grasp the "meaning" of the data instantly, without getting into the details of individual data. Unlike conventional approaches of principal component analysis, randomness tests, and visualization methods, the authors' approach has the benefits of universality and simplicity of data analysis, regardless of data types, structures, or specific field of science. First, mathematical preparation is described. The RMT-PCA and the RMT-test utilize the cross-correlation matrix of time series, C = XXT, where X represents a rectangular matrix of N rows and L columns and XT represents the transverse matrix of X. Because C is symmetric, namely, C = CT, it can be converted to a diagonal matrix of eigenvalues by a similarity transformation SCS-1 = SCST using an orthogonal matrix S. When N is significantly large, the histogram of the eigenvalue distribution can be compared to the theoretical formula derived in the context of the random matrix theory (RMT, in abbreviation). Then the RMT-PCA applied to high-frequency stock prices in Japanese and American markets is dealt with. This approach proves its effectiveness in extracting "trendy" business sectors of the financial market over the prescribed time scale. In this case, X consists of N stock- prices of length L, and the correlation matrix C is an N by N square matrix, whose element at the i-th row and j-th column is the inner product of the price time series of the length L of the i-th stock and the j-th stock of the equal length L. Next, the RMT-test is applied to measure randomness of various random number generators, including algorithmically generated random numbers and physically generated random numbers. The book concludes by demonstrating two applications of the RMT-test: (1) a comparison of hash functions, and (2) stock prediction by means of randomness, including a new index of off-randomness related to market decline.
Author: Robert C. Qiu Publisher: John Wiley & Sons ISBN: 1118494059 Category : Technology & Engineering Languages : en Pages : 626
Book Description
This book is aimed at students in communications and signal processing who want to extend their skills in the energy area. It describes power systems and why these backgrounds are so useful to smart grid, wireless communications being very different to traditional wireline communications.
Author: I.T. Jolliffe Publisher: Springer Science & Business Media ISBN: 1475719043 Category : Mathematics Languages : en Pages : 283
Book Description
Principal component analysis is probably the oldest and best known of the It was first introduced by Pearson (1901), techniques ofmultivariate analysis. and developed independently by Hotelling (1933). Like many multivariate methods, it was not widely used until the advent of electronic computers, but it is now weIl entrenched in virtually every statistical computer package. The central idea of principal component analysis is to reduce the dimen sionality of a data set in which there are a large number of interrelated variables, while retaining as much as possible of the variation present in the data set. This reduction is achieved by transforming to a new set of variables, the principal components, which are uncorrelated, and which are ordered so that the first few retain most of the variation present in all of the original variables. Computation of the principal components reduces to the solution of an eigenvalue-eigenvector problem for a positive-semidefinite symmetrie matrix. Thus, the definition and computation of principal components are straightforward but, as will be seen, this apparently simple technique has a wide variety of different applications, as weIl as a number of different deri vations. Any feelings that principal component analysis is a narrow subject should soon be dispelled by the present book; indeed some quite broad topics which are related to principal component analysis receive no more than a brief mention in the final two chapters.
Author: Robert Qiu Publisher: Springer Science & Business Media ISBN: 1461445442 Category : Technology & Engineering Languages : en Pages : 633
Book Description
Wireless Distributed Computing and Cognitive Sensing defines high-dimensional data processing in the context of wireless distributed computing and cognitive sensing. This book presents the challenges that are unique to this area such as synchronization caused by the high mobility of the nodes. The author will discuss the integration of software defined radio implementation and testbed development. The book will also bridge new research results and contextual reviews. Also the author provides an examination of large cognitive radio network; hardware testbed; distributed sensing; and distributed computing.
Author: Bengt Sunden Publisher: MDPI ISBN: 3039365118 Category : Technology & Engineering Languages : en Pages : 246
Book Description
In recent years, microfluidic devices with a large surface-to-volume ratio have witnessed rapid development, allowing them to be successfully utilized in many engineering applications. A smart control process has been proposed for many years, while many new innovations and enabling technologies have been developed for smart flow control, especially concerning “smart flow control” at the microscale. This Special Issue aims to highlight the current research trends related to this topic, presenting a collection of 33 papers from leading scholars in this field. Among these include studies and demonstrations of flow characteristics in pumps or valves as well as dynamic performance in roiling mill systems or jet systems to the optimal design of special components in smart control systems.
Author: Jake VanderPlas Publisher: "O'Reilly Media, Inc." ISBN: 1491912138 Category : Computers Languages : en Pages : 609
Book Description
For many researchers, Python is a first-class tool mainly because of its libraries for storing, manipulating, and gaining insight from data. Several resources exist for individual pieces of this data science stack, but only with the Python Data Science Handbook do you get them all—IPython, NumPy, Pandas, Matplotlib, Scikit-Learn, and other related tools. Working scientists and data crunchers familiar with reading and writing Python code will find this comprehensive desk reference ideal for tackling day-to-day issues: manipulating, transforming, and cleaning data; visualizing different types of data; and using data to build statistical or machine learning models. Quite simply, this is the must-have reference for scientific computing in Python. With this handbook, you’ll learn how to use: IPython and Jupyter: provide computational environments for data scientists using Python NumPy: includes the ndarray for efficient storage and manipulation of dense data arrays in Python Pandas: features the DataFrame for efficient storage and manipulation of labeled/columnar data in Python Matplotlib: includes capabilities for a flexible range of data visualizations in Python Scikit-Learn: for efficient and clean Python implementations of the most important and established machine learning algorithms
Author: Saeid Pourroostaei Ardakani Publisher: Springer Nature ISBN: 9819955432 Category : Science Languages : en Pages : 143
Book Description
Big Data Analytics for Smart Urban Systems aims to introduce Big data solutions for urban sustainability smart applications, particularly for smart urban systems. It focuses on intelligent big data which takes the benefits of machine learning to analyse large and rapidly changing datasets in smart urban systems. The state-of-the-art Big data analytics applications are presented and discussed to highlight the feasibility of big data and machine learning solutions to enhance smart urban systems, smart operations, urban management, and urban governance. The key benefits of this book are, (1) to introduce the principles of machine learning-enabled big data analysis in smart urban systems, (2) to present the state-of-the-art data analysis solutions in smart management and operations, and (3) to understand the principles of big data analytics for smart cities and communities. Endorsements ‘Over the many years of collaboration between academia and industry, we noticed the common language is ‘big data’; with that, we have developed novel ideas to bridge the gaps and help promote innovation, technologies, and science’.- Tian Tang, Independent Researcher, China ‘Big Data Analytics is a fascinating research area, particularly for cities and city transformations. This book is valuable to those who think vigorously and aim to act ahead’.- Li Xie, Independent Researcher, China ‘For urban critiques, knowledge trains aspiring opportunities toward outstanding manifestations. Smartness has evolved or/ advanced rambunctious & embracing realities along (with) novel directions and nurturing integrated city knowledge’.- Aaron Golden, SELECT Consultants, UK
Author: Momiao Xiong Publisher: CRC Press ISBN: 1315353415 Category : Mathematics Languages : en Pages : 595
Book Description
Big Data in Omics and Imaging: Association Analysis addresses the recent development of association analysis and machine learning for both population and family genomic data in sequencing era. It is unique in that it presents both hypothesis testing and a data mining approach to holistically dissecting the genetic structure of complex traits and to designing efficient strategies for precision medicine. The general frameworks for association analysis and machine learning, developed in the text, can be applied to genomic, epigenomic and imaging data. FEATURES Bridges the gap between the traditional statistical methods and computational tools for small genetic and epigenetic data analysis and the modern advanced statistical methods for big data Provides tools for high dimensional data reduction Discusses searching algorithms for model and variable selection including randomization algorithms, Proximal methods and matrix subset selection Provides real-world examples and case studies Will have an accompanying website with R code The book is designed for graduate students and researchers in genomics, bioinformatics, and data science. It represents the paradigm shift of genetic studies of complex diseases– from shallow to deep genomic analysis, from low-dimensional to high dimensional, multivariate to functional data analysis with next-generation sequencing (NGS) data, and from homogeneous populations to heterogeneous population and pedigree data analysis. Topics covered are: advanced matrix theory, convex optimization algorithms, generalized low rank models, functional data analysis techniques, deep learning principle and machine learning methods for modern association, interaction, pathway and network analysis of rare and common variants, biomarker identification, disease risk and drug response prediction.
Author: Mieko Tanaka-Yamawaki
Author: Mieko Tanaka-Yamawaki
Author: Robert C. Qiu
Author: Mohammad Shamsul Arefin
Author: I.T. Jolliffe
Author: Robert Qiu
Author: Tsun Se Cheong
Author: Bengt Sunden
Author: Jake VanderPlas
Author: Saeid Pourroostaei Ardakani
Author: Momiao Xiong