標(biāo)題: Titlebook: Applications of Computer Aided Time Series Modeling; Masanao Aoki,Arthur M. Havenner Conference proceedings 1997 Springer-Verlag New York, [打印本頁(yè)] 作者: Fillmore 時(shí)間: 2025-3-21 17:50
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書目名稱Applications of Computer Aided Time Series Modeling讀者反饋
書目名稱Applications of Computer Aided Time Series Modeling讀者反饋學(xué)科排名
作者: GIDDY 時(shí)間: 2025-3-21 20:32 作者: antidote 時(shí)間: 2025-3-22 03:15
Evaluating State Space Forecasts of Soybean Complex Pricesets. These are highly volatile series that are difficult to forecast accurately. The usual statistical criteria are applied to evaluate model performance on the 155 months in sample, and on 47 months out of sample. The model’s root mean squared errors and other summary statistics (including graphs o作者: 無(wú)能力之人 時(shí)間: 2025-3-22 06:52 作者: macrophage 時(shí)間: 2025-3-22 09:29 作者: Hangar 時(shí)間: 2025-3-22 15:34
Labor Market and Cyclical Fluctuations oil shock. Labor supply and labor demand are approximated by labor force and employment respectively since we do not assume market clearing at cyclical frequencies. Real wages link labor and good markets by affecting labor quantities and aggregate supply of goods. Aggregate demand for goods is expr作者: 簡(jiǎn)潔 時(shí)間: 2025-3-22 18:31
Modeling Cointegrated Processes by a Vector-Valued State Space Algorithm — Evidence on The Impact ofe of unit roots among the observed input-output processes. Next, cointegration in the system is explicitly tested, to justify the estimated vector-valued state space model. The trend and cyclical components of the endogenous vector are extracted and analyzed. The content of the cyclical component is作者: Pcos971 時(shí)間: 2025-3-22 22:04
A Method for Identification of Combined Deterministic Stochastic Systemsuding the system order, for combined deterministic and stochastic systems from time series. A special property of this algorithm is that the innovations covariance matrix and the Markov parameters for the stochastic sub-system are determined directly from a projection of known data matrices, without作者: 腫塊 時(shí)間: 2025-3-23 04:06 作者: 嘲笑 時(shí)間: 2025-3-23 08:40 作者: monologue 時(shí)間: 2025-3-23 10:00
Forecasting Stock Market Indices with Recurrent Neural Networkstic minimization algorithm distinguishes this study from prior work. The data set encompasses daily observations from 1970 through 1993, with the following forecast exercise undertaken. For a variety of model sizes, the network task is to approximate the weekly, monthly or quarterly conditional mean作者: Noctambulant 時(shí)間: 2025-3-23 16:47 作者: 太空 時(shí)間: 2025-3-23 18:19
0930-0325 erpretation 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 作者: 送秋波 時(shí)間: 2025-3-23 23:37 作者: CLOWN 時(shí)間: 2025-3-24 05:26
Enabling Real-Time Business Intelligenceal frequencies. Real wages link labor and good markets by affecting labor quantities and aggregate supply of goods. Aggregate demand for goods is expressed in terms of income determination, which is largely dominated by labor income. Finally, a money reaction function is introduced to assess the role of nominal shocks.作者: 大氣層 時(shí)間: 2025-3-24 10:23
Enabling Real-Time Business Intelligenceued state space model. The trend and cyclical components of the endogenous vector are extracted and analyzed. The content of the cyclical component is analyzed by spectral analysis. Finally, the error processes are subjected to some statistical tests and used as signal variables in nonlinear model building.作者: 討好女人 時(shí)間: 2025-3-24 14:03 作者: ARBOR 時(shí)間: 2025-3-24 15:23
Labor Market and Cyclical Fluctuationsal frequencies. Real wages link labor and good markets by affecting labor quantities and aggregate supply of goods. Aggregate demand for goods is expressed in terms of income determination, which is largely dominated by labor income. Finally, a money reaction function is introduced to assess the role of nominal shocks.作者: catagen 時(shí)間: 2025-3-24 20:18 作者: 現(xiàn)暈光 時(shí)間: 2025-3-25 03:03
Shama Rashid,Giuseppe Carenini,Raymond Ng e.g. recursions of non-linear matrix Riccatti equations. A realization of the Kaiman filter gain matrix is determined from the estimated extended observability matrix and the Markov parameters. Monte Carlo simulations are used to analyze the statistical properties of the algorithm as well as to compare with existing algorithms.作者: dearth 時(shí)間: 2025-3-25 06:58
Temporal Knowledge for Timely Intelligence,ries as an illustration. Here I am taking the role of the expert witness, and offering opinions where relevant; the judgmental decisions embodied in the discussion reflect my experience, both from my own personal projects and from those of my students.作者: 忘川河 時(shí)間: 2025-3-25 08:55
A Guide to State Space Modeling of Multiple Time Seriesries as an illustration. Here I am taking the role of the expert witness, and offering opinions where relevant; the judgmental decisions embodied in the discussion reflect my experience, both from my own personal projects and from those of my students.作者: 開玩笑 時(shí)間: 2025-3-25 11:42
Conference proceedings 1997n 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 practition作者: 外面 時(shí)間: 2025-3-25 16:28
Applications of Computer Aided Time Series Modeling作者: Fierce 時(shí)間: 2025-3-25 21:08 作者: GLUT 時(shí)間: 2025-3-26 03:11
Competing Exchange Rate Models: A State Space Model vs Structural and Time Series Alternatives previously proposed models along with one new model, a state space model based on results from linear systems theory. An evaluation of the models will be made with a set of nonnested hypothesis tests. While articles have described the empirical failure of some exchange rate models advanced in out-o作者: 多產(chǎn)魚 時(shí)間: 2025-3-26 06:45 作者: 表狀態(tài) 時(shí)間: 2025-3-26 09:45 作者: CRUDE 時(shí)間: 2025-3-26 16:07
Yannis Sotiropoulos,Damianos Chatziantonioute the usefulness of model forecasts for financial decisionmaking, where both the direction and magnitude of risky strategies combine to produce success or failure for investors whose well-being not only depends on the mean returns, but also the associated variances. We examine a number of nonstanda作者: Ptsd429 時(shí)間: 2025-3-26 20:07
Damianos Chatziantoniou,Yannis Sotiropoulos previously proposed models along with one new model, a state space model based on results from linear systems theory. An evaluation of the models will be made with a set of nonnested hypothesis tests. While articles have described the empirical failure of some exchange rate models advanced in out-o作者: 原始 時(shí)間: 2025-3-27 00:22
Youth, Consumption and Citizenshipconstruction of trading portfolios with transaction costs. Finally, bootstrapping techniques are applied to construct surrogate distributions of the out-of-sample statistics. Neural network models are found to perform more than adequately when compared with a benchmark linear model, and are able to 作者: Extort 時(shí)間: 2025-3-27 03:39
Conference proceedings 1997ion 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 mod作者: plasma 時(shí)間: 2025-3-27 05:55 作者: Progesterone 時(shí)間: 2025-3-27 12:58
Conclusion and Future Research, and relates it to subspace methods popular in the engineering literature from the viewpoint of orthogonal projections. Except for the numerical method used to calculate orthogonal projections these two classes of methods are conceptually equivalent..作者: 發(fā)展 時(shí)間: 2025-3-27 14:51
Enabling Real-Time Business Intelligenceore accurate forecasts than a vector autoregressive model or futures market prices. Since the weight gain characteristics of holding cattle over the relevant production periods are well known, the primary uncertainty lies in the prices. Dependable price forecasts permit market participants to optimize their purchases and sales.作者: Conducive 時(shí)間: 2025-3-27 19:14
Damianos Chatziantoniou,Yannis Sotiropoulostrend term, a nonstationary seasonal component, and a stationary autoregressive component. Climate scale variations in upwelling, sea surface temperature, and wind stress are examined, and regional differences in the component series on decadal scales are explored.作者: Innocence 時(shí)間: 2025-3-28 00:53 作者: 鎮(zhèn)痛劑 時(shí)間: 2025-3-28 02:41 作者: 頂點(diǎn) 時(shí)間: 2025-3-28 09:48 作者: 天文臺(tái) 時(shí)間: 2025-3-28 14:29
On the Equivalence Between ARMA Models and Simple Recurrent Neural NetworksThis paper presents analytical results for a class of linear discrete time recurrent neural networks. The networks are shown to be able to act as autoregressive moving average models. Minimal network sizes for representing ARMA(.) models are derived, and analogies between recurrent networks and state space models are pointed out.作者: 疏忽 時(shí)間: 2025-3-28 16:20
The SSATS Algorithm and Subspace Methods and relates it to subspace methods popular in the engineering literature from the viewpoint of orthogonal projections. Except for the numerical method used to calculate orthogonal projections these two classes of methods are conceptually equivalent..作者: POWER 時(shí)間: 2025-3-28 20:10
Managing the Herd: Price Forecasts for California Cattle Productionore accurate forecasts than a vector autoregressive model or futures market prices. Since the weight gain characteristics of holding cattle over the relevant production periods are well known, the primary uncertainty lies in the prices. Dependable price forecasts permit market participants to optimize their purchases and sales.作者: 彎彎曲曲 時(shí)間: 2025-3-28 23:09
Application of State-Space Models to Ocean Climate Variability in the Northeast Pacific Oceantrend term, a nonstationary seasonal component, and a stationary autoregressive component. Climate scale variations in upwelling, sea surface temperature, and wind stress are examined, and regional differences in the component series on decadal scales are explored.作者: chuckle 時(shí)間: 2025-3-29 05:06 作者: colony 時(shí)間: 2025-3-29 08:26 作者: chuckle 時(shí)間: 2025-3-29 12:43
Temporal Knowledge for Timely Intelligence,and the sometimes crude issues that arise in their application to real problems. A substantial amount of important practical information is relegated to a minor position and is either haphazardly conveyed in long sessions in the computer laboratory, or not at all. This guide is an attempt to organiz作者: 責(zé)怪 時(shí)間: 2025-3-29 18:54 作者: 音樂(lè)等 時(shí)間: 2025-3-29 21:17 作者: forbid 時(shí)間: 2025-3-30 02:25
Enabling Real-Time Business Intelligenceore accurate forecasts than a vector autoregressive model or futures market prices. Since the weight gain characteristics of holding cattle over the relevant production periods are well known, the primary uncertainty lies in the prices. Dependable price forecasts permit market participants to optimi作者: 無(wú)法取消 時(shí)間: 2025-3-30 06:58
