標(biāo)題: Titlebook: Elements of Nonlinear Time Series Analysis and Forecasting; Jan G. De Gooijer Book 2017 Springer International Publishing Switzerland 2017 [打印本頁] 作者: 去是公開 時間: 2025-3-21 17:35
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書目名稱Elements of Nonlinear Time Series Analysis and Forecasting讀者反饋學(xué)科排名
作者: 平庸的人或物 時間: 2025-3-21 21:12
Forecasting,ata up to a certain time t. In contrast, the situation becomes more complicated when real out-of-sample forecast are computed from parametric nonlinear time series models; in particular, as we explain below, this is a difficult issue for H ≥ 2 steps ahead.作者: 同音 時間: 2025-3-22 02:07 作者: 耕種 時間: 2025-3-22 08:07
Elements of Nonlinear Time Series Analysis and Forecasting978-3-319-43252-6Series ISSN 0172-7397 Series E-ISSN 2197-568X 作者: 慎重 時間: 2025-3-22 09:56 作者: harpsichord 時間: 2025-3-22 13:32 作者: harpsichord 時間: 2025-3-22 19:52 作者: 鴕鳥 時間: 2025-3-22 22:01
Springer Series in Statisticshttp://image.papertrans.cn/e/image/307619.jpg作者: receptors 時間: 2025-3-23 02:56 作者: Commonplace 時間: 2025-3-23 06:24
Gesunde Unternehmen in der Zugspitz-Region,lear as possible, we introduce in this chapter a number of classic parametric univariate nonlinear models. By “classic” we mean that during the relatively brief history of nonlinear time series analysis, these models have proved to be useful in handling many nonlinear phenomena in terms of both trac作者: arthroscopy 時間: 2025-3-23 11:26 作者: Host142 時間: 2025-3-23 17:35
Adrian W. T. Dostal,Gabriele Dostalan be achieved by using a nonlinear model instead of a familiar ARMA model. Therefore, one may wish to start the model building from a linear model and abandon it only if sufficiently strong evidence for a nonlinear alternative can be found. This approach can be applied using a linearity test, often作者: Free-Radical 時間: 2025-3-23 22:04
Adrian W. T. Dostal,Tristan E. W. Dostalst a pre-chosen particular nonlinear alternative. Using the classical theory of statistical hypothesis testing, time-domain test nonlinearity tests can be based on three principles – the likelihood ratio (LR), Lagrange multiplier (LM), and Wald (W) principles. LRbased test statistics require estimat作者: companion 時間: 2025-3-24 00:49 作者: micronutrients 時間: 2025-3-24 04:59
Chancen und Risiken der Kundenintegratione noise process is assumed to consist of i.i.d. random variables, and this hypothesis should be testable. Also, it is the first issue that gets raised when checking the adequacy of a fitted time series model through observed “residuals”, i.e. are they approximately i.i.d. or are there significant de作者: 音樂戲劇 時間: 2025-3-24 08:46
Die Evolution des Innovationsmanagementsochastic process is said to be TR if its probabilistic structure is unaffected by reversing (“mirroring”) the direction of time. Otherwise, the process is said to be time-irreversible, or non-reversible. Confirmation of time-irreversibility is important because, according to Cox (1981), it is a symp作者: 針葉樹 時間: 2025-3-24 11:53 作者: OVER 時間: 2025-3-24 16:12
Management von Intangible Assetsata up to a certain time t. In contrast, the situation becomes more complicated when real out-of-sample forecast are computed from parametric nonlinear time series models; in particular, as we explain below, this is a difficult issue for H ≥ 2 steps ahead.作者: 幸福愉悅感 時間: 2025-3-24 19:59
Unternehmensführung: Joint Ventures in Chinaehavior. Over the past few years, many multivariate (vector) nonlinear time series models have been proposed. Some of them are “ad - hoc”, with a special application in mind. Others are direct multivariate extensions of their univariate counterparts. Within the latter class, a definition of a multiv作者: Kidnap 時間: 2025-3-25 02:43 作者: CARE 時間: 2025-3-25 05:56
Frequency-Domain Tests,d abandon it only if sufficiently strong evidence for a nonlinear alternative can be found. This approach can be applied using a linearity test, often in combination with a test for Gaussianity. Several test statistics, both in the time domain and frequency domain, have been proposed for this purpose.作者: 歡樂東方 時間: 2025-3-25 09:29 作者: amenity 時間: 2025-3-25 11:58
Management von Franchisenetzwerkenodeling the dynamic relationship of a time series, obtaining its characteristic features, forecasting future occurrences, and hypothesizing marginal statistics. Our concern is with time series that occur in discrete time and are realizations of a stochastic/random process.作者: 尊嚴(yán) 時間: 2025-3-25 19:19
Book 2017thms and real-world applications. Avoiding a?“theorem-proof” format, it shows concrete applications on a variety of empirical time series. The?book can be used in graduate courses in nonlinear time series and at the same time also includes?interesting material for more advanced readers. Though it is作者: Tracheotomy 時間: 2025-3-25 22:06
Gesunde Unternehmen in der Zugspitz-Region, 11, we deal with vector (multivariate) parametric models in which there are several jointly dependent time series variables. Nonparametric univariate and multivariate methods will be the focus of Chapters 4, 9 and 12.作者: 危機 時間: 2025-3-26 01:17 作者: obsession 時間: 2025-3-26 06:18
Classic Nonlinear Models, 11, we deal with vector (multivariate) parametric models in which there are several jointly dependent time series variables. Nonparametric univariate and multivariate methods will be the focus of Chapters 4, 9 and 12.作者: squander 時間: 2025-3-26 11:35 作者: Evacuate 時間: 2025-3-26 16:06 作者: preeclampsia 時間: 2025-3-26 18:34 作者: Multiple 時間: 2025-3-27 00:01
Adrian W. T. Dostal,Gabriele Dostald abandon it only if sufficiently strong evidence for a nonlinear alternative can be found. This approach can be applied using a linearity test, often in combination with a test for Gaussianity. Several test statistics, both in the time domain and frequency domain, have been proposed for this purpose.作者: jagged 時間: 2025-3-27 04:25
Chancen und Risiken der Kundenintegration when checking the adequacy of a fitted time series model through observed “residuals”, i.e. are they approximately i.i.d. or are there significant deviations from that assumption. In fact, many inference procedures apply only to i.i.d. processes.作者: Cumbersome 時間: 2025-3-27 07:12
Jonas Schwartze,Klaus-Hendrik Wolfvertibility are of equal interest. Indeed, we would like to check whether present events of a time series are associated with the past in a sensible manner using an NLMA specification. Moreover, verifying (geometric) ergodicity is required for statistical inference.作者: 色情 時間: 2025-3-27 11:56
,DNA von Gro?- und Megaprojekten,e (or criterion) helps to identify the most appropriate model for the purpose at hand. Finally, it is common practice to test the series of standardized residuals for white noise via a residual-based diagnostic test statistic.作者: Mediocre 時間: 2025-3-27 14:02 作者: 水土 時間: 2025-3-27 20:21 作者: 并排上下 時間: 2025-3-27 22:05 作者: Axillary 時間: 2025-3-28 04:57 作者: Notify 時間: 2025-3-28 09:50
Probabilistic Properties,ractice. However, before selecting a particular nonlinear model we need tools to fully understand the probabilistic and statistical characteristics of the underlying DGP. For instance, precise information on the stationarity (ergodicity) conditions of a nonlinear DGP is important to circumscribe a m作者: 特別容易碎 時間: 2025-3-28 14:08 作者: garrulous 時間: 2025-3-28 17:17 作者: collagenase 時間: 2025-3-28 20:26
Model Estimation, Selection, and Checking,r models, a particular linearity test statistics indicates that the DGP underlying an observed time series is indeed a nonlinear process, one would ideally like to be able to select the correct lag structure and estimate the parameters of the model. In addition, one would like to know the asymptotic作者: confide 時間: 2025-3-29 02:36
Tests for Serial Independence,e noise process is assumed to consist of i.i.d. random variables, and this hypothesis should be testable. Also, it is the first issue that gets raised when checking the adequacy of a fitted time series model through observed “residuals”, i.e. are they approximately i.i.d. or are there significant de作者: 不發(fā)音 時間: 2025-3-29 06:31 作者: unstable-angina 時間: 2025-3-29 10:10 作者: Esophagus 時間: 2025-3-29 12:08 作者: wreathe 時間: 2025-3-29 15:51 作者: Coma704 時間: 2025-3-29 20:48 作者: 相容 時間: 2025-3-30 01:33 作者: lipids 時間: 2025-3-30 05:02 作者: homocysteine 時間: 2025-3-30 08:38
Vector Parametric Models and Methods,a multivariate nonlinear time series model should possess some specified properties in order to permit estimation of the unknown model parameters and allow statistical inference. Moreover, because one of the main uses of time series analysis is forecasting, it is reasonable to restrict consideration作者: 并置 時間: 2025-3-30 14:08
Die Evolution des Innovationsmanagementsdicine, queuing theory, system engineering, and financial economics. Time-irreversibility automatically excludes Gaussian linear processes, or static nonlinear transformations of such processes, as possible DGPs.作者: 疲勞 時間: 2025-3-30 16:37
Zielvielfalt in der Entwicklungsentscheidungand instead base statistical inference mainly on data. Moreover, they require “weak” (qualitative) assumptions, such as smoothness of the functional form, rather than quantitative assumptions on the global form of the model.
