Author: Richard A. Davis,Scott H. Holan,Robert Lund,Nalini Ravishanker
Publisher: CRC Press
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 can be applied to other types of discrete-valued time series, such as binary-valued or categorical time series. Explore a Balanced Treatment of Frequentist and Bayesian Perspectives Accessible to graduate-level students who have taken an elementary class in statistical time series analysis, the book begins with the history and current methods for modeling and analyzing univariate count series. It next discusses diagnostics and applications before proceeding to binary and categorical time series. The book then provides a guide to modern methods for discrete-valued spatio-temporal data, illustrating how far modern applications have evolved from their roots. The book ends with a focus on multivariate and long-memory count series. Get Guidance from Masters in the Field Written by a cohesive group of distinguished contributors, this handbook provides a unified account of the diverse techniques available for observation- and parameter-driven models. It covers likelihood and approximate likelihood methods, estimating equations, simulation methods, and a Bayesian approach for model fitting.
A first approach for modeling time series of counts : the thinning-based INAR (1) model -- Further thinning-based models for count time series -- INGARCH models for count time series -- Further models for count time series -- Analyzing categorical time series -- Models for categorical time series -- Control charts for count processes -- Control charts for categorical processes
The aim of this book is to serve as a graduate text and reference in time series analysis and signal processing, two closely related subjects that are the concern of a wide range of disciplines, such as statistics, electrical engineering, mechanical engineering and physics. The book provides a CD-ROM containing codes in PASCAL and C for the computer procedures printed in the book. It also furnishes a complete program devoted to the statistical analysis of time series, which will be attractive to a wide range of academics working in diverse mathematical disciplines.
This unique volume focuses on the "tools" of medical statistics. It contains over 500 concepts or methods, all of which are explained very clearly and in detail. Each chapter focuses on a specific field and its applications. There are about 20 items in each chapter with each item independent of one another and explained within one page (plus references). The structure of the book makes it extremely handy for solving targeted problems in this area. As the goal of the book is to encourage students to learn more combinatorics, every effort has been made to provide them with a not only useful, but also enjoyable and engaging reading. This handbook plays the role of "tutor" or "advisor" for teaching and further learning. It can also be a useful source for "MOOC-style teaching".
Sylvia Fruhwirth-Schnatter,Gilles Celeux,Christian P. Robert
Author: Sylvia Fruhwirth-Schnatter,Gilles Celeux,Christian P. Robert
Publisher: CRC Press
Mixture models have been around for over 150 years, and they are found in many branches of statistical modelling, as a versatile and multifaceted tool. They can be applied to a wide range of data: univariate or multivariate, continuous or categorical, cross-sectional, time series, networks, and much more. Mixture analysis is a very active research topic in statistics and machine learning, with new developments in methodology and applications taking place all the time. The Handbook of Mixture Analysis is a very timely publication, presenting a broad overview of the methods and applications of this important field of research. It covers a wide array of topics, including the EM algorithm, Bayesian mixture models, model-based clustering, high-dimensional data, hidden Markov models, and applications in finance, genomics, and astronomy. Features: Provides a comprehensive overview of the methods and applications of mixture modelling and analysis Divided into three parts: Foundations and Methods; Mixture Modelling and Extensions; and Selected Applications Contains many worked examples using real data, together with computational implementation, to illustrate the methods described Includes contributions from the leading researchers in the field The Handbook of Mixture Analysis is targeted at graduate students and young researchers new to the field. It will also be an important reference for anyone working in this field, whether they are developing new methodology, or applying the models to real scientific problems.
This book offers solutions to such topical problems as developing mathematical models and descriptions of typical distortions in applied forecasting problems; evaluating robustness for traditional forecasting procedures under distortionism and more.
Author: James E. Gentle,Wolfgang Karl Härdle,Yuichi Mori
Publisher: Springer Science & Business Media
The Handbook of Computational Statistics - Concepts and Methods (second edition) is a revision of the first edition published in 2004, and contains additional comments and updated information on the existing chapters, as well as three new chapters addressing recent work in the field of computational statistics. This new edition is divided into 4 parts in the same way as the first edition. It begins with "How Computational Statistics became the backbone of modern data science" (Ch.1): an overview of the field of Computational Statistics, how it emerged as a separate discipline, and how its own development mirrored that of hardware and software, including a discussion of current active research. The second part (Chs. 2 - 15) presents several topics in the supporting field of statistical computing. Emphasis is placed on the need for fast and accurate numerical algorithms, and some of the basic methodologies for transformation, database handling, high-dimensional data and graphics treatment are discussed. The third part (Chs. 16 - 33) focuses on statistical methodology. Special attention is given to smoothing, iterative procedures, simulation and visualization of multivariate data. Lastly, a set of selected applications (Chs. 34 - 38) like Bioinformatics, Medical Imaging, Finance, Econometrics and Network Intrusion Detection highlight the usefulness of computational statistics in real-world applications.
The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.
Der neue Bestseller von Gerd Gigerenzer Erinnern wir uns an die weltweite Angst vor der Schweinegrippe, als Experten eine nie dagewesene Pandemie prognostizierten und Impfstoff für Millionen produziert wurde, der später still und heimlich entsorgt werden musste. Für Gerd Gigerenzer ist dies nur ein Beleg unseres irrationalen Umgangs mit Risiken. Und das gilt für Experten ebenso wie für Laien. An Beispielen aus Medizin, Rechtswesen und Finanzwelt erläutert er, wie die Psychologie des Risikos funktioniert, was sie mit unseren entwicklungsgeschichtlich alten Hirnstrukturen zu tun hat und welche Gefahren damit einhergehen. Dabei analysiert er die ungute Rolle von irreführenden Informationen, die von Medien und Fachleuten verbreitet werden. Doch Risiken und Ungewissheiten richtig einzuschätzen kann und sollte jeder lernen. Diese Risikoschulung erprobt Gigerenzer seit vielen Jahren mit verblüffenden Ergebnissen. Sein Fazit: Schon Kinder können lernen, mit Risiken realistisch umzugehen und sich gegen Panikmache wie Verharmlosung zu immunisieren.
Dieses Buch führt in das junge, interdisziplinäre Gebiet Computational Social Choice ein, das an der Schnittstelle zwischen der Informatik und den Politik- und Wirtschaftswissenschaften liegt. Ausgehend von der klassischen Spiel- und Social-Choice-Theorie werden die algorithmischen Eigenschaften von Spielen, Wahlen und Aufteilungsverfahren in leicht verständlicher und dennoch exakter Form präsentiert.
A Handbook of Recent Developments in the Mathematics of Fuzzy Sets
Author: S.E. Rodabaugh,Erich Peter Klement
Publisher: Springer Science & Business Media
This volume summarizes recent developments in the topological and algebraic structures in fuzzy sets and may be rightly viewed as a continuation of the stan dardization of the mathematics of fuzzy sets established in the "Handbook", namely the Mathematics of Fuzzy Sets: Logic, Topology, and Measure Theory, Volume 3 of The Handbooks of Fuzzy Sets Series (Kluwer Academic Publish ers, 1999). Many of the topological chapters of the present work are not only based upon the foundations and notation for topology laid down in the Hand book, but also upon Handbook developments in convergence, uniform spaces, compactness, separation axioms, and canonical examples; and thus this work is, with respect to topology, a continuation of the standardization of the Hand book. At the same time, this work significantly complements the Handbook in regard to algebraic structures. Thus the present volume is an extension of the content and role of the Handbook as a reference work. On the other hand, this volume, even as the Handbook, is a culmination of mathematical developments motivated by the renowned International Sem inar on Fuzzy Set Theory, also known as the Linz Seminar, held annually in Linz, Austria. Much of the material of this volume is related to the Twenti eth Seminar held in February 1999, material for which the Seminar played a crucial and stimulating role, especially in providing feedback, connections, and the necessary screening of ideas.
Aus den Besprechungen: "Unter den zahlreichen Einführungen in die Wahrscheinlichkeitsrechnung bildet dieses Buch eine erfreuliche Ausnahme. Der Stil einer lebendigen Vorlesung ist über Niederschrift und Übersetzung hinweg erhalten geblieben. In jedes Kapitel wird sehr anschaulich eingeführt. Sinn und Nützlichkeit der mathematischen Formulierungen werden den Lesern nahegebracht. Die wichtigsten Zusammenhänge sind als mathematische Sätze klar formuliert." #FREQUENZ#1
The context of leadership has changed. Traditionally, leaders worked in organizations in which people largely shared a common culture and set of values. Today, leaders must bring together groups of people with very different histories, perspectives, values, and cultures. The people you lead are likely to be different from you and from each other in significant ways. Leaders today need an awareness of social identity, their own and that of others.