Model Identification and Data Analysis
Model Identification and Data Analysis

Author: Sergio Bittanti

Publisher: John Wiley & Sons

Published: 2019-04-02

Total Pages: 416

ISBN-13: 1119546362

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This book is about constructing models from experimental data. It covers a range of topics, from statistical data prediction to Kalman filtering, from black-box model identification to parameter estimation, from spectral analysis to predictive control. Written for graduate students, this textbook offers an approach that has proven successful throughout the many years during which its author has taught these topics at his University. The book: Contains accessible methods explained step-by-step in simple terms Offers an essential tool useful in a variety of fields, especially engineering, statistics, and mathematics Includes an overview on random variables and stationary processes, as well as an introduction to discrete time models and matrix analysis Incorporates historical commentaries to put into perspective the developments that have brought the discipline to its current state Provides many examples and solved problems to complement the presentation and facilitate comprehension of the techniques presented

Selected Papers of Hirotugu Akaike
Selected Papers of Hirotugu Akaike

Author: Emanuel Parzen

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 432

ISBN-13: 146121694X

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The pioneering research of Hirotugu Akaike has an international reputation for profoundly affecting how data and time series are analyzed and modelled and is highly regarded by the statistical and technological communities of Japan and the world. His 1974 paper "A new look at the statistical model identification" (IEEE Trans Automatic Control, AC-19, 716-723) is one of the most frequently cited papers in the area of engineering, technology, and applied sciences (according to a 1981 Citation Classic of the Institute of Scientific Information). It introduced the broad scientific community to model identification using the methods of Akaike's criterion AIC. The AIC method is cited and applied in almost every area of physical and social science. The best way to learn about the seminal ideas of pioneering researchers is to read their original papers. This book reprints 29 papers of Akaike's more than 140 papers. This book of papers by Akaike is a tribute to his outstanding career and a service to provide students and researchers with access to Akaike's innovative and influential ideas and applications. To provide a commentary on the career of Akaike, the motivations of his ideas, and his many remarkable honors and prizes, this book reprints "A Conversation with Hirotugu Akaike" by David F. Findley and Emanuel Parzen, published in 1995 in the journal Statistical Science. This survey of Akaike's career provides each of us with a role model for how to have an impact on society by stimulating applied researchers to implement new statistical methods.

R for Data Science
R for Data Science

Author: Hadley Wickham

Publisher: "O'Reilly Media, Inc."

Published: 2016-12-12

Total Pages: 521

ISBN-13: 1491910364

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Learn how to use R to turn raw data into insight, knowledge, and understanding. This book introduces you to R, RStudio, and the tidyverse, a collection of R packages designed to work together to make data science fast, fluent, and fun. Suitable for readers with no previous programming experience, R for Data Science is designed to get you doing data science as quickly as possible. Authors Hadley Wickham and Garrett Grolemund guide you through the steps of importing, wrangling, exploring, and modeling your data and communicating the results. You'll get a complete, big-picture understanding of the data science cycle, along with basic tools you need to manage the details. Each section of the book is paired with exercises to help you practice what you've learned along the way. You'll learn how to: Wrangle—transform your datasets into a form convenient for analysis Program—learn powerful R tools for solving data problems with greater clarity and ease Explore—examine your data, generate hypotheses, and quickly test them Model—provide a low-dimensional summary that captures true "signals" in your dataset Communicate—learn R Markdown for integrating prose, code, and results

Identification of Continuous-time Models from Sampled Data
Identification of Continuous-time Models from Sampled Data

Author: Hugues Garnier

Publisher: Springer Science & Business Media

Published: 2008-03-13

Total Pages: 413

ISBN-13: 1848001614

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This is the first book dedicated to direct continuous-time model identification for 15 years. It cuts down on time spent hunting through journals by providing an overview of much recent research in an increasingly busy field. The CONTSID toolbox discussed in the final chapter gives an overview of developments and practical examples in which MATLAB® can be used for direct time-domain identification of continuous-time systems. This is a valuable reference for a broad audience.

Principles of Neural Model Identification, Selection and Adequacy
Principles of Neural Model Identification, Selection and Adequacy

Author: Achilleas Zapranis

Publisher: Springer Science & Business Media

Published: 1999-05-28

Total Pages: 204

ISBN-13: 9781852331399

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Neural networks have had considerable success in a variety of disciplines including engineering, control, and financial modelling. However a major weakness is the lack of established procedures for testing mis-specified models and the statistical significance of the various parameters which have been estimated. This is particularly important in the majority of financial applications where the data generating processes are dominantly stochastic and only partially deterministic. Based on the latest, most significant developments in estimation theory, model selection and the theory of mis-specified models, this volume develops neural networks into an advanced financial econometrics tool for non-parametric modelling. It provides the theoretical framework required, and displays the efficient use of neural networks for modelling complex financial phenomena. Unlike most other books in this area, this one treats neural networks as statistical devices for non-linear, non-parametric regression analysis.

Fuzzy Model Identification
Fuzzy Model Identification

Author: Hans Hellendoorn

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 334

ISBN-13: 3642607675

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During the past few years two principally different approaches to the design of fuzzy controllers have emerged: heuristics-based design and model-based design. The main motivation for the heuristics-based design is given by the fact that many industrial processes are still controlled in one of the following two ways: - The process is controlled manually by an experienced operator. - The process is controlled by an automatic control system which needs manual, on-line 'trimming' of its parameters by an experienced operator. In both cases it is enough to translate in terms of a set of fuzzy if-then rules the operator's manual control algorithm or manual on-line 'trimming' strategy in order to obtain an equally good, or even better, wholly automatic fuzzy control system. This implies that the design of a fuzzy controller can only be done after a manual control algorithm or trimming strategy exists. It is admitted in the literature on fuzzy control that the heuristics-based approach to the design of fuzzy controllers is very difficult to apply to multiple-inputjmultiple-output control problems which represent the largest part of challenging industrial process control applications. Furthermore, the heuristics-based design lacks systematic and formally verifiable tuning tech niques. Also, studies of the stability, performance, and robustness of a closed loop system incorporating a heuristics-based fuzzy controller can only be done via extensive simulations.

Identification, Equivalent Models, and Computer Algebra
Identification, Equivalent Models, and Computer Algebra

Author: Paul A. Bekker

Publisher:

Published: 1994

Total Pages: 232

ISBN-13:

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This book examines the identification of major models employed in economics and the social science. It explores equivalence between different, non-tested models. The book also includes a diskette containing the program, for hands-on use by the reader.

ARMA Model Identification
ARMA Model Identification

Author: ByoungSeon Choi

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 211

ISBN-13: 1461397456

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During the last two decades, considerable progress has been made in statistical time series analysis. The aim of this book is to present a survey of one of the most active areas in this field: the identification of autoregressive moving-average models, i.e., determining their orders. Readers are assumed to have already taken one course on time series analysis as might be offered in a graduate course, but otherwise this account is self-contained. The main topics covered include: Box-Jenkins' method, inverse autocorrelation functions, penalty function identification such as AIC, BIC techniques and Hannan and Quinn's method, instrumental regression, and a range of pattern identification methods. Rather than cover all the methods in detail, the emphasis is on exploring the fundamental ideas underlying them. Extensive references are given to the research literature and as a result, all those engaged in research in this subject will find this an invaluable aid to their work.

Advances in Econometrics
Advances in Econometrics

Author: Werner Hildenbrand

Publisher: Cambridge University Press

Published: 1985-08-30

Total Pages: 316

ISBN-13: 9780521312677

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This volume includes papers delivered at the Fourth World Congress of the Econometric Society. It will interest economic theorists and econometricians working in universities, government, and business and financial institutions.