Automatic trend estimation (SpringerBriefs in Physics) - download pdf or read online

By C˘alin Vamos¸,Maria Cr˘aciun

ISBN-10: 9400748248

ISBN-13: 9789400748248

Our publication introduces a mode to guage the accuracy of development estimation algorithms below stipulations just like these encountered in genuine time sequence processing. this technique relies on Monte Carlo experiments with synthetic time sequence numerically generated by way of an unique set of rules. the second one a part of the e-book comprises a number of automated algorithms for pattern estimation and time sequence partitioning. The resource codes of the pc courses enforcing those unique automated algorithms are given within the appendix and should be freely on hand on the net. The booklet includes transparent assertion of the stipulations and the approximations lower than which the algorithms paintings, in addition to the right kind interpretation in their effects. We illustrate the functioning of the analyzed algorithms through processing time sequence from astrophysics, finance, biophysics, and paleoclimatology. The numerical scan procedure greatly utilized in our ebook is already in universal use in computational and statistical physics.

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Automatic trend estimation (SpringerBriefs in Physics) by C˘alin Vamos¸,Maria Cr˘aciun

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