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Publicado por Chapman and Hall/CRC 2021-04-30, 2021
ISBN 10: 0367569329 ISBN 13: 9780367569327
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Añadir al carritoCondición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Marianna Bolla, DSc is professor in the Institute of Mathematics, Budapest University of Technology and Economics. She authored the book Spectral Clustering and Biclustering, Learning Large Graphs and Contingency Tables, Wiley (2013) and.
Idioma: Inglés
Publicado por Chapman And Hall/CRC Apr 2021, 2021
ISBN 10: 0367569329 ISBN 13: 9780367569327
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
EUR 189,70
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Añadir al carritoBuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book gives a brief survey of the theory of multidimensional (multivariate), weakly stationary time series, with emphasis on dimension reduction and prediction. Understanding the covered material requires a certain mathematical maturity, a degree of knowledge in probability theory, linear algebra, and also in real, complex and functional analysis. For this, the cited literature and the Appendix contain all necessary material. The main tools of the book include harmonic analysis, some abstract algebra, and state space methods: linear time-invariant filters, factorization of rational spectral densities, and methods that reduce the rank of the spectral density matrix.Serves to find analogies between classical results (Cramer, Wold, Kolmogorov, Wiener, Kálmán, Rozanov) and up-to-date methods for dimension reduction in multidimensional time seriesProvides a unified treatment for time and frequency domain inferences by using machinery of complex and harmonic analysis, spectral and Smith--McMillan decompositions. Establishes analogies between the time and frequency domain notions and calculationsDiscusses the Wold's decomposition and the Kolmogorov's classification together, by distinguishing between different types of singularities. Understanding the remote past helps us to characterize the ideal situation where there is a regular part at present. Examples and constructions are also givenEstablishes a common outline structure for the state space models, prediction, and innovation algorithms with unified notions and principles, which is applicable to real-life high frequency time seriesIt is an ideal companion for graduate students studying the theory of multivariate time series and researchers working in this field. 296 pp. Englisch.
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Añadir al carritoBuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book gives a brief survey of the theory of multidimensional (multivariate), weakly stationary time series, with emphasis on dimension reduction and prediction. Understanding the covered material requires a certain mathematical maturity, a degree of knowledge in probability theory, linear algebra, and also in real, complex and functional analysis. For this, the cited literature and the Appendix contain all necessary material. The main tools of the book include harmonic analysis, some abstract algebra, and state space methods: linear time-invariant filters, factorization of rational spectral densities, and methods that reduce the rank of the spectral density matrix.Serves to find analogies between classical results (Cramer, Wold, Kolmogorov, Wiener, Kálmán, Rozanov) and up-to-date methods for dimension reduction in multidimensional time seriesProvides a unified treatment for time and frequency domain inferences by using machinery of complex and harmonic analysis, spectral and Smith--McMillan decompositions. Establishes analogies between the time and frequency domain notions and calculationsDiscusses the Wold's decomposition and the Kolmogorov's classification together, by distinguishing between different types of singularities. Understanding the remote past helps us to characterize the ideal situation where there is a regular part at present. Examples and constructions are also givenEstablishes a common outline structure for the state space models, prediction, and innovation algorithms with unified notions and principles, which is applicable to real-life high frequency time seriesIt is an ideal companion for graduate students studying the theory of multivariate time series and researchers working in this field.