Bxt Ji 0 2


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Advanced Intelligent Computing Theories and Applications


Advanced Intelligent Computing Theories and Applications

Author: De-Shuang Huang

language: en

Publisher: Springer

Release Date: 2007-08-10


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This volume, in conjunction with the two volumes LNCS 4681 and LNAI 4682, constitutes the refereed proceedings of the Third International Conference on Intelligent Computing held in Qingdao, China, in August 2007. The conference sought to establish contemporary intelligent computing techniques as an integral method that underscores trends in advanced computational intelligence and links theoretical research with applications.

Gaussian and Non-Gaussian Linear Time Series and Random Fields


Gaussian and Non-Gaussian Linear Time Series and Random Fields

Author: Murray Rosenblatt

language: en

Publisher: Springer Science & Business Media

Release Date: 2012-12-06


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Much of this book is concerned with autoregressive and moving av erage linear stationary sequences and random fields. These models are part of the classical literature in time series analysis, particularly in the Gaussian case. There is a large literature on probabilistic and statistical aspects of these models-to a great extent in the Gaussian context. In the Gaussian case best predictors are linear and there is an extensive study of the asymptotics of asymptotically optimal esti mators. Some discussion of these classical results is given to provide a contrast with what may occur in the non-Gaussian case. There the prediction problem may be nonlinear and problems of estima tion can have a certain complexity due to the richer structure that non-Gaussian models may have. Gaussian stationary sequences have a reversible probability struc ture, that is, the probability structure with time increasing in the usual manner is the same as that with time reversed. Chapter 1 considers the question of reversibility for linear stationary sequences and gives necessary and sufficient conditions for the reversibility. A neat result of Breidt and Davis on reversibility is presented. A sim ple but elegant result of Cheng is also given that specifies conditions for the identifiability of the filter coefficients that specify a linear non-Gaussian random field.

Robustness in Statistical Forecasting


Robustness in Statistical Forecasting

Author: Yuriy Kharin

language: en

Publisher: Springer Science & Business Media

Release Date: 2013-09-04


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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.