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Signal Extraction
Marc Wildi
€ 130.82
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Description for Signal Extraction
Paperback. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 291 pages, 15 black & white tables, biography. BIC Classification: KCJ. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 15. Weight in Grams: 920.
The material contained in this book originated in interrogations about modern practice in time series analysis. • Why do we use models optimized with respect to one-step ahead foreca- ing performances for applications involving multi-step ahead forecasts? • Why do we infer 'long-term' properties (unit-roots) of an unknown process from statistics essentially based on short-term one-step ahead forecasting performances of particular time series models? • Are we able to detect turning-points of trend components earlier than with traditional signal extraction procedures? The link between 'signal extraction' and the first two questions above is not immediate at first sight. Signal extraction ... Read more
The material contained in this book originated in interrogations about modern practice in time series analysis. • Why do we use models optimized with respect to one-step ahead foreca- ing performances for applications involving multi-step ahead forecasts? • Why do we infer 'long-term' properties (unit-roots) of an unknown process from statistics essentially based on short-term one-step ahead forecasting performances of particular time series models? • Are we able to detect turning-points of trend components earlier than with traditional signal extraction procedures? The link between 'signal extraction' and the first two questions above is not immediate at first sight. Signal extraction ... Read more
Product Details
Format
Paperback
Publication date
2004
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
291
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
279
Place of Publication
Berlin, Germany
ISBN
9783540229353
SKU
V9783540229353
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Signal Extraction
From the reviews: "The aim of the author is … to describe established procedures which are implemented in ‘widely used’ software packages. … The book can be of great interest for all specialists working in the area of nonlinear systems state and parameter estimation and identification. It will be of significant benefit for time series ... Read more