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Applications of Computer Aided Time Series Modeling
. Ed(S): Aoki, Masanao; Havenner, Arthur M.
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Description for Applications of Computer Aided Time Series Modeling
Paperback. This text provides an introduction to state space modelling, discusses applications of state space modelling and discusses applications of neural networks. Editor(s): Aoki, Masanao; Havenner, Arthur M. Series: Lecture Notes in Statistics. Num Pages: 342 pages, 220 black & white illustrations, biography. BIC Classification: PBT; PBWH; UY. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 18. Weight in Grams: 533.
This book consists of three parts: Part One is composed of two introductory chapters. The first chapter provides an instrumental varible interpretation of the state space time series algorithm originally proposed by Aoki (1983), and gives an introductory account for incorporating exogenous signals in state space models. The second chapter, by Havenner, gives practical guidance in apply ing this algorithm by one of the most experienced practitioners of the method. Havenner begins by summarizing six reasons state space methods are advanta geous, and then walks the reader through construction and evaluation of a state space model for four monthly macroeconomic ... Read more
This book consists of three parts: Part One is composed of two introductory chapters. The first chapter provides an instrumental varible interpretation of the state space time series algorithm originally proposed by Aoki (1983), and gives an introductory account for incorporating exogenous signals in state space models. The second chapter, by Havenner, gives practical guidance in apply ing this algorithm by one of the most experienced practitioners of the method. Havenner begins by summarizing six reasons state space methods are advanta geous, and then walks the reader through construction and evaluation of a state space model for four monthly macroeconomic ... Read more
Product Details
Format
Paperback
Publication date
1996
Publisher
Springer-Verlag New York Inc. United States
Number of pages
342
Condition
New
Series
Lecture Notes in Statistics
Number of Pages
335
Place of Publication
New York, NY, United States
ISBN
9780387947518
SKU
V9780387947518
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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