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Automatic Trend Estimation
Vamos, Calin; Craciun, Dr Maria
€ 58.92
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Description for Automatic Trend Estimation
Paperback. With practical examples of real-time series from astrophysics, finance, biophysics, and paleoclimatology, this book shows how to evaluate the accuracy of trend estimation algorithms under conditions similar to those encountered in real-time series processing. Series: SpringerBriefs in Physics. Num Pages: 141 pages, 77 black & white illustrations, biography. BIC Classification: PBT; PHS; PHU; UGK. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 7. Weight in Grams: 213.
Our book introduces a method to evaluate the accuracy of trend estimation algorithms under conditions similar to those encountered in real time series processing. This method is based on Monte Carlo experiments with artificial time series numerically generated by an original algorithm. The second part of the book contains several automatic algorithms for trend estimation and time series partitioning. The source codes of the computer programs implementing these original automatic algorithms are given in the appendix and will be freely available on the web. The book contains clear statement of the conditions and the approximations under which the algorithms work, ... Read more
Our book introduces a method to evaluate the accuracy of trend estimation algorithms under conditions similar to those encountered in real time series processing. This method is based on Monte Carlo experiments with artificial time series numerically generated by an original algorithm. The second part of the book contains several automatic algorithms for trend estimation and time series partitioning. The source codes of the computer programs implementing these original automatic algorithms are given in the appendix and will be freely available on the web. The book contains clear statement of the conditions and the approximations under which the algorithms work, ... Read more
Product Details
Format
Paperback
Publication date
2012
Publisher
Springer Netherlands
Number of pages
141
Condition
New
Series
SpringerBriefs in Physics
Number of Pages
131
Place of Publication
Dordrecht, Netherlands
ISBN
9789400748248
SKU
V9789400748248
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Vamos, Calin; Craciun, Dr Maria
Vamos is Scientific researcher II at "Tiberiu Popoviciu" Institute of Numerical Analysis (Romania). His interests are on time series theory and quantitative finance. Craciun is Scientific researcher III at "Tiberiu Popoviciu" Institute of Numerical Analysis (Romania). Her interests are on time series theory and quantitative finance.
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