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Mathematical Foundations of Time Series Analysis, Beran, Jan


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Автор: Beran, Jan
Название:  Mathematical Foundations of Time Series Analysis
ISBN: 9783319743783
Издательство: Springer
Классификация:




ISBN-10: 3319743783
Обложка/Формат: Hardcover
Страницы: 307
Вес: 0.64 кг.
Дата издания: 04.04.2018
Язык: English
Издание: 1st ed. 2018
Иллюстрации: Ix, 307 p.
Размер: 166 x 252 x 23
Читательская аудитория: Undergraduate
Подзаголовок: A concise introduction
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание: This book provides a concise introduction to the mathematical foundations of time series analysis, with an emphasis on mathematical clarity. The text is reduced to the essential logical core, mostly using the symbolic language of mathematics, thus enabling readers to very quickly grasp the essential reasoning behind time series analysis.


Time Series Analysis

Автор: Hamilton, James
Название: Time Series Analysis
ISBN: 0691042896 ISBN-13(EAN): 9780691042893
Издательство: Wiley
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Цена: 11088.00 р.
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Описание: A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression, nonlinear time series models and the generalized methods of moments.

Mathematical Physics: A Modern Introduction To Its Foundations

Автор: Sadri Hassani
Название: Mathematical Physics: A Modern Introduction To Its Foundations
ISBN: 3319011944 ISBN-13(EAN): 9783319011943
Издательство: Springer
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Цена: 11179.00 р.
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Описание:

This book is for physics students interested in the mathematics they use and for mathematics students interested in seeing how some of the ideas of their discipline find realization in an applied setting. The presentation tries to strike a balance between formalism and application, between abstract and concrete. The interconnections among the various topics are clarified both by the use of vector spaces as a central unifying theme, recurring throughout the book, and by putting ideas into their historical context. Enough of the essential formalism is included to make the presentation self-contained.

The book is divided into eight parts: The first covers finite- dimensional vector spaces and the linear operators defined on them. The second is devoted to infinite-dimensional vector spaces, and includes discussions of the classical orthogonal polynomials and of Fourier series and transforms. The third part deals with complex analysis, including complex series and their convergence, the calculus of residues, multivalued functions, and analytic continuation. Part IV treats ordinary differential equations, concentrating on second-order equations and discussing both analytical and numerical methods of solution. The next part deals with operator theory, focusing on integral and Sturm--Liouville operators. Part VI is devoted to Green's functions, both for ordinary differential equations and in multidimensional spaces. Parts VII and VIII contain a thorough discussion of differential geometry and Lie groups and their applications, concluding with Noether's theorem on the relationship between symmetries and conservation laws.

Intended for advanced undergraduates or beginning graduate students, this comprehensive guide should also prove useful as a refresher or reference for physicists and applied mathematicians. Over 300 worked-out examples and more than 800 problems provide valuable learning aids.

Numerous enhancements and revision are incorporated into this new edition. For example, fiber bundle techniques are used to introduce differential geometry. This more elegant and intuitive approach naturally connects differential geometry with not only the general theory of relativity, but also gauge theories of fundamental forces.

Some praise for the previous edition:

PAGEOPH Pure and Applied Geophysics]

Review by Daniel Wojcik, University of Maryland

"This volume should be a welcome addition to any collection. The book is well written and explanations are usually clear. Lives of famous mathematicians and physicists are scattered within the book. They are quite extended, often amusing, making nice interludes. Numerous exercises help the student practice the methods introduced. ... I have recently been using this book for an extended time and acquired a liking for it. Among all the available books treating mathematical methods of physics this one certainly stands out and assuredly it would suit the needs of many physics readers."

ZENTRALBLATT MATH

Review by G.Roepstorff, University of Aachen, Germany

..". Unlike most existing texts with the same emphasis and audience, which are merely collections of facts and formulas, the present book is more systematic, self-contained, with a level of presentation that tends to be more formal and abstract. This entails proving a large number of theorems, lemmas, and corollaries, deferring most of the applications that physics students might be interested in to the example sections in small print. Indeed, there are 350 worked-out examples and about 850 problems. ... A very nice feature is the way the author intertwines the formalism with the life stories and anecdotes of some mathematicians and physicists, leading at their times. As is often the case, the historical view point helps to understand and appreciate the ideas presented in the text. ... For the physics studen

Weighing the odds

Автор: David Williams
Название: Weighing the odds
ISBN: 052100618X ISBN-13(EAN): 9780521006187
Издательство: Cambridge Academ
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Цена: 11880.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: A lively book enriched with examples drawn from all manner of applications. Statistics chapters present both the Frequentist and Bayesian approaches, emphasising Confidence Intervals rather than Hypothesis Tests. C or WinBUGS code is provided for computational examples and simulations. Many exercises are included; hints or solutions are often provided.

Foundations of Ergodic Theory

Автор: Viana
Название: Foundations of Ergodic Theory
ISBN: 1107126967 ISBN-13(EAN): 9781107126961
Издательство: Cambridge Academ
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Цена: 16157.00 р.
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Описание: Rich with examples, applications and over 400 exercises, this textbook provides a coherent and self-contained introduction to ergodic theory, suitable for a variety of one- or two-semester courses. It requires few prerequisites, beginning with elementary material suitable for undergraduate students and gradually building up to more sophisticated topics.

Factorization Algebras in Quantum Field Theory

Автор: Costello
Название: Factorization Algebras in Quantum Field Theory
ISBN: 1107163102 ISBN-13(EAN): 9781107163102
Издательство: Cambridge Academ
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Цена: 22018.00 р.
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Описание: Ideal for researchers and graduates in mathematics and physics, this volume develops factorization algebras while highlighting examples exhibiting their use in field theory, such as the recovery of a vertex algebra from a chiral conformal field theory. This first volume also includes expositions of the relevant background in homological algebra, sheaves and functional analysis.

Mathematics of keno and lotteries

Автор: Bollman, Mark (albion College, Albion, Michigan, Usa)
Название: Mathematics of keno and lotteries
ISBN: 113872372X ISBN-13(EAN): 9781138723726
Издательство: Taylor&Francis
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Цена: 8879.00 р.
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Описание: Mathematics of Keno and Lotteries is an elementary treatment of the mathematics, primarily probability and simple combinatorics, involved in lotteries and keno. Keno has a long history as a high-advantage, high-payoff casino game, and state lottery games such as Powerball are mathematically similar.

Multivariate Time Series Analysis: With R and Financial Applications

Автор: Ruey S. Tsay
Название: Multivariate Time Series Analysis: With R and Financial Applications
ISBN: 1118617908 ISBN-13(EAN): 9781118617908
Издательство: Wiley
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Цена: 18842.00 р.
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Описание: An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series.

Nonparametric Statistics - A Step-by-Step Approach  2e

Автор: Corder
Название: Nonparametric Statistics - A Step-by-Step Approach 2e
ISBN: 1118840313 ISBN-13(EAN): 9781118840313
Издательство: Wiley
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Цена: 13139.00 р.
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Описание: a very useful resource for courses in nonparametric statistics in which the emphasis is on applications rather than on theory. It also deserves a place in libraries of all institutions where introductory statistics courses are taught.

Mathematics of Keno and Lotteries

Автор: Bollman
Название: Mathematics of Keno and Lotteries
ISBN: 1138723800 ISBN-13(EAN): 9781138723801
Издательство: Taylor&Francis
Рейтинг:
Цена: 23734.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Mathematics of Keno and Lotteries is an elementary treatment of the mathematics, primarily probability and simple combinatorics, involved in lotteries and keno. Keno has a long history as a high-advantage, high-payoff casino game, and state lottery games such as Powerball are mathematically similar.

Mathematical Foundations of Data Science Using R

Автор: Matthias Dehmer, Salissou Moutari, Frank Emmert-Streib
Название: Mathematical Foundations of Data Science Using R
ISBN: 311056467X ISBN-13(EAN): 9783110564679
Издательство: Walter de Gruyter
Цена: 9288.00 р.
Наличие на складе: Нет в наличии.

Описание:

In order best exploit the incredible quantities of data being generated in most diverse disciplines data sciences increasingly gain worldwide importance. The book gives the mathematical foundations to handle data properly. It introduces basics and functionalities of the R programming language which has become the indispensable tool for data sciences. Thus it delivers the reader the skills needed to build own tool kits of a modern data scientist.

Spectral Analysis for Univariate Time Series

Автор: Donald B. Percival, Andrew T. Walden
Название: Spectral Analysis for Univariate Time Series
ISBN: 1107028140 ISBN-13(EAN): 9781107028142
Издательство: Cambridge Academ
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Цена: 14573.00 р.
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Описание: Spectral analysis is an important technique for interpreting time series data. This book uses the R language and real world examples to show data analysts interested in time series in the environmental, engineering and physical sciences how to bridge the gap between the statistical theory behind spectral analysis and its application to actual data.

Mathematical methods in time series analysis and digital image processing

Автор: Dahlhaus
Название: Mathematical methods in time series analysis and digital image processing
ISBN: 3540756310 ISBN-13(EAN): 9783540756316
Издательство: Springer
Рейтинг:
Цена: 16769.00 р.
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Описание: Intends to bring together research directions in theoretical signal and imaging processing developed rather independently in electrical engineering, theoretical physics, mathematics and the computer sciences. This book summarizes work carried out in the field of theoretical signal and image processing.


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