Automatic trend estimation (Record no. 99479)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04041nam a22005175i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-94-007-4825-5 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20140220082934.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 120914s2013 ne | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9789400748255 |
| -- | 978-94-007-4825-5 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-94-007-4825-5 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QC1-999 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PHU |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | SCI040000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 530.1 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Vamos¸, C˘alin. |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Automatic trend estimation |
| Medium | [electronic resource] / |
| Statement of responsibility, etc | by C˘alin Vamos¸, Maria Cr˘aciun. |
| 264 #1 - | |
| -- | Dordrecht : |
| -- | Springer Netherlands : |
| -- | Imprint: Springer, |
| -- | 2013. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | X, 131 p. 77 illus. |
| Other physical details | online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | SpringerBriefs in Physics, |
| International Standard Serial Number | 2191-5423 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Discrete stochastic processes and time series -- Trend definition -- Finite AR(1) stochastic process -- Monte Carlo experiments. - Monte Carlo statistical ensembles -- Numerical generation of trends -- Numerical generation of noisy time series -- Statistical hypothesis testing -- Testing the i.i.d. property -- Polynomial fitting -- Linear regression -- Polynomial fitting -- Polynomial fitting of artificial time series -- An astrophysical example -- Noise smoothing -- Moving average -- Repeated moving average (RMA) -- Smoothing of artificial time series -- A financial example -- Automatic estimation of monotonic trends -- Average conditional displacement (ACD) algorithm -- Artificial time series with monotonic trends -- Automatic ACD algorithm -- Evaluation of the ACD algorithm -- A paleoclimatological example -- Statistical significance of the ACD trend -- Time series partitioning -- Partitioning of trends into monotonic segments -- Partitioning of noisy signals into monotonic segments -- Partitioning of a real time series -- Estimation of the ratio between the trend and noise -- Automatic estimation of arbitrary trends -- Automatic RMA (AutRMA) -- Monotonic segments of the AutRMA trend -- Partitioning of a financial time series. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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, as well as the proper interpretation of their results. We illustrate the functioning of the analyzed algorithms by processing time series from astrophysics, finance, biophysics, and paleoclimatology. The numerical experiment method extensively used in our book is already in common use in computational and statistical physics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Physics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Computer simulation. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Computer science |
| General subdivision | Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Distribution (Probability theory). |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Physics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Numerical and Computational Physics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistical Physics, Dynamical Systems and Complexity. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Computational Mathematics and Numerical Analysis. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Simulation and Modeling. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Cr˘aciun, Maria. |
| Relator term | author. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9789400748248 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | SpringerBriefs in Physics, |
| -- | 2191-5423 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-94-007-4825-5 |
| 912 ## - | |
| -- | ZDB-2-PHA |
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