Applications of computer aided time series modeling /
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Imprint: | New York : Springer, c1997. |
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Description: | vi, 335 p. : ill. ; 24 cm. |
Language: | English |
Series: | Lecture notes in statistics ; 119 Lecture notes in statistics (Springer-Verlag) ; v. 119. |
Subject: | |
Format: | Print Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/2705105 |
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050 | 0 | 0 | |a QA280 |b .A63 1997 |
082 | 0 | 0 | |a 519.5/2/0285 |2 20 |
245 | 0 | 0 | |a Applications of computer aided time series modeling / |c Masanao Aoki, Arthur M. Havenner, editors. |
260 | |a New York : |b Springer, |c c1997. | ||
300 | |a vi, 335 p. : |b ill. ; |c 24 cm. | ||
336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
337 | |a unmediated |b n |2 rdamedia |0 http://id.loc.gov/vocabulary/mediaTypes/n | ||
338 | |a volume |b nc |2 rdacarrier |0 http://id.loc.gov/vocabulary/carriers/nc | ||
490 | 1 | |a Lecture notes in statistics ; |v 119 | |
504 | |a Includes bibliographical references. | ||
505 | 0 | 0 | |g Pt. I. |t Introduction to State Space Modeling. |g 1. |t The SSATS algorithm and subspace methods / |r Masanao Aoki. |g 2. |t A guide to state space modeling of multiple time series / |r Arthur M. Havenner -- |g Pt. II. |t Applications of State Space Algorithm. |g 1. |t Evaluating state space forecasts of soybean complex prices / |r Derek Berwald and Arthur M. Havenner. |g 2. |t A state space model of monthly US wheat prices / |r Channing Arndt and Kenneth Foster. |g 3. |t Managing the heard: price forecasts for California cattle production / |r Lorraine Egan and Arthur Havenner. |g 4. |t Labor market and cyclical fluctuations / |r Riccardo Fiorito. |g 5. |t Modeling cointegrated processes by a vector-valued state space algorithm / |r Ralf Ostermark. |g 6. |t A method for identification of combined deterministic stochastic systems / |r David Di Ruscio. |g 7. |t Competing exchange rate models / |r Jeffrey H. Dorfman. |g 8. |t Application of state-space models to ocean climate varibility in the Northeast Pacific ocean / |r Roy Mendelssohn and Franklin B. Schwing -- |g Pt. III. |t Applications of Neural Networks. |g 1. |t On the equivalence between ARMA models and simple recurrent neural networks / |r Henrik Saxen. |g 2. |t Forecasting stock market indicies with recurrent neural networks / |r Maxwell J. Rhee. |
650 | 0 | |a Time-series analysis |x Data processing. |0 http://id.loc.gov/authorities/subjects/sh2010116557 | |
650 | 7 | |a Time-series analysis |x Data processing. |2 fast |0 http://id.worldcat.org/fast/fst01151192 | |
700 | 1 | |a Aoki, Masanao. |0 http://id.loc.gov/authorities/names/n50052045 |1 http://viaf.org/viaf/14836401 | |
700 | 1 | |a Havenner, Arthur. |0 http://id.loc.gov/authorities/names/no94015492 |1 http://viaf.org/viaf/51828584 | |
830 | 0 | |a Lecture notes in statistics (Springer-Verlag) ; |v v. 119. | |
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