Applications of computer aided time series modeling /
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| Imprint: | New York : Springer, c1997. |
|---|---|
| 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 |
Table of Contents:
- Pt. I. Introduction to State Space Modeling. 1. The SSATS algorithm and subspace methods / Masanao Aoki. 2. A guide to state space modeling of multiple time series / Arthur M. Havenner
- Pt. II. Applications of State Space Algorithm. 1. Evaluating state space forecasts of soybean complex prices / Derek Berwald and Arthur M. Havenner. 2. A state space model of monthly US wheat prices / Channing Arndt and Kenneth Foster. 3. Managing the heard: price forecasts for California cattle production / Lorraine Egan and Arthur Havenner. 4. Labor market and cyclical fluctuations / Riccardo Fiorito. 5. Modeling cointegrated processes by a vector-valued state space algorithm / Ralf Ostermark. 6. A method for identification of combined deterministic stochastic systems / David Di Ruscio. 7. Competing exchange rate models / Jeffrey H. Dorfman. 8. Application of state-space models to ocean climate varibility in the Northeast Pacific ocean / Roy Mendelssohn and Franklin B. Schwing
- Pt. III. Applications of Neural Networks. 1. On the equivalence between ARMA models and simple recurrent neural networks / Henrik Saxen. 2. Forecasting stock market indicies with recurrent neural networks / Maxwell J. Rhee.
