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SCIDIR_on1311520609 |
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OCoLC |
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20231120010641.0 |
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m o d |
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cr cnu---unuuu |
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220420s2022 ne o 001 0 eng d |
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|a OPELS
|b eng
|e rda
|e pn
|c OPELS
|d EBLCP
|d OCLCO
|d OCLCF
|d UKAHL
|d OCLCQ
|d OCLCO
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| 020 |
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|z 9780323917483
|q (print)
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|a (OCoLC)1311520609
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|a QA280
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|a 519.5/5
|2 23
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| 100 |
1 |
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|a Bonakdari, Hossein,
|e author.
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| 245 |
1 |
0 |
|a Stochastic modeling :
|b a thorough guide to evaluate, pre-process, model and compare time series with MATLAB software /
|c Hossein Bonakdari, Mohammad Zeynoddin.
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| 264 |
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1 |
|a Amsterdam, Netherlands :
|b Elsevier,
|c 2022.
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| 300 |
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|a 1 online resource.
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 500 |
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|a Includes index.
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| 588 |
0 |
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|a Online resource; title from PDF title page (ScienceDirect, viewed April 20, 2022).
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|a Front cover -- Half title -- Title -- Copyright -- Dedication -- Contents -- Preface -- Acknowledgments -- Abbreviations -- Chapter 1 Introduction -- 1.1 Time series -- 1.1.1 Time series in environmental epidemiology -- 1.1.2 Engineering and sequential data -- 1.1.3 Historical data for forecasting future economy -- 1.2 Stochastic and stochastic with exogenous variables -- 1.2.1 Stochastic models -- 1.2.2 Stochastic model structure -- 1.2.3 Model classifications -- 1.3 Data preprocessing -- 1.3.1 Definition of preprocessing -- 1.3.2 Relationship between forecasting and time series structure
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| 505 |
8 |
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|a 1.3.3 Distribution and its impact on time series forecasting -- References -- Chapter 2 Preparation & stationarizing -- 2.1 Missing data -- 2.1.1 Linear interpolation -- 2.1.2 Code for linear interpolation -- 2.1.3 Spline interpolation -- 2.1.4 Code for spline interpolation -- 2.1.5 Modified Akima cubic Hermite interpolation -- 2.1.6 Code for MAKIMA -- 2.2 Detecting outliers -- 2.2.1 Grubbs test -- 2.2.2 Grubbs test code -- 2.2.3 Generalized extreme studentized deviate test -- 2.2.4 Generalized Extreme Studentized Deviate test code -- 2.2.5 Moving average and moving median
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| 505 |
8 |
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|a 2.2.6 Moving average and moving median codes -- 2.2.7 Quartiles and percentiles -- 2.2.8 Quartiles and percentiles codes -- 2.3 Time series structure and attributes -- 2.3.1 Trend in time series -- 2.3.2 Jump in time series -- 2.3.3 Period in time series -- 2.4 Stationarity -- 2.4.1 Unit root tests for stationarity evaluation -- 2.4.2 Augmented Dickey-Fuller test -- 2.4.3 KPSS test -- 2.4.4 Phillips-Perron test -- 2.4.5 Complementary adjustments for stationary test functions -- 2.5 Deterministic terms detection tests -- 2.5.1 Mann-Kendal test -- 2.5.2 Mann-Whitney test -- 2.5.3 Fisher's g test
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|a 2.5.4 Correlograms -- 2.5.5 How to determine the nonseasonal or seasonal correlations and the periodicity in time series by using correlograms? -- 2.6 Stationarizing methods -- 2.6.1 Trend analysis -- 2.6.2 Differencing -- 2.6.3 Standardization -- 2.6.4 Spectral analysis -- 2.7 Exercise -- References -- Chapter 3 Distribution evaluation and normalizing -- 3.1 Distribution visualization -- 3.2 Normal distribution definition -- 3.3 Skewness -- 3.4 Kurtosis -- 3.5 Common tests and transforms -- 3.6 Data distribution tests -- 3.6.1 Graphical methods -- 3.6.2 Skewness and kurtosis
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|a 3.6.3 Anderson-Darling test -- 3.6.4 Lillifors test -- 3.6.5 Jarque-Bera test -- 3.6.6 Shapiro-Wilk test -- 3.7 Normalization transforms -- 3.7.1 Logarithmic -- 3.7.2 Standard logarithmic -- 3.7.3 Box-Cox -- 3.7.4 Yeo-Johnson -- 3.7.5 John-Draper -- 3.7.6 Manly -- 3.8 Exercise -- References -- Chapter 4 Stochastic modeling -- 4.1 Modeling methods overview -- 4.2 Deterministic models -- 4.3 Probabilistic statistical models -- 4.4 Stochastic concepts -- 4.5 Differencing operators in stochastic models -- 4.5.1 Nonseasonal differencing -- 4.5.2 Seasonal differencing -- 4.6 Stochastic models equations
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| 650 |
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0 |
|a Time-series analysis
|x Data processing.
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| 650 |
|
0 |
|a Stochastic models.
|
| 630 |
0 |
0 |
|a MATLAB.
|
| 650 |
|
6 |
|a S�erie chronologique
|0 (CaQQLa)201-0018628
|x Informatique.
|0 (CaQQLa)201-0380011
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| 650 |
|
6 |
|a Mod�eles stochastiques.
|0 (CaQQLa)201-0427106
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| 630 |
0 |
7 |
|a MATLAB
|2 fast
|0 (OCoLC)fst01365096
|
| 650 |
|
7 |
|a Stochastic models
|2 fast
|0 (OCoLC)fst01737780
|
| 650 |
|
7 |
|a Time-series analysis
|x Data processing
|2 fast
|0 (OCoLC)fst01151192
|
| 700 |
1 |
|
|a Zeynoddin, Mohammad,
|e author.
|
| 856 |
4 |
0 |
|u https://sciencedirect.uam.elogim.com/science/book/9780323917483
|z Texto completo
|
