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Automatic trend estimation

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 pa...

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Main Authors: Vamos¸, C˘alin. (Author, http://id.loc.gov/vocabulary/relators/aut), Cr˘aciun, Maria. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Dordrecht : Springer Netherlands : Imprint: Springer, 2013.
Edition:1st ed. 2013.
Series:SpringerBriefs in Physics,
Subjects:
Physics.
Statistical physics.
Dynamical systems.
Probabilities.
Computer mathematics.
Computer simulation.
Numerical and Computational Physics, Simulation.
Complex Systems.
Probability Theory and Stochastic Processes.
Computational Mathematics and Numerical Analysis.
Simulation and Modeling.
Statistical Physics and Dynamical Systems.
Online Access:https://doi.org/10.1007/978-94-007-4825-5

Internet

https://doi.org/10.1007/978-94-007-4825-5

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