Applications of Computer Aided Time Series Modeling by Masanao Aoki

Applications of Computer Aided Time Series Modeling

EditorMasanao Aoki, Arthur M. Havenner

Paperback | November 15, 1996

not yet rated|write a review

Pricing and Purchase Info

$159.25 online 
$180.95 list price save 11%
Earn 796 plum® points

In stock online

Ships free on orders over $25

Not available in stores

Details & Specs

Title:Applications of Computer Aided Time Series ModelingFormat:PaperbackDimensions:342 pages, 9.25 × 6.1 × 0.68 inPublished:November 15, 1996Publisher:Springer New York

The following ISBNs are associated with this title:

ISBN - 10:0387947515

ISBN - 13:9780387947518

Look for similar items by category:

Customer Reviews of Applications of Computer Aided Time Series Modeling


Extra Content

Table of Contents

Contents: Part I: Introduction to state space modeling.- The Aoki state space algorithm and subspace methods.- A guide to state space modeling of multiple time series. Part II: Applications of state space algorithm.- Evaluating state space forecasts of soybean complex prices.- A state space model of monthly U.S. wheat prices.- Managing the herd: Price forecasts for California cattle production.- Labor market and cyclical fluctuations.- Modeling cointegrated processes by a vector-valued state space algorithm.- A method for identification of combined deterministic stochastic systems.- Competing exchange rate models.- Application of state-space models to ocean climate variability in the Northeast Pacific ocean. Part III: Applications of Neural Networks.- On the equivalence between ARMA models and simple recurrent neural networks.- Forecasting stock market indices with recurrent neural networks.