Applications of Computer Aided Time Series Modeling

Paperback | November 15, 1996

EditorMasanao Aoki, Arthur M. Havenner

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Format:PaperbackDimensions:342 pages, 9.25 × 6.1 × 0 inPublished:November 15, 1996Publisher:Springer New York

The following ISBNs are associated with this title:

ISBN - 10:0387947515

ISBN - 13:9780387947518

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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.