Applications of Computer Aided Time Series Modeling by Masanao AokiApplications 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

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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

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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.