Publicado 2014
Tabla de Contenidos:
“…Chapter 12 - Adjusting for AR(1) correlation in complex models 12.1 Introduction 12.2 The two sample t-test - Uncut and patch cut forest 12.3 The second Sleuth case - Global warming, a simple regression 12.4 The Semmelweis intervention 12.5 The NYC temperatures (adjusted) 12.
6 The Boise river flow data: model selection with filtering 12.7 Implications of AR(1) adjustments and the "skip" method 12.8 Summary Part III - Complex temporal structures Chapter 13 - The backshift operator, the impulse response function, and general ARMA models 13.1 The general ARMA model 13.2 The backshift (shift, lag) operator 13.3 The impulse response operator - intuition 13.4 Impulse response operator, g(B) - computation 13.5 Interpretation and utility of the impulse response function Chapter 14 - The Yule-Walker equations and the partial autocorrelation function. 14.1 Background 14.2 Autocovariance of an ARMA(m,l) model 14.3 AR(m) and the Yule-Walker equations 14.4 The partial autocorrelation plot 14.5 The spectrum for ARMA processes 14.
6 Summary Chapter 15 - Modeling philosophy and complete examples 15.1 Modeling overview 15.2 A complex periodic model - Monthly river flows, Furnas 1931-1978 15.3 A modeling example - trend and periodicity: CO2 levels at Mauna Lau 15.4 Modeling periodicity with a possible intervention - two examples 15.5 Periodic models: monthly, weekly, and daily averages 15.
6 Summary Part IV - Some detailed and complete examples Chapter 16 - the Wolf sunspot number data 16.1 Background 16.2 Unknown period => nonlinear model 16.3 The function nls() in R 16.4 Determining the period 16.5 Instability in the mean, amplitude, and period 16.
6 Data splitting for prediction 16.7 Summary Chapter 17 - Analysis of prostate and breast cancer data 17.1 Background 17.2 The first data set 17.3 The second data set Chapter 18 - Christopher Tennant/Ben Crosby watershed data 18.1 Background and question 18.2 Looking at the data and fitting Fourier series 18.3 Averaging data 18.4 Results Chapter 19 -
Vostok ice core data 19.1 Source of the data 19.2 Background 19.3 Alignment 19.4 A naïve analysis 19.5 A related simulation 19.
6 An AR(1) model for irregular spacing 19.7 Summary Appendices Appendix 1 - Using Data Market A1.1 Overview A1.2 Loading a time series in DataMarket A1.3 Respecting DataMarket licensing agreements Appendix 2 - AIC is PRESS A2.1 Introduction A2.2 PRESS A2.3 Connection to Akaike's result A2.4 Normalization and R2 A2.5 An example A2.
6 Conclusion and further comments Appendix 3 - A 15 minute tutorial on optimization and nonlinear regression A3.1 Introduction A3.2 Newton's method for one dimensional nonlinear optimization A3.3 A direction, a step size, and a stopping rule A3.4 What could go wrong? …”
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