Title Automatic trend estimation / Călin Vamoş, Maria Crăciun

Published Dordrecht ; New York : Springer, ©2012

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Description 1 online resource (x, 131 pages) : illustrations Series SpringerBriefs in physics, 2191-5423 SpringerBriefs in physics. Contents Monte Carlo Experiments -- Polynomial Fitting -- Noise Smoothing -- Automatic Estimation of Monotonic Trends -- Estimation of Monotonic Trend Segments from a Noisy Time Series -- Automatic Estimation of Arbitrary Trends Summary "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 part of the book contains several automatic algorithms for trend estimation and time series partitioning. The source codes of the computer programs implementing these original automatic algorithms are given in the appendix and will be freely available on the web. The book contains clear statement of the conditions and the approximations under which the algorithms work, as well as the proper interpretation of their results. We illustrate the functioning of the analyzed algorithms by processing time series from astrophysics, finance, biophysics, and paleoclimatology. The numerical experiment method extensively used in our book is already in common use in computational and statistical physics."--Publisher's website Analysis Physics Computer simulation Computer science -- Mathematics Distribution (Probability theory) Numerical and Computational Physics Statistical Physics, Dynamical Systems and Complexity Probability Theory and Stochastic Processes Computational Mathematics and Numerical Analysis Simulation and Modeling fysica waarschijnlijkheidstheorie probability theory stochastische processen stochastic processes computerwiskunde computational mathematics numerieke wiskunde numerical mathematics biofysica biophysics simulatiemodellen simulation models Physics (General) Fysica (algemeen) Bibliography Includes bibliographical references Notes English Print version record Subject Time-series analysis -- Mathematical models Time-series analysis -- Data processing Data mining -- Statistical methods. Estimation theory. MATHEMATICS -- Probability & Statistics -- Time Series. Physique. Astronomie. Data mining -- Statistical methods Estimation theory Time-series analysis -- Data processing Time-series analysis -- Mathematical models Form Electronic book Author Crăciun, Maria, 1973- ISBN 9789400748255 9400748256 9400748248 9789400748248

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