Narrow your search

Library

AP (6)

KDG (6)

KU Leuven (4)

Odisee (4)

Thomas More Kempen (4)

Thomas More Mechelen (4)

UCLL (4)

ULB (4)

ULiège (4)

VIVES (4)

More...

Resource type

book (13)

digital (6)


Language

English (19)


Year
From To Submit

2021 (2)

2020 (2)

2018 (2)

2016 (5)

2013 (2)

More...
Listing 1 - 10 of 19 << page
of 2
>>
Sort by

Book
Optimal Design and Related Areas in Optimization and Statistics
Authors: ---
ISBN: 0387799354 1441927328 0387799362 Year: 2009 Publisher: New York, NY : Springer New York : Imprint: Springer,

Loading...
Export citation

Choose an application

Bookmark

Abstract

This edited volume, dedicated to Henry P. Wynn, reflects his broad range of research interests, focusing in particular on the applications of optimal design theory in optimization and statistics. It covers algorithms for constructing optimal experimental designs, general gradient-type algorithms for convex optimization, majorization and stochastic ordering, algebraic statistics, Bayesian networks and nonlinear regression. Written by leading specialists in the field, each chapter contains a survey of the existing literature along with substantial new material. This work will appeal to both the specialist and the non-expert in the areas covered. By attracting the attention of experts in optimization to important interconnected areas, it should help stimulate further research with a potential impact on applications.

Keywords

Mathematical optimization.. --- Optimal designs (Statistics). --- Statistics. --- Optimal designs (Statistics) --- Mathematical optimization --- Civil & Environmental Engineering --- Mathematics --- Physical Sciences & Mathematics --- Engineering & Applied Sciences --- Mathematical Statistics --- Operations Research --- Mathematical optimization. --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematics. --- Algorithms. --- Operations research. --- Management science. --- Probabilities. --- Optimization. --- Probability Theory and Stochastic Processes. --- Operations Research, Management Science. --- Statistics, general. --- Algorithm Analysis and Problem Complexity. --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Experimental design --- Distribution (Probability theory. --- Computer software. --- Algorism --- Algebra --- Arithmetic --- Software, Computer --- Computer systems --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Econometrics --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Foundations --- Statistics . --- Quantitative business analysis --- Management --- Problem solving --- Statistical decision --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk


Book
Singular Spectrum Analysis for Time Series
Authors: ---
ISSN: 2191544X ISBN: 3642349129 3642349137 1299197833 Year: 2013 Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer,

Loading...
Export citation

Choose an application

Bookmark

Abstract

Singular spectrum analysis (SSA) is a technique of time series analysis and forecasting combining elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA seeks to decompose the original series into a sum of a small number of interpretable components such as trend, oscillatory components and noise. It is based on the singular value decomposition of a specific matrix constructed upon the time series. Neither a parametric model nor stationarity are assumed for the time series. This makes SSA a model-free method and hence enables SSA to have a very wide range of applicability. The present book is devoted to the methodology of SSA and shows how to use SSA both safely and with maximum effect. Potential readers of the book include: professional statisticians and econometricians, specialists in any discipline in which problems of time series analysis and forecasting occur, specialists in signal processing and those needed to extract signals from noisy data, and students taking courses on applied time series analysis.


Digital
Stochastic Global Optimization
Authors: ---
ISBN: 9780387747408 Year: 2008 Publisher: Boston, MA Springer Science+Business Media,LLC

Loading...
Export citation

Choose an application

Bookmark

Abstract


Digital
Singular Spectrum Analysis for Time Series
Authors: ---
ISBN: 9783642349133 Year: 2013 Publisher: Berlin, Heidelberg Springer

Loading...
Export citation

Choose an application

Bookmark

Abstract

Singular spectrum analysis (SSA) is a technique of time series analysis and forecasting combining elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA seeks to decompose the original series into a sum of a small number of interpretable components such as trend, oscillatory components and noise. It is based on the singular value decomposition of a specific matrix constructed upon the time series. Neither a parametric model nor stationarity are assumed for the time series. This makes SSA a model-free method and hence enables SSA to have a very wide range of applicability. The present book is devoted to the methodology of SSA and shows how to use SSA both safely and with maximum effect. Potential readers of the book include: professional statisticians and econometricians, specialists in any discipline in which problems of time series analysis and forecasting occur, specialists in signal processing and those needed to extract signals from noisy data, and students taking courses on applied time series analysis.


Digital
Singular Spectrum Analysis for Time Series
Authors: ---
ISBN: 9783662624364 Year: 2020 Publisher: Berlin, Heidelberg Springer

Loading...
Export citation

Choose an application

Bookmark

Abstract

This book gives an overview of singular spectrum analysis (SSA). SSA is a technique of time series analysis and forecasting combining elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA is multi-purpose and naturally combines both model-free and parametric techniques, which makes it a very special and attractive methodology for solving a wide range of problems arising in diverse areas. Rapidly increasing number of novel applications of SSA is a consequence of the new fundamental research on SSA and the recent progress in computing and software engineering which made it possible to use SSA for very complicated tasks that were unthinkable twenty years ago. In this book, the methodology of SSA is concisely but at the same time comprehensively explained by two prominent statisticians with huge experience in SSA. The book offers a valuable resource for a very wide readership, including professional statisticians, specialists in signal and image processing, as well as specialists in numerous applied disciplines interested in using statistical methods for time series analysis, forecasting, signal and image processing. The second edition of the book contains many updates and some new material including a thorough discussion on the place of SSA among other methods and new sections on multivariate and multidimensional extensions of SSA.


Digital
Bayesian and High-Dimensional Global Optimization
Authors: ---
ISBN: 9783030647124 9783030647131 9783030647117 Year: 2021 Publisher: Cham Springer International Publishing

Loading...
Export citation

Choose an application

Bookmark

Abstract

Accessible to a variety of readers, this book is of interest to specialists, graduate students and researchers in mathematics, optimization, computer science, operations research, management science, engineering and other applied areas interested in solving optimization problems. Basic principles, potential and boundaries of applicability of stochastic global optimization techniques are examined in this book. A variety of issues that face specialists in global optimization are explored, such as multidimensional spaces which are frequently ignored by researchers. The importance of precise interpretation of the mathematical results in assessments of optimization methods is demonstrated through examples of convergence in probability of random search. Methodological issues concerning construction and applicability of stochastic global optimization methods are discussed, including the one-step optimal average improvement method based on a statistical model of the objective function. A significant portion of this book is devoted to an analysis of high-dimensional global optimization problems and the so-called 'curse of dimensionality'. An examination of the three different classes of high-dimensional optimization problems, the geometry of high-dimensional balls and cubes, very slow convergence of global random search algorithms in large-dimensional problems , and poor uniformity of the uniformly distributed sequences of points are included in this book. .


Book
Singular Spectrum Analysis with R
Authors: --- ---
ISBN: 3662573806 3662573784 Year: 2018 Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer,

Loading...
Export citation

Choose an application

Bookmark

Abstract

This comprehensive and richly illustrated volume provides up-to-date material on Singular Spectrum Analysis (SSA). SSA is a well-known methodology for the analysis and forecasting of time series. Since quite recently, SSA is also being used to analyze digital images and other objects that are not necessarily of planar or rectangular form and may contain gaps. SSA is multi-purpose and naturally combines both model-free and parametric techniques, which makes it a very special and attractive methodology for solving a wide range of problems arising in diverse areas, most notably those associated with time series and digital images. An effective, comfortable and accessible implementation of SSA is provided by the R-package Rssa, which is available from CRAN and reviewed in this book. Written by prominent statisticians who have extensive experience with SSA, the book (a) presents the up-to-date SSA methodology, including multidimensional extensions, in language accessible to a large circle of users, (b) combines different versions of SSA into a single tool, (c) shows the diverse tasks that SSA can be used for, (d) formally describes the main SSA methods and algorithms, and (e) provides tutorials on the Rssa package and the use of SSA. The book offers a valuable resource for a very wide readership, including professional statisticians, specialists in signal and image processing, as well as specialists in numerous applied disciplines interested in using statistical methods for time series analysis, forecasting, signal and image processing. The book is written on a level accessible to a broad audience and includes a wealth of examples; hence it can also be used as a textbook for undergraduate and postgraduate courses on time series analysis and signal processing.


Book
Stochastic Global Optimization
Authors: --- ---
ISBN: 9780387747408 Year: 2008 Publisher: Boston MA Springer US

Loading...
Export citation

Choose an application

Bookmark

Abstract

This book presents the main methodological and theoretical developments in stochastic global optimization. The extensive text is divided into four chapters; the topics include the basic principles and methods of global random search, statistical inference in random search, Markovian and population-based random search methods, methods based on statistical models of multimodal functions and principles of rational decisions theory. Key features: * Inspires readers to explore various stochastic methods of global optimization by clearly explaining the main methodological principles and features of the methods; * Includes a comprehensive study of probabilistic and statistical models underlying the stochastic optimization algorithms; * Expands upon more sophisticated techniques including random and semi-random coverings, stratified sampling schemes, Markovian algorithms and population based algorithms; *Provides a thorough description of the methods based on statistical models of objective function; *Discusses criteria for evaluating efficiency of optimization algorithms and difficulties occurring in applied global optimization. Stochastic Global Optimization is intended for mature researchers and graduate students interested in global optimization, operations research, computer science, probability, statistics, computational and applied mathematics, mechanical and chemical engineering, and many other fields where methods of global optimization can be used.


Book
Singular Spectrum Analysis for Time Series
Authors: --- ---
ISBN: 9783662624364 Year: 2020 Publisher: Berlin, Heidelberg Springer Berlin Heidelberg :Imprint: Springer


Book
Bayesian and High-Dimensional Global Optimization
Authors: --- ---
ISBN: 9783030647124 9783030647131 9783030647117 Year: 2021 Publisher: Cham Springer International Publishing :Imprint: Springer

Listing 1 - 10 of 19 << page
of 2
>>
Sort by