Mathematical Experiments on the Computer, Vol. 105 (Pure and Applied Mathematics)

Science & Math

Ulf Grenander

Mathematics

Academic Press

Statistical Analysis of Stationary Time Series (Classic Reprint)

Excerpt from Statistical Analysis of Stationary Time Series These schemes have been important in the development of methods for the statistical analysis of time series. They have been used with a varying degree of success to describe many types of phenomena encountered in applications. From the discussion in Chapter 1 it Will be apparent that by using these schemes, it is possible to approximate a large and important class of stationary processes, Viz. The so-called linear processes (see For this to be possible p must take large rather than small values and para meters involved in the scheme must be adjusted adequately. During the last ten years a good deal of work has been devoted to the construction of tests, estimates and confidence intervals appropriate for these schemes. We have described a few of the more important of these results in Chapter 3. In spite of the ingenuity and great theoretical interest of some of these methods, their practical applicability seems to be limited severely by the assumption that the process is a low (usually zero, first or second) order finite parameter scheme. After surveying a good deal of the applied literature devoted to statistical analysis of time series met with in practice, we have come to the following conclusion. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.

Forgotten Books

From the Preface (1955): The first part of the present exposition is devoted to the theory of Toeplitz forms. The second part deals with applications, in particular to the calculus of probability and mathematical statistics. Neither part claims completeness in any way. Our purpose has been to elucidate the principal ideas of this remarkable chapter of modern analysis and to help the interested student of mathematical statistics to acquire a working knowledge of the subject. The somewhat protracted Chapter 1 explains not only the notation employed but contains also the definition of important auxiliary concepts and the exposition of basic results which will be used later. This arrangement avoids interruptions in the main text ... [It is assumed] that the reader is in possession of the fundamental facts of the theory of functions. ``In chapters 2 and 3 certain topics appear which were treated in the book on orthogonal polynomials by G. Szego. In view of the progress made in this subject since the publication of that book (1939) it was possible to bring some details in an improved setting. The other chapters contain partly old and partly more recent results, some older facts in a new setting, and finally some completely new results. Chapter 1-6 and Chapter 9 have been prepared by Szego, the other chapters by Grenander ... ''

Toeplitz Forms and Their Applications

American Mathematical Society

From the Preface to the First Edition (1957): ``The purpose of this book is two-fold. It is written in the terminology of the theoretical statistician because one of our objectives is to direct his attention to an approach to time series analysis that is essentially different from most of the techniques used by time series analysts in the past. The second objective is to present a unified treatment of methods that are being used increasingly in the physical sciences and technology. We hope that the book will be of considerable interest to research workers in these fields. Keeping the first objective in mind, we have given a rigorous mathematical discussion of these new topics in time series analysis. The existing literature in time series analysis is characterized with few exceptions by a lack of precision both in conception and in the mathematical treatment of the problems dealt with. To avoid this vagueness, we have devoted more space to rigorous proofs than may appear necessary to some readers, but we believe that a study of the proofs will furnish valuable clues to the practical validity of the results and be an important guide to intuition. We have tried to balance the formal proofs with intuitive remarks and comments on practical applications. While the regularity assumptions we have required in many cases may seem restrictive, appropriately interpreted they give an indication of the range in which the methods are practically valid. We have made such interpretations in the comments accompanying the formal proofs.'' Readers should have knowledge of statistics and basic probability. The second edition was printed with corrections.

Statistical Analysis of Stationary Time Series

Lectures in Pattern Theory: Pattern Analysis

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

The text develops a global shape model and applies it to the analysis of real pictures acquired with a visible light camera under varying conditions of optical degradation. Computational feasibility of the algorithms derived from this model is achieved by analytical means. The aim is to develop methods for image understanding based on structured restoration, for example automatic detection of abnormalities. The limits of applicability of the algorithms are also traced by making the optical degradations more and more severe until the algorithms no longer succeed in their task. This book is suitable for an advanced undergraduate or graduate seminar in pattern theory, or as an accompanying book for applied probability, computer vision or pattern recognition.

Hands (Research Notes in Neural Computing)

Computers & Technology

Springer, Verlag

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