【论坛首发】Automatic Trend Estimation

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

本帖隐藏的内容

Automatic Trend Estimation (2012).pdf (1.87 MB, 需要: 5 个论坛币)

2015-2-22 07:00:37 上传

需要: 5 个论坛币  [购买]

Automatic Trend Estimation

2012年版， 作者：Calin Vamos , Maria Craciun
共136版

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.

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：Estimation Automatic trend ATION Auto generated original several similar method

感谢分享

Automatic Trend Estimation

这个地方就是有好人。 谢谢楼主无私分享。