Time Series Prediction

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Overview


The book is a summary of a time series forecasting competition that was held a number of years ago. The competition used four different kinds of time series (for example, one data set was chaotic from measurements of a laser, and another was a multidimensional physiological times series of heart beats and respiration, etc.).
The strength of the book lies in that it represents several ways to approach real time series prediction strategies in a concrete way - Invaluable, especially to researchers who may be just beginning.
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Editorial Reviews

Booknews
Proceedings of a NATO Advanced Research Workshop on Comparative Time Series Analysis, held in Santa Fe, New Mexico, May 1992, to present the results of the Santa Fe Time Series Prediction and Analysis Competition, which brought together an international group of time series experts from a wide variety of fields to analyze data from the following common data sets: a physics laboratory experiment (NH3 laser); physiological data from a patient with sleep apnea; tick-by- tick currency exchange rate data; a computer-generated series designed specifically for the competition; astrophysical data from a variable white dwarf star; and J.S. Bach's last (unfinished) fugue from Die Kunst der Fuge. Annotation c. Book News, Inc., Portland, OR (booknews.com)
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Product Details

Meet the Author


Neil Gershenfeld is the Director of MIT’s Center for Bits and Atoms, and the former director of its famed Media Lab. The author of numerous technical publications, patents, and books, including When Things Start to Think, he has been featured in media such as the New York Times, The Economist, CNN, and PBS. He lives in Somerville, Massachusetts.
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