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Automatic trend estimation

By C?alin Vamos, Maria Cr?aciun
eBook
$49.99
By C?alin Vamos, Maria Cr?aciun
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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 ...

Categories

Science & TechnologyMathematicsMathematics - Applied