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William A Gardner (born Allen William Mclean, November 4, 1942) is a theoretically inclined electrical engineer who specializes in the advancement of the theory of statistical time-series analysis and statistical inference with emphasis on signal processing algorithm design and performance analysis. [1]
Time series analysis comprises methods for analyzing time series data in order to extract meaningful statistics and other characteristics of the data. Time series forecasting is the use of a model to predict future values based on previously observed values.
Among the textbooks published after Jackson's book, Julian Schwinger's 1970s lecture notes is a mentionable book first published in 1998 posthumously. Due to the domination of Jackson's textbook in graduate physics education, even physicists like Schwinger became frustrated competing with Jackson and because of this, the publication of ...
List of textbooks in physics: Category:Physics textbooks; List of textbooks on classical mechanics and quantum mechanics; List of textbooks in electromagnetism; List of textbooks on relativity; List of textbooks in thermodynamics and statistical mechanics
In stochastic processes, chaos theory and time series analysis, detrended fluctuation analysis (DFA) is a method for determining the statistical self-affinity of a signal. It is useful for analysing time series that appear to be long-memory processes (diverging correlation time, e.g. power-law decaying autocorrelation function) or 1/f noise.
Book Marks reported that the book received "positive" reviews based on 7 critic reviews with 2 being "rave" and 5 being "positive". [7] Writing for The Guardian, Ian Thomson praised the "lucid" writing, translation, and compared it to Seven Brief Lessons on Physics, describing it as a "a deeper, more abstruse meditation" but "jargon-free". [2]
Lecture Notes in Physics (LNP) is a book series published by Springer Science+Business Media in the field of physics, including articles related to both research and teaching. It was established in 1969.
Bayesian structural time series (BSTS) model is a statistical technique used for feature selection, time series forecasting, nowcasting, inferring causal impact and other applications. The model is designed to work with time series data. The model has also promising application in the field of analytical marketing. In particular, it can be used ...