Applications of Computer Aided Time Series Modeling - Lecture Notes in Statistics
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Published By Springer New York

9780387947518, 9781461222521

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Modeling Cointegrated Processes by a Vector-Valued State Space Algorithm — Evidence on The Impact of Japanese Stock Prices on The Finnish Derivatives Market

Applications of Computer Aided Time Series Modeling - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2252-1_7 ◽

1997 ◽

pp. 141-179 ◽

Author(s):

Ralf Östermark

Keyword(s):

State Space ◽

Stock Prices ◽

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Forecasting Stock Market Indices with Recurrent Neural Networks

Applications of Computer Aided Time Series Modeling - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2252-1_12 ◽

1997 ◽

pp. 291-335 ◽

Author(s):

Maxwell J. Rhee

Keyword(s):

Neural Networks ◽

Stock Market ◽

Recurrent Neural Networks

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The SSATS Algorithm and Subspace Methods

Applications of Computer Aided Time Series Modeling - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2252-1_1 ◽

1997 ◽

pp. 3-13

Author(s):

Masanao Aoki

Keyword(s):

Subspace Methods

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A Guide to State Space Modeling of Multiple Time Series

Applications of Computer Aided Time Series Modeling - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2252-1_2 ◽

1997 ◽

pp. 15-72

Author(s):

Arthur Havenner

Keyword(s):

Time Series ◽

State Space ◽

Multiple Time ◽

Multiple Time Series ◽

Space Modeling ◽

State Space Modeling

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Application of State-Space Models to Ocean Climate Variability in the Northeast Pacific Ocean

Applications of Computer Aided Time Series Modeling - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2252-1_10 ◽

1997 ◽

pp. 255-278 ◽

Author(s):

Roy Mendelssohn ◽

Franklin B. Schwing

Keyword(s):

Pacific Ocean ◽

Climate Variability ◽

State Space ◽

State Space Models ◽

Ocean Climate ◽

Northeast Pacific ◽

Northeast Pacific Ocean

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Forecasts of Monthly U.S. Wheat Prices: A Spatial Market Analysis

Applications of Computer Aided Time Series Modeling - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2252-1_4 ◽

1997 ◽

pp. 91-105

Author(s):

Channing Arndt ◽

Kenneth Foster

Keyword(s):

Market Analysis

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On the Equivalence Between ARMA Models and Simple Recurrent Neural Networks

Applications of Computer Aided Time Series Modeling - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2252-1_11 ◽

1997 ◽

pp. 281-289 ◽

Author(s):

Henrik Saxén

Keyword(s):

Neural Networks ◽

Recurrent Neural Networks ◽

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Competing Exchange Rate Models: A State Space Model vs Structural and Time Series Alternatives

Applications of Computer Aided Time Series Modeling - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2252-1_9 ◽

1997 ◽

pp. 237-253 ◽

Author(s):

Jeffrey H. Dorfman

Keyword(s):

Time Series ◽

Exchange Rate ◽

State Space ◽

State Space Model ◽

Space Model ◽

Exchange Rate Models

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A Method for Identification of Combined Deterministic Stochastic Systems

Applications of Computer Aided Time Series Modeling - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2252-1_8 ◽

1997 ◽

pp. 181-235 ◽

Author(s):

David Di Ruscio

Keyword(s):

Stochastic Systems

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Labor Market and Cyclical Fluctuations

Applications of Computer Aided Time Series Modeling - Lecture Notes in Statistics ◽

10.1007/978-1-4612-2252-1_6 ◽

1997 ◽

pp. 121-140

Author(s):

Riccardo Fiorito

Keyword(s):

Labor Market ◽

Cyclical Fluctuations

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