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図書
Junichiro HagiwaraSpringer[2021]<MA211-D26>
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  • 要約等...e illustration of time series analysis focusing on the state-space model, which h...... a broad range of fields. The major feature of the book lies ......e combinations of batch and sequ......an and general state-space models: MCMC a......ht on flexible modeling in modern time series analysis. The main topics of the book deal with the state-space model, coverin......s such as real-time structural change detection. ...
  • 内容細目...on 1.1 What Is Time Series Analysis? 1.2 ...... Approaches in Time Series Analysis 1.3 Use of R 1.3.1 Librar...... and External Software 1.3.2 Cod......2 Fundamentals of Probability an......3 Fundamentals of Handling Time Series Data with R 3.......t for Handling Time Series 3.2 Handling of Time Information Re......e 4 Quick Tour of Time Series Analysis 4.1 Confirmation of the Purpose an......ry Examination of Data 4.2.1 Plo......zontal Axis as Time 4.2.2 Histogra...... Specification of Parameter Valu...... 4.5 Execution of Filtering, Pre......n Applying the State-Space Model 5 State-Space Model 5.1 Stoc......5.2 Definition of State-Space Model 5.2.1 Repre...
  • 件名Time-series analysis State-space methods Série......éthodes de l'espace état State-space methods. Time-series analysis. Anàlisi de sèries...
図書
Gilles Dufrénot, Takashi Matsuki, editorsSpringer[2021]<DA49-D6>
国立国会図書館
  • 要約等...nsive overview of the latest eco......g the dynamics of macroeconomic and financial time series. It examines a......e econometrics of commodity mark......he application of recent techniq......n the analysis of persistent dyn......the estimation of state space models and new classes of volatility mod......s to the field of macroeconomics......o a wide range of topics in fina......nt econometric time series methods to financial and econ...
  • 内容細目...ce in Economic Time Series 1 Introduction......Incompleteness of Exchange Rate ......ogy 3 Data 3.1 Time Sample 3.2 Var......3.3 Indicators of Globalization ......x References A State-Space Model to Estim......troduction 2 A State-Space Model with The......nd Application of Statistical Me......etical Concept of Rational Bubbl......on An Analysis of the Time-Varying Behavior of the Equilibrium Velocity of Money in the E......ethodology 3.1 State-Space Models and Time-Varying Parame......ls 3.2 A Panel Time-Varying State-Space Extension 3.3 A Time-Varying Parame......ate Properties of the Data 4.2 M......th Effects 2.3 Time-Varying VECM Specification fo...
  • 件名Econometrics Macroeconomics Time-series analysis Capital market. Econ...
図書
Wileyc2010.<DA77-B20>
国立国会図書館
  • 内容細目Financial time series and their char......ristics Linear time series analysis and i......ure Continuous-time models and the......k Multivariate time series analysis and i......r applications State-space models and Kalman filter Mark...
  • 件名Time-series analysis. Econometrics. Risk ...
図書
Wiley-VCHc2006.<MA211-B62>
国立国会図書館
  • 内容細目Nonlinear analysis of time series data / Henry D......uster weighted modeling for time series prediction / D...... reconstructed state spaces / Holger Kant......ch in analysis of bivariate data......s from chaotic time series : methods and ......riven analysis of nonstationary ......n the presence of noise and nonl...... Theoden I. Netoff, Thomas L. Ca......r multivariate time series / Manfred Deis......patio-temporal modeling for biosurveil......ly constrained state space model / David S. Stoffer, Myron J. Katzoff Graphical modeling of dynamic relati......n multivariate time series / Michael Eich......luence between time series / Luiz Antonio Baccalá...
  • 件名Time-series analysis. Tijdreeksen.
  • 一般注記...ted URL: Table of contents only http: //www.loc...
図書
馬場真哉 著プレアデス出版2018.3<MA211-L474>
国立国会図書館全国の図書館
  • 著者紹介1990年 兵庫県神戸市生まれ。 2014年 北海道大学水産科学院修了。 Logics of Blue(https://logics-of-blue.com/)というWebサイトの管理人。
  • 典拠情報(件名/「を見よ」参照)Time-series analysis
  • 並列タイトル等(連結)Foundations of Time Series Analysis and State Space Models
記事
北川 源四郎<Z15-42>統計数理 = Proceedings of the Institute of Statistical Mathematics67(2)=130:2019.12p.181-192
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  • 並列タイトル等(連結)Use of a State Space Model in Time Series Analysis
  • 並列タイトル等Use of a State Space Model in Time Series Analysis
記事
河合 毅治, 長平 彰夫<Z72-H26>日本経営システム学会全国大会講演論文集58:2017.5.27・28p.122-125
国立国会図書館全国の図書館
  • 並列タイトル等(連結)Time Series Validation of the Impact on Economy by R&D using State Space Model
  • 並列タイトル等Time Series Validation of the Impact on Economy by R&D using State Space Model
記事
船越 裕介<Z16-940>電子情報通信学会技術研究報告 = IEICE technical report : 信学技報117(185):2017.8.28・29p.1-6
国立国会図書館全国の図書館
  • 件名故障率 時系列解析 状態空間モデル カルマンフィルタ failure rate time series analysis state space model Kalman filter
  • 並列タイトル等(連結)Time series analysis of failure rates of equipments for......ion networks : State space model using Kalman filter
  • 並列タイトル等Time series analysis of failure rates of equipments for......ion networks : State space model using Kalman filter
記事
船越 裕介<Z16-940>電子情報通信学会技術研究報告 = IEICE technical report : 信学技報117(159):2017.7.27・28p.37-42
国立国会図書館全国の図書館
  • 件名故障率 時系列解析 状態空間モデル ベイズ推定 failure rate time series analysis state space model Bayesian inference
  • 並列タイトル等(連結)Time series analysis of failure rates of equipments for......ion networks : State space model using Bayesian inferenc...
  • 並列タイトル等Time series analysis of failure rates of equipments for......ion networks : State space model using Bayesian inferenc...
デジタル電子書籍・電子雑誌図書
David Padua (ed.)Springer[2011]
国立国会図書館
  • 内容細目...inear Algebra Software) Atomic O......inear Algebra Software (ATLAS) A...... NUMA Calculus of Mobile Process......ystems Cluster of Workstations C......ay XMT Cray XT Series Cray XT3 Cray ......T3 and Cray XT Series of Supercomputers......nces Detection of DOALL Loops De......raph Analysis Software Graph Par...... Partitioning Software Graphics ......mplementations of Shared Memory in Software Index Inf......ntel® Thread Profiler Intel® Thr......ncy Hiding Law of Diminishing Re......inear Algebra Software Linear Al......emory Locality of Reference and ......nalysis Models of Computation, T......c Verification of Moore's Law MPI (Message Pass...
  • 別の記録形式Print version: Encyclopedia of parallel computing. New York ...
図書
edited by N. Kenmochi, M. Otani, S. ZhengGakkotosho2004.3<M18-B504>
国立国会図書館全国の図書館
  • 内容細目Large time behavior of a solution to ......otic behaviour of the p-Laplace ......L. Hsiao Large-time behaviour of solutions to n......Chunpeng Index of the gradient m......hi Convergence of monotone diffe...... non-existence of weak solutions......eng On a class of parabolic free...... equation with time-dependent diss......eneralizations of Cahn-Hilliard ......ce law for microforces by A. Mir...... international series by T. Narazaki......ity for steady-state solutions of a nonisotherma......odic solutions of one dimensiona......totic behavior of solution to th...... The stability of travelling wav......undary problem modeling the growth of necrotic tumors...
  • 関連情報GAKUTO international series
  • 掲載誌GAKUTO international series
デジタル記事障害者向け資料あり
高部勲総務省2017-03統計研究彙報(74)
インターネットで読める国立国会図書館
  • 並列タイトル等(連結)...ods by using a state space modeling : stabilization of time series data including zero or negati...
  • 並列タイトル等...ods by using a state space modeling : stabilization of time series data including zero or negati...
記事
高部 勲<Z3-566>統計研究彙報 = Research memoir of the statistics / 総務省統計研修所 編(74):2017.3p.29-55
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  • 件名...stment methods state space model generalized neg-log tra...
  • 並列タイトル等(連結)...ods by using a state space modeling : Stabilization of time series data including zero or negati...
  • 並列タイトル等...ods by using a state space modeling : Stabilization of time series data including zero or negati...
図書
edited by Thomas J. DolanWoodhead Publishing, an imprint of Elsevier[2017]<NG41-D23>
国立国会図書館
  • 要約等... on the status of molten salt re...... collaboration of 58 authors fro......omplete review of the technology......iewing the use of MSRs and thorium fuel, includ...
  • 内容細目....7. Advantages of liquid fuel MS......d applications of molten salts /......cal properties of molten salts 3......eactor physics of MSR / Yoichiro......2. Interaction of neutrons with ......ication factor of chain reaction...... and diffusion of neutrons 4.8. ......equations 5.4. Space time-dependent tran......mal hydraulics of liquid-fueled ......rmo-hydraulics of internally hea......s 6.4. Effects of internal heat ......cal processing of liquid fuel / .......2. Processing of fresh liquid f......ing technology of MSR fuel 8.4. ......guards aspects of the MSR fuel c......Attractiveness of nuclear materi......Rs 10.6. Means of improving MSR fuel cycle prol...
デジタル文書・図像類
Md., Maruf Hossain東京大学大学院数理科学研究科2018-08-27数理科学実践研究レターLMSR 2018-16
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デジタル記事
2017-05-22Statistics in Medicine36 21p.3361-3379
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  • 要約等...that daily BBT time series can be useful ......derlying phase state as well as for......ing the length of current menstr......d to model BBT time series. In this study, we propose a statespace model that inv......se as a latent state variable to ex......ly fluctuation of BBT and the me...... distributions of the phase are ......e distribution of the next menst...... real data set of women's BBT an......ction accuracy of the proposed m......thod with that of previous metho......ial extensions of this framework as the basis of modeling and predicting events that ar...
  • 参照...nd age The use of wearable devic......imate the date of ovulation in w...... Determination of Biphasic Menst......he Fluctuation of Abdominal Skin Temperature du...
図書
CRC Pressc2002.<X>
国立国会図書館
  • 内容細目I. Overview of mechatronics. ......hysical system modeling. Modeling electromechani...... / E.T. Enikov Modeling of mechanical sys......s / M.J. Moran Modeling and simulation......synthesis, microfabrication, ana......physical basis of analogies in p......] Fundamentals of time and frequency ......rols. The role of controls in me......ongen The role of modeling in mechatronic......i ... [et al.] State space analysis and s....... Yuz Response of dynamic system......dynamic system state observers / T.......vanced control of an electrohydr......n optimization of mechatronic sy....... Sterian VI. Software and data acquisition. In...
図書
Springer-Verlagc1987.<MA211-A53>
国立国会図書館
  • 件名時系列. Time-series analysis. State-space methods.
デジタル記事
李 省勲, 松丸 正延<Z4-298>日本経営工学会論文誌 = Journal of Japan Industrial Management Association58(3) 2007.8p.218~227
国立国会図書館全国の図書館
  • 要約等...lly Integrated State Space)モデル,期待ボラティリティにファジィ実数和分GARCH(F...
  • 件名...ートフォリオインシュアランス Time-series analysis Fuzzy......lly Integrated State Space Fuzzy FI-GARCH Portfolio insu...
  • 並列タイトル等(連結)Evaluation of prediction pre......sion for fuzzy-state space models and a f...... consideration of long-term dependence of time series data
記事
1994Proceedings of the First US/Japan Conference on the Frontiers of Statisitcal Modeling : An Informational Approach, 1994
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