structural changes in nonstationary time series econometrics



Katsuto Tanaka Time Series Analysis. Nonstationary and Noninvertible Distribution Theory Katsuto Tanaka Time Series Analysis. Nonstationary and Noninvertible Distribution Theory Новинка

Katsuto Tanaka Time Series Analysis. Nonstationary and Noninvertible Distribution Theory

10047.35 руб. или Купить в рассрочку!
Reflects the developments and new directions in the field since the publication of the first successful edition and contains a complete set of problems and solutions This revised and expanded edition reflects the developments and new directions in the field since the publication of the first edition. In particular, sections on nonstationary panel data analysis and a discussion on the distinction between deterministic and stochastic trends have been added. Three new chapters on long-memory discrete-time and continuous-time processes have also been created, whereas some chapters have been merged and some sections deleted. The first eleven chapters of the first edition have been compressed into ten chapters, with a chapter on nonstationary panel added and located under Part I: Analysis of Non-fractional Time Series. Chapters 12 to 14 have been newly written under Part II: Analysis of Fractional Time Series. Chapter 12 discusses the basic theory of long-memory processes by introducing ARFIMA models and the fractional Brownian motion (fBm). Chapter 13 is concerned with the computation of distributions of quadratic functionals of the fBm and its ratio. Next, Chapter 14 introduces the fractional Ornstein–Uhlenbeck process, on which the statistical inference is discussed. Finally, Chapter 15 gives a complete set of solutions to problems posed at the end of most sections. This new edition features: • Sections to discuss nonstationary panel data analysis, the problem of differentiating between deterministic and stochastic trends, and nonstationary processes of local deviations from a unit root • Consideration of the maximum likelihood estimator of the drift parameter, as well as asymptotics as the sampling span increases • Discussions on not only nonstationary but also noninvertible time series from a theoretical viewpoint • New topics such as the computation of limiting local powers of panel unit root tests, the derivation of the fractional unit root distribution, and unit root tests under the fBm error Time Series Analysis: Nonstationary and Noninvertible Distribution Theory, Second Edition, is a reference for graduate students in econometrics or time series analysis. Katsuto Tanaka, PhD, is a professor in the Faculty of Economics at Gakushuin University and was previously a professor at Hitotsubashi University. He is a recipient of the Tjalling C. Koopmans Econometric Theory Prize (1996), the Japan Statistical Society Prize (1998), and the Econometric Theory Award (1999). Aside from the first edition of Time Series Analysis (Wiley, 1996), Dr. Tanaka had published five econometrics and statistics books in Japanese.
Dominique Habimana Time Series Econometrics Analysis Dominique Habimana Time Series Econometrics Analysis Новинка

Dominique Habimana Time Series Econometrics Analysis

This text book presents the application of time series econometrics methods in economics. The main focus of this book is to describe the main principles of time series models and show how they can be used to understand the process of macroeconomic variables and the way they interact each other. In this book, the autoregressive models (ARMA), vector autoregressive (VAR) models, error correction models together with the cointegration analysis, and a well explained econometric modeling procedure are described; with application in modeling and forecasting the inflation process in Rwanda as a country whose economic activities is processing so fast after the 1994 genocide. This text book is very useful for undergraduate students whose specialization is economics, econometrics, statistics and mathematics, and for postgraduate students in the fields mentioned above.
Wilfredo Palma Time Series Analysis Wilfredo Palma Time Series Analysis Новинка

Wilfredo Palma Time Series Analysis

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A modern and accessible guide to the analysis of introductory time series data Featuring an organized and self-contained guide, Time Series Analysis provides a broad introduction to the most fundamental methodologies and techniques of time series analysis. The book focuses on the treatment of univariate time series by illustrating a number of well-known models such as ARMA and ARIMA. Providing contemporary coverage, the book features several useful and newlydeveloped techniques such as weak and strong dependence, Bayesian methods, non-Gaussian data, local stationarity, missing values and outliers, and threshold models. Time Series Analysis includes practical applications of time series methods throughout, as well as: Real-world examples and exercise sets that allow readers to practice the presented methods and techniques Numerous detailed analyses of computational aspects related to the implementation of methodologies including algorithm efficiency, arithmetic complexity, and process time End-of-chapter proposed problems and bibliographical notes to deepen readers’ knowledge of the presented material Appendices that contain details on fundamental concepts and select solutions of the problems implemented throughout A companion website with additional data fi les and computer codes Time Series Analysis is an excellent textbook for undergraduate and beginning graduate-level courses in time series as well as a supplement for students in advanced statistics, mathematics, economics, finance, engineering, and physics. The book is also a useful reference for researchers and practitioners in time series analysis, econometrics, and finance. Wilfredo Palma, PhD, is Professor of Statistics in the Department of Statistics at Pontificia Universidad Católica de Chile. He has published several refereed articles and has received over a dozen academic honors and awards. His research interests include time series analysis, prediction theory, state space systems, linear models, and econometrics. He is the author of Long-Memory Time Series: Theory and Methods, also published by Wiley.
Ruey S. Tsay Multivariate Time Series Analysis. With R and Financial Applications Ruey S. Tsay Multivariate Time Series Analysis. With R and Financial Applications Новинка

Ruey S. Tsay Multivariate Time Series Analysis. With R and Financial Applications

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An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series. Through a fundamental balance of theory and methodology, the book supplies readers with a comprehensible approach to financial econometric models and their applications to real-world empirical research. Differing from the traditional approach to multivariate time series, the book focuses on reader comprehension by emphasizing structural specification, which results in simplified parsimonious VAR MA modeling. Multivariate Time Series Analysis: With R and Financial Applications utilizes the freely available R software package to explore complex data and illustrate related computation and analyses. Featuring the techniques and methodology of multivariate linear time series, stationary VAR models, VAR MA time series and models, unitroot process, factor models, and factor-augmented VAR models, the book includes: • Over 300 examples and exercises to reinforce the presented content • User-friendly R subroutines and research presented throughout to demonstrate modern applications • Numerous datasets and subroutines to provide readers with a deeper understanding of the material Multivariate Time Series Analysis is an ideal textbook for graduate-level courses on time series and quantitative finance and upper-undergraduate level statistics courses in time series. The book is also an indispensable reference for researchers and practitioners in business, finance, and econometrics.
Roberto Pedace Econometrics For Dummies Roberto Pedace Econometrics For Dummies Новинка

Roberto Pedace Econometrics For Dummies

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Score your highest in econometrics? Easy. Econometrics can prove challenging for many students unfamiliar with the terms and concepts discussed in a typical econometrics course. Econometrics For Dummies eliminates that confusion with easy-to-understand explanations of important topics in the study of economics. Econometrics For Dummies breaks down this complex subject and provides you with an easy-to-follow course supplement to further refine your understanding of how econometrics works and how it can be applied in real-world situations. An excellent resource for anyone participating in a college or graduate level econometrics course Provides you with an easy-to-follow introduction to the techniques and applications of econometrics Helps you score high on exam day If you're seeking a degree in economics and looking for a plain-English guide to this often-intimidating course, Econometrics For Dummies has you covered.
Uwe Hassler Time Series Analysis with Long Memory in View Uwe Hassler Time Series Analysis with Long Memory in View Новинка

Uwe Hassler Time Series Analysis with Long Memory in View

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Provides a simple exposition of the basic time series material, and insights into underlying technical aspects and methods of proof Long memory time series are characterized by a strong dependence between distant events. This book introduces readers to the theory and foundations of univariate time series analysis with a focus on long memory and fractional integration, which are embedded into the general framework. It presents the general theory of time series, including some issues that are not treated in other books on time series, such as ergodicity, persistence versus memory, asymptotic properties of the periodogram, and Whittle estimation. Further chapters address the general functional central limit theory, parametric and semiparametric estimation of the long memory parameter, and locally optimal tests. Intuitive and easy to read, Time Series Analysis with Long Memory in View offers chapters that cover: Stationary Processes; Moving Averages and Linear Processes; Frequency Domain Analysis; Differencing and Integration; Fractionally Integrated Processes; Sample Means; Parametric Estimators; Semiparametric Estimators; and Testing. It also discusses further topics. This book: Offers beginning-of-chapter examples as well as end-of-chapter technical arguments and proofs Contains many new results on long memory processes which have not appeared in previous and existing textbooks Takes a basic mathematics (Calculus) approach to the topic of time series analysis with long memory Contains 25 illustrative figures as well as lists of notations and acronyms Time Series Analysis with Long Memory in View is an ideal text for first year PhD students, researchers, and practitioners in statistics, econometrics, and any application area that uses time series over a long period. It would also benefit researchers, undergraduates, and practitioners in those areas who require a rigorous introduction to time series analysis.
Lukasz Prochownik Linear predictive regression framework Lukasz Prochownik Linear predictive regression framework Новинка

Lukasz Prochownik Linear predictive regression framework

Master's Thesis from the year 2011 in the subject Economics - Macro-economics, general, grade: 81 %, University of Southampton, course: Econometrics, language: English, abstract: The concept of predictive regressions has been studied for over the past 20 years and its application is particularly present in applied economics, finance and econometrics. The basic set-up in the predictive regression framework associates the noisy explained variable with the lagged persistent regressor, which can be characterized as a process close to the unit root process. In my work I describe the relevance and implications of an adoption of the linear predictive regressions in forecasting the volatile stock return using the lagged variable, dividend-price ratio, which is highly persistent. Subsequently, I aim to answer questions whether the excess stock returns are predictable using dividend yields and whether the predictability is stable over time. The analysis I conduct, based on financial data, aim to detect the hypothetical presence of structural breaks in the model. In order to search for the structural instability of coefficients I construct a Wald test for each possible structural break location and investigate the accuracy of the SupWald statistic and its tabulated critical values in the framework described. Having obtained the test statistic for each of the possible break-points, I describe predictive power of explanatory variable and provide economic rationale to support some of t...
Marc Paolella S. Linear Models and Time-Series Analysis. Regression, ANOVA, ARMA and GARCH Marc Paolella S. Linear Models and Time-Series Analysis. Regression, ANOVA, ARMA and GARCH Новинка

Marc Paolella S. Linear Models and Time-Series Analysis. Regression, ANOVA, ARMA and GARCH

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A comprehensive and timely edition on an emerging new trend in time series Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH sets a strong foundation, in terms of distribution theory, for the linear model (regression and ANOVA), univariate time series analysis (ARMAX and GARCH), and some multivariate models associated primarily with modeling financial asset returns (copula-based structures and the discrete mixed normal and Laplace). It builds on the author's previous book, Fundamental Statistical Inference: A Computational Approach, which introduced the major concepts of statistical inference. Attention is explicitly paid to application and numeric computation, with examples of Matlab code throughout. The code offers a framework for discussion and illustration of numerics, and shows the mapping from theory to computation. The topic of time series analysis is on firm footing, with numerous textbooks and research journals dedicated to it. With respect to the subject/technology, many chapters in Linear Models and Time-Series Analysis cover firmly entrenched topics (regression and ARMA). Several others are dedicated to very modern methods, as used in empirical finance, asset pricing, risk management, and portfolio optimization, in order to address the severe change in performance of many pension funds, and changes in how fund managers work. Covers traditional time series analysis with new guidelines Provides access to cutting edge topics that are at the forefront of financial econometrics and industry Includes latest developments and topics such as financial returns data, notably also in a multivariate context Written by a leading expert in time series analysis Extensively classroom tested Includes a tutorial on SAS Supplemented with a companion website containing numerous Matlab programs Solutions to most exercises are provided in the book Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH is suitable for advanced masters students in statistics and quantitative finance, as well as doctoral students in economics and finance. It is also useful for quantitative financial practitioners in large financial institutions and smaller finance outlets.
William Wei W.S. Multivariate Time Series Analysis and Applications William Wei W.S. Multivariate Time Series Analysis and Applications Новинка

William Wei W.S. Multivariate Time Series Analysis and Applications

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An essential guide on high dimensional multivariate time series including all the latest topics from one of the leading experts in the field Following the highly successful and much lauded book, Time Series Analysis—Univariate and Multivariate Methods, this new work by William W.S. Wei focuses on high dimensional multivariate time series, and is illustrated with numerous high dimensional empirical time series. Beginning with the fundamentalconcepts and issues of multivariate time series analysis,this book covers many topics that are not found in general multivariate time series books. Some of these are repeated measurements, space-time series modelling, and dimension reduction. The book also looks at vector time series models, multivariate time series regression models, and principle component analysis of multivariate time series. Additionally, it provides readers with information on factor analysis of multivariate time series, multivariate GARCH models, and multivariate spectral analysis of time series. With the development of computers and the internet, we have increased potential for data exploration. In the next few years, dimension will become a more serious problem. Multivariate Time Series Analysis and its Applications provides some initial solutions, which may encourage the development of related software needed for the high dimensional multivariate time series analysis. Written by bestselling author and leading expert in the field Covers topics not yet explored in current multivariate books Features classroom tested material Written specifically for time series courses Multivariate Time Series Analysis and its Applications is designed for an advanced time series analysis course. It is a must-have for anyone studying time series analysis and is also relevant for students in economics, biostatistics, and engineering.
Michael Wihan PRO EVOLUTION - Sustainable Management in Virtual Enterprises Michael Wihan PRO EVOLUTION - Sustainable Management in Virtual Enterprises Новинка

Michael Wihan PRO EVOLUTION - Sustainable Management in Virtual Enterprises

Natural evolution is the changing in systems to adapt to environmental changes and it is enabled by the structural learning coupling between the systems. The structural coupling between the economic-, social- and ecological system, however, is not strong enough, because it seems that the overall system of "life on planet Earth" is not sustainable in the long-term. To strengthen the structural coupling between the economic-, social- and ecological systems a man-made structural learning coupling could be implemented. This additonal structural coupling could be enabled by the new information and communication technology. The Internet could deliver a world-wide structural learning coupling by the use of self-organizing virtual enterprises.
Yves Croissant Panel Data Econometrics with R Yves Croissant Panel Data Econometrics with R Новинка

Yves Croissant Panel Data Econometrics with R

Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.
Apostolos Serletis QUANTITATIVE AND EMPIRICAL ANALYSIS OF ENERGY MARKETS Apostolos Serletis QUANTITATIVE AND EMPIRICAL ANALYSIS OF ENERGY MARKETS Новинка

Apostolos Serletis QUANTITATIVE AND EMPIRICAL ANALYSIS OF ENERGY MARKETS

Bringing together leading-edge research and innovative energy markets econometrics, this book collects the author's most important recent contributions in energy economics. In particular, the book:• applies recent advances in the field of applied econometrics to investigate a number of issues regarding energy markets, including the theory of storage and the efficient markets hypothesis• presents the basic stylized facts on energy price movements using correlation analysis, causality tests, integration theory, cointegration theory, as well as recently developed procedures for testing for shared and codependent cycles• uses recent advances in the financial econometrics literature to model time-varying returns and volatility in energy prices and to test for causal relationships between energy prices and their volatilities• explores the functioning of electricity markets and applies conventional models of time series analysis to investigate a number of issues regarding wholesale power prices in the western North American markets• applies tools from statistics and dynamical systems theory to test for nonlinear dynamics and deterministic chaos in a number of North American hydrocarbon markets (those of ethane, propane, normal butane, iso-butane, naptha, crude oil, and natural gas)
Rong Chen Nonlinear Time Series Analysis Rong Chen Nonlinear Time Series Analysis Новинка

Rong Chen Nonlinear Time Series Analysis

A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis Nonlinear Time Series Analysis offers an important guide to both parametric and nonparametric methods, nonlinear state-space models, and Bayesian as well as classical approaches to nonlinear time series analysis. The authors—noted experts in the field—explore the advantages and limitations of the nonlinear models and methods and review the improvements upon linear time series models. The need for this book is based on the recent developments in nonlinear time series analysis, statistical learning, dynamic systems and advanced computational methods. Parametric and nonparametric methods and nonlinear and non-Gaussian state space models provide a much wider range of tools for time series analysis. In addition, advances in computing and data collection have made available large data sets and high-frequency data. These new data make it not only feasible, but also necessary to take into consideration the nonlinearity embedded in most real-world time series. This vital guide: • Offers research developed by leading scholars of time series analysis • Presents R commands making it possible to reproduce all the analyses included in the text • Contains real-world examples throughout the book • Recommends exercises to test understanding of material presented • Includes an instructor solutions manual and companion website Written for students, researchers, and practitioners who are interested in exploring nonlinearity in time series, Nonlinear Time Series Analysis offers a comprehensive text that explores the advantages and limitations of the nonlinear models and methods and demonstrates the improvements upon linear time series models.
George E. P. Box Time Series Analysis. Forecasting and Control George E. P. Box Time Series Analysis. Forecasting and Control Новинка

George E. P. Box Time Series Analysis. Forecasting and Control

11162.94 руб. или Купить в рассрочку!
Praise for the Fourth Edition “The book follows faithfully the style of the original edition. The approach is heavily motivated by real-world time series, and by developing a complete approach to model building, estimation, forecasting and control." – Mathematical Reviews Bridging classical models and modern topics, the Fifth Edition of Time Series Analysis: Forecasting and Control maintains a balanced presentation of the tools for modeling and analyzing time series. Also describing the latest developments that have occurred in the field over the past decade through applications from areas such as business, finance, and engineering, the Fifth Edition continues to serve as one of the most influential and prominent works on the subject. Time Series Analysis: Forecasting and Control, Fifth Edition provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series and describes their use in five important areas of application: forecasting; determining the transfer function of a system; modeling the effects of intervention events; developing multivariate dynamic models; and designing simple control schemes. Along with these classical uses, the new edition covers modern topics with new features that include: A redesigned chapter on multivariate time series analysis with an expanded treatment of Vector Autoregressive, or VAR models, along with a discussion of the analytical tools needed for modeling vector time series An expanded chapter on special topics covering unit root testing, time-varying volatility models such as ARCH and GARCH, nonlinear time series models, and long memory models Numerous examples drawn from finance, economics, engineering, and other related fields The use of the publicly available R software for graphical illustrations and numerical calculations along with scripts that demonstrate the use of R for model building and forecasting Updates to literature references throughout and new end-of-chapter exercises Streamlined chapter introductions and revisions that update and enhance the exposition Time Series Analysis: Forecasting and Control, Fifth Edition is a valuable real-world reference for researchers and practitioners in time series analysis, econometrics, finance, and related fields. The book is also an excellent textbook for beginning graduate-level courses in advanced statistics, mathematics, economics, finance, engineering, and physics.
Norbert Mitzel Structural Methods in Molecular Inorganic Chemistry Norbert Mitzel Structural Methods in Molecular Inorganic Chemistry Новинка

Norbert Mitzel Structural Methods in Molecular Inorganic Chemistry

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Determining the structure of molecules is a fundamental skill that all chemists must learn. Structural Methods in Molecular Inorganic Chemistry is designed to help readers interpret experimental data, understand the material published in modern journals of inorganic chemistry, and make decisions about what techniques will be the most useful in solving particular structural problems. Following a general introduction to the tools and concepts in structural chemistry, the following topics are covered in detail: • computational chemistry • nuclear magnetic resonance spectroscopy • electron paramagnetic resonance spectroscopy • Mössbauer spectroscopy • rotational spectra and rotational structure • vibrational spectroscopy • electronic characterization techniques • diffraction methods • mass spectrometry The final chapter presents a series of case histories, illustrating how chemists have applied a broad range of structural techniques to interpret and understand chemical systems. Throughout the textbook a strong connection is made between theoretical topics and the real world of practicing chemists. Each chapter concludes with problems and discussion questions, and a supporting website contains additional advanced material. Structural Methods in Molecular Inorganic Chemistry is an extensive update and sequel to the successful textbook Structural Methods in Inorganic Chemistry by Ebsworth, Rankin and Cradock. It is essential reading for all advanced students of chemistry, and a handy reference source for the professional chemist.
Mirjana Radovic-Markovic Impact of Globalization on Organizational Culture, Behavior, and Gender Roles Mirjana Radovic-Markovic Impact of Globalization on Organizational Culture, Behavior, and Gender Roles Новинка

Mirjana Radovic-Markovic Impact of Globalization on Organizational Culture, Behavior, and Gender Roles

The "new" in new economy means a more stable and longer growth, with more jobs, lowerinflation and interest rates, explosion of free markets worldwide, the unparalleled access toknowledge through the Internet and new type of organization which affects organizationalchange.Organizational change is the adoption of an organizational environment for the sake of survival.Namely, the old principles no longer work in the age of Globalization. Businesses have reachedthe old model's limits with respect to complexity and speed. At the same time, the challengewhich new economy brings to small businesses managers is the use of new business approachand the strong will for organizational changes and adaptation to global market demands. Thereare several types of organizational changes that can occur- strategic changes, organizationalcultural changes; involve organizational structural change, a redesign of work tasks andtechnological changes. In line with these changes, there is strong expectation of employee to permanent improve their knowledge andbecome an integral part of successful business formula in order to respond to the challenges brought by the global economy. It means arequest for learning organization which is characterized as an organization creating, gaining and transferring the knowledge, and thusconstantly modifying the organizational behavior.Reader will refine their theoretical understanding of globalization by studying its concrete manifestations in three domai...
Benjamin Bruns All Things Being Equal. Benjamin Bruns All Things Being Equal. Новинка

Benjamin Bruns All Things Being Equal.

Master's Thesis from the year 2013 in the subject Business economics - Personnel and Organisation, grade: 1,1, Humboldt-University of Berlin (Angewandte Mikroökonometrie / Arbeitsmarktökonomik), language: English, abstract: Working time and wages represent two elementary components of economic welfare. Yet, in spite of both having witnessed signicant changes during recent decades, economists have expended far greater efforts on probing changes in the structure of wages than on exploring trends in the composition of working hours. Using data from the German Socio-Economic Panel for the period from 1984 to 2009, my thesis sets out to do three things: firstly, to document recent changes in the distribution of hours; secondly, to describe the related trends in part-time employment; and thirdly, to elaborate on the interrelation between hours, wages, and incomes. My results show a protracted decline of average hours that materialises next to a growing diversication of working time between and within different groups of the labour market. I find a secular expansion of part-time work that has accomodated a surge of femaleemployment, and appealed to young and low-skilled workers alike. Due to a persistently high share of full-time work among men, male income inequality is extensively shaped by changes in the distribution of wages. Among women, where part-time arrangements are common, both hours and wages exert a commensurate impact on the distribution of incomes.Restricting atten...
Cho W. S. To Stochastic Structural Dynamics. Application of Finite Element Methods Cho W. S. To Stochastic Structural Dynamics. Application of Finite Element Methods Новинка

Cho W. S. To Stochastic Structural Dynamics. Application of Finite Element Methods

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One of the first books to provide in-depth and systematic application of finite element methods to the field of stochastic structural dynamics The parallel developments of the Finite Element Methods in the 1950’s and the engineering applications of stochastic processes in the 1940’s provided a combined numerical analysis tool for the studies of dynamics of structures and structural systems under random loadings. In the open literature, there are books on statistical dynamics of structures and books on structural dynamics with chapters dealing with random response analysis. However, a systematic treatment of stochastic structural dynamics applying the finite element methods seems to be lacking. Aimed at advanced and specialist levels, the author presents and illustrates analytical and direct integration methods for analyzing the statistics of the response of structures to stochastic loads. The analysis methods are based on structural models represented via the Finite Element Method. In addition to linear problems the text also addresses nonlinear problems and non-stationary random excitation with systems having large spatially stochastic property variations. A systematic treatment of stochastic structural dynamics applying the finite element methods Highly illustrated throughout and aimed at advanced and specialist levels, it focuses on computational aspects instead of theory Emphasizes results mainly in the time domain with limited contents in the time-frequency domain Presents and illustrates direction integration methods for analyzing the statistics of the response of linear and nonlinear structures to stochastic loads Under Author Information – one change of word to existing text: He is a Fellow of the American Society of Mechanical Engineers (ASME)........
Nairn Wilson, Stanley Gelbier The Changes in Dentistry Since 1948 Nairn Wilson, Stanley Gelbier The Changes in Dentistry Since 1948 Новинка

Nairn Wilson, Stanley Gelbier The Changes in Dentistry Since 1948

This is the transcript of a witness seminar held at the British Dental Association in October 2011. It records the major events and changes within the practice of Dentistry within the United Kingdom from the start of the National Health Service to the present time. The discussion included a wide range of major participants in the politics, management and practice of Dentistry during this time.It is one of a series of seminars held as part of the John McLean History of Dentistry Archive organised between the British Dental Association and the History of Dentistry Unit at King's College London to study the profession, especially since the time of the establishment of the National Health Service in 1948.
Отсутствует Advanced Time Series Data Analysis. Forecasting Using EViews Отсутствует Advanced Time Series Data Analysis. Forecasting Using EViews Новинка

Отсутствует Advanced Time Series Data Analysis. Forecasting Using EViews

9952.05 руб. или Купить в рассрочку!
Introduces the latest developments in forecasting in advanced quantitative data analysis This book presents advanced univariate multiple regressions, which can directly be used to forecast their dependent variables, evaluate their in-sample forecast values, and compute forecast values beyond the sample period. Various alternative multiple regressions models are presented based on a single time series, bivariate, and triple time-series, which are developed by taking into account specific growth patterns of each dependent variables, starting with the simplest model up to the most advanced model. Graphs of the observed scores and the forecast evaluation of each of the models are offered to show the worst and the best forecast models among each set of the models of a specific independent variable. Advanced Time Series Data Analysis: Forecasting Using EViews provides readers with a number of modern, advanced forecast models not featured in any other book. They include various interaction models, models with alternative trends (including the models with heterogeneous trends), and complete heterogeneous models for monthly time series, quarterly time series, and annually time series. Each of the models can be applied by all quantitative researchers. Presents models that are all classroom tested Contains real-life data samples Contains over 350 equation specifications of various time series models Contains over 200 illustrative examples with special notes and comments Applicable for time series data of all quantitative studies Advanced Time Series Data Analysis: Forecasting Using EViews will appeal to researchers and practitioners in forecasting models, as well as those studying quantitative data analysis. It is suitable for those wishing to obtain a better knowledge and understanding on forecasting, specifically the uncertainty of forecast values.
William Eugène Edward Conwell A treatise on the functional and structural changes of the liver William Eugène Edward Conwell A treatise on the functional and structural changes of the liver Новинка

William Eugène Edward Conwell A treatise on the functional and structural changes of the liver

Эта книга — репринт оригинального издания (издательство "J. Duncan", 1835 год), созданный на основе электронной копии высокого разрешения, которую очистили и обработали вручную, сохранив структуру и орфографию оригинального издания. Редкие, забытые и малоизвестные книги, изданные с петровских времен до наших дней, вновь доступны в виде печатных книг.A treatise on the functional and structural changes of the liver in the progress of disease and on the gency of hepatic derangement in producing other disorders with numerous cases, exhibiting invasion, symptoms, progress, and treatment of hepatic disease in India
Buchanan Andrew H. Structural Design for Fire Safety Buchanan Andrew H. Structural Design for Fire Safety Новинка

Buchanan Andrew H. Structural Design for Fire Safety

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Structural Design for Fire Safety, 2nd edition Andrew H. Buchanan, University of Canterbury, New Zealand Anthony K. Abu, University of Canterbury, New Zealand A practical and informative guide to structural fire engineering This book presents a comprehensive overview of structural fire engineering. An update on the first edition, the book describes new developments in the past ten years, including advanced calculation methods and computer programs. Further additions include: calculation methods for membrane action in floor slabs exposed to fires; a chapter on composite steel-concrete construction; and case studies of structural collapses. The book begins with an introduction to fire safety in buildings, from fire growth and development to the devastating effects of severe fires on large building structures. Methods of calculating fire severity and fire resistance are then described in detail, together with both simple and advanced methods for assessing and designing for structural fire safety in buildings constructed from structural steel, reinforced concrete, or structural timber. Structural Design for Fire Safety, 2nd edition bridges the information gap between fire safety engineers, structural engineers and building officials, and it will be useful for many others including architects, code writers, building designers, and firefighters. Key features: • Updated references to current research, as well as new end-of-chapter questions and worked examples. •Authors experienced in teaching, researching, and applying structural fire engineering in real buildings. • A focus on basic principles rather than specific building code requirements, for an international audience. An essential guide for structural engineers who wish to improve their understanding of buildings exposed to severe fires and an ideal textbook for introductory or advanced courses in structural fire engineering.
Rao G. V. Elements of Structural Dynamics. A New Perspective Rao G. V. Elements of Structural Dynamics. A New Perspective Новинка

Rao G. V. Elements of Structural Dynamics. A New Perspective

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Structural dynamics is a subset of structural analysis which covers the behavior of structures subjected to dynamic loading. The subject has seen rapid growth and also change in how the basic concepts can be interpreted. For instance, the classical notions of discretizing the operator of a dynamic structural model have given way to a set-theoretic, function-space based framework, which is more conducive to implementation with a computer. This modern perspective, as adopted in this book, is also helpful in putting together the various tools and ideas in a more integrated style. Elements of Structural Dynamics: A New Perspective is devoted to covering the basic concepts in linear structural dynamics, whilst emphasizing their mathematical moorings and the associated computational aspects that make their implementation in software possible. Key features: Employs a novel ‘top down’ approach to structural dynamics. Contains an insightful treatment of the computational aspects, including the finite element method, that translate into numerical solutions of the dynamic equations of motion. Consistently touches upon the modern mathematical basis for the theories and approximations involved. Elements of Structural Dynamics: A New Perspective is a holistic treatise on structural dynamics and is an ideal textbook for senior undergraduate and graduate students in Mechanical, Aerospace and Civil engineering departments. This book also forms a useful reference for researchers and engineers in industry.
Murat Kulahci Introduction to Time Series Analysis and Forecasting Murat Kulahci Introduction to Time Series Analysis and Forecasting Новинка

Murat Kulahci Introduction to Time Series Analysis and Forecasting

10047.35 руб. или Купить в рассрочку!
Praise for the First Edition «…[t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics.» -MAA Reviews Thoroughly updated throughout, Introduction to Time Series Analysis and Forecasting, Second Edition presents the underlying theories of time series analysis that are needed to analyze time-oriented data and construct real-world short- to medium-term statistical forecasts. Authored by highly-experienced academics and professionals in engineering statistics, the Second Edition features discussions on both popular and modern time series methodologies as well as an introduction to Bayesian methods in forecasting. Introduction to Time Series Analysis and Forecasting, Second Edition also includes: Over 300 exercises from diverse disciplines including health care, environmental studies, engineering, and finance More than 50 programming algorithms using JMP®, SAS®, and R that illustrate the theory and practicality of forecasting techniques in the context of time-oriented data New material on frequency domain and spatial temporal data analysis Expanded coverage of the variogram and spectrum with applications as well as transfer and intervention model functions A supplementary website featuring PowerPoint® slides, data sets, and select solutions to the problems Introduction to Time Series Analysis and Forecasting, Second Edition is an ideal textbook upper-undergraduate and graduate-levels courses in forecasting and time series. The book is also an excellent reference for practitioners and researchers who need to model and analyze time series data to generate forecasts.
Mic Patterson Structural Glass Facades and Enclosures Mic Patterson Structural Glass Facades and Enclosures Новинка

Mic Patterson Structural Glass Facades and Enclosures

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A COMPREHENSIVE GUIDE TO STRUCTURAL GLASS FACADES FOR ARCHITECTS, ENGINEERS, AND BUILDERS Once an experimental building form, structural glass facades have matured into a fully robust technology. Structural Glass Facades and Enclosures documents, defines, and categorizes the current state of the art in long-span glass facade design and construction, with a focus on structural systems, glass cladding options, and implementation strategies for innovative design. A comparative analysis of these various systems is included, along with designs and design practices for enhancing transparency; engineering issues; material, process, and fabrication considerations; installation means and methods; and project delivery strategies for implementing innovative building technology in today's construction marketplace. The reader will find information here that is not available together in any single resource, including: Structural system types and design options, with integrated glass system options and their application on each of the structural types An in-depth discussion of design, fabrication, and installation issues relative to each system type, accompanied by illustrations and photographs A discussion of the challenges of implementing innovative design and technology in the construction industry, and operational practices to improve the probability of success A series of in-depth case studies documenting representative samples of stunning built works that employ the technology and design principles identified in the book Structural Glass Facades and Enclosures provides expert content for putting cutting-edge technology into real-life practice, creating new potential for fresh applications embracing both aesthetic and performance solutions, and for the adoption of the technology by architects, builders, and facade practitioners.
Ngai Chan Hang Time Series. Applications to Finance with R and S-Plus Ngai Chan Hang Time Series. Applications to Finance with R and S-Plus Новинка

Ngai Chan Hang Time Series. Applications to Finance with R and S-Plus

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A new edition of the comprehensive, hands-on guide to financial time series, now featuring S-Plus® and R software Time Series: Applications to Finance with R and S-Plus®, Second Edition is designed to present an in-depth introduction to the conceptual underpinnings and modern ideas of time series analysis. Utilizing interesting, real-world applications and the latest software packages, this book successfully helps readers grasp the technical and conceptual manner of the topic in order to gain a deeper understanding of the ever-changing dynamics of the financial world. With balanced coverage of both theory and applications, this Second Edition includes new content to accurately reflect the current state-of-the-art nature of financial time series analysis. A new chapter on Markov Chain Monte Carlo presents Bayesian methods for time series with coverage of Metropolis-Hastings algorithm, Gibbs sampling, and a case study that explores the relevance of these techniques for understanding activity in the Dow Jones Industrial Average. The author also supplies a new presentation of statistical arbitrage that includes discussion of pairs trading and cointegration. In addition to standard topics such as forecasting and spectral analysis, real-world financial examples are used to illustrate recent developments in nonstandard techniques, including: Nonstationarity Heteroscedasticity Multivariate time series State space modeling and stochastic volatility Multivariate GARCH Cointegration and common trends The book's succinct and focused organization allows readers to grasp the important ideas of time series. All examples are systematically illustrated with S-Plus® and R software, highlighting the relevance of time series in financial applications. End-of-chapter exercises and selected solutions allow readers to test their comprehension of the presented material, and a related Web site features additional data sets. Time Series: Applications to Finance with R and S-Plus® is an excellent book for courses on financial time series at the upper-undergraduate and beginning graduate levels. It also serves as an indispensible resource for practitioners working with financial data in the fields of statistics, economics, business, and risk management.
Marina Lotti Protein Aggregation in Bacteria. Functional and Structural Properties of Inclusion Bodies in Bacterial Cells Marina Lotti Protein Aggregation in Bacteria. Functional and Structural Properties of Inclusion Bodies in Bacterial Cells Новинка

Marina Lotti Protein Aggregation in Bacteria. Functional and Structural Properties of Inclusion Bodies in Bacterial Cells

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Focuses on the aggregation of recombinant proteins in bacterial cells in the form of inclusion bodies—and on their use in biotechnological and medical applications The first book devoted specifically to the topic of aggregation in bacteria, Protein Aggregation in Bacteria: Functional and Structural Properties of Inclusion Bodies in Bacterial Cells provides a large overview of protein folding and aggregation, including cell biology and methodological aspects. It summarizes, for the first time in one book, ideas and technical approaches that pave the way for a direct use of inclusion bodies in biotechnological and medical applications. Protein Aggregation in Bacteria covers: Molecular and cellular mechanisms of protein folding, aggregation, and disaggregation in bacteria Physiological importance and consequences of aggregation for the bacterial cell Factors inherent to the protein sequence responsible for aggregation and evolutionary mechanisms to keep proteins soluble Structural properties of proteins expressed as soluble aggregates and as inclusion bodies within bacterial cells both from a methodological point of view and with regard to their similarity with amyloids Control of the structural and functional properties of aggregated proteins and use thereof in biotechnology and medicine Protein Aggregation in Bacteria is ideal for researchers in protein science, biochemistry, bioengineering, biophysics, microbiology, medicine, and biotechnology, particularly if they are related with the production of recombinant proteins and pharmaceutical science.
Luc Bauwens Handbook of Volatility Models and Their Applications Luc Bauwens Handbook of Volatility Models and Their Applications Новинка

Luc Bauwens Handbook of Volatility Models and Their Applications

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A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics. Providing an overview of the most recent advances, Handbook of Volatility Models and Their Applications explores key concepts and topics essential for modeling the volatility of financial time series, both univariate and multivariate, parametric and non-parametric, high-frequency and low-frequency. Featuring contributions from international experts in the field, the book features numerous examples and applications from real-world projects and cutting-edge research, showing step by step how to use various methods accurately and efficiently when assessing volatility rates. Following a comprehensive introduction to the topic, readers are provided with three distinct sections that unify the statistical and practical aspects of volatility: Autoregressive Conditional Heteroskedasticity and Stochastic Volatility presents ARCH and stochastic volatility models, with a focus on recent research topics including mean, volatility, and skewness spillovers in equity markets Other Models and Methods presents alternative approaches, such as multiplicative error models, nonparametric and semi-parametric models, and copula-based models of (co)volatilities Realized Volatility explores issues of the measurement of volatility by realized variances and covariances, guiding readers on how to successfully model and forecast these measures Handbook of Volatility Models and Their Applications is an essential reference for academics and practitioners in finance, business, and econometrics who work with volatility models in their everyday work. The book also serves as a supplement for courses on risk management and volatility at the upper-undergraduate and graduate levels.
Haimanot Tadesse Investigation of Effects of Imperfection in Structural Members Haimanot Tadesse Investigation of Effects of Imperfection in Structural Members Новинка

Haimanot Tadesse Investigation of Effects of Imperfection in Structural Members

Structural systems are prone to global as well as member imperfections in geometry. These imperfections should be accounted for when considering structural stability and strength requirements of both sway and non-sway frames. In this thesis work, stability of equilibrium of imperfect systems is examined since it is an instability issue. Code provisions for imperfection are assessed. To evaluate strength requirements of imperfect structural systems, the imperfection effects are quantified in terms of an initial sway imperfection.The significance in analysis result is examined by carrying out frame analysis. This work could benefit structural engineering professionals and students by providing a detailed overview of the issue. It can also help to evaluate existing practices with regard to imperfection.
Klaus Wohlrabe Non-linear Time Series Analysis and the Business Cycle Klaus Wohlrabe Non-linear Time Series Analysis and the Business Cycle Новинка

Klaus Wohlrabe Non-linear Time Series Analysis and the Business Cycle

The business cycle is a complex phenomenon which attracts both scientific and public interest. But what are the defining characteristics of the business cycle? Is the business cycle asymmetric or non-linear? What can be said about the occurrence of turning points over time?This book gives an overview over the most popular non-linear time series models and their main characteristics and possible application to business cycle time series. The basic ideas of testing, estimation and forecasting with many references for further reading will be presen­ted. Furthermore the book outlines concepts for detecting non-linearity in a time series. By fitting and accepting a special model, new insights in understanding the structure of a time series can be gained. As an empirical application and illustration we apply the presented models to the three famous Ifo indicators: the Business Assessment, the Business Expectations and the Business Climate. The book can be understood as a starting point for own applications to empirical business cycle analysis. It addresses financial analysts, researchers, and anyone else who is interested in business cycle analysis and non-linear time series concepts.
Toni Pierenkemper, T. Pierenkemper, R. Tilly The German Economy During the Nineteenth Century Toni Pierenkemper, T. Pierenkemper, R. Tilly The German Economy During the Nineteenth Century Новинка

Toni Pierenkemper, T. Pierenkemper, R. Tilly The German Economy During the Nineteenth Century

"For some time to come, this book will guarantee that the knowledge of German industrialization and the latest information on German research will be much improved and up to date abroad." For some time to come, this book will guarantee that the knowledge of German industrialization and the latest information on German research will be much improved and up to date abroad." · Vierteljarschrift für Sozial und Wirtschaftsgeschichte"The data . . . collected is so impressive, and the economic history so difficult to master, that most [scholars] will need this book on theirshelves." · Eric Dorn Brose, Drexel University" . . . an outstanding primer on the 19th Century German economy . . . professors and graduate students will certainly profit from the wealth of statistical data assembled from classic and current studies. . .there are many ways to read this insightful, well-crafted book [that] deserves a wide readership." · German HistoryIn the 19th Century, economic growth was accompanied by large-scale structural change, known as industrialization, which fundamentally affected western societies. Even though industrialization is on the wane in some advanced economies and we are experiencing substantial structural changes again, the causes and consequences of these changes are inextricably linked with earlier industrialization.This means that understanding 19th Century industrialization helps us understand problems of contemporary economic growth. There is ...
Jacques Kpodonu Endovascular and Hybrid Therapies for Structural Heart and Aortic Disease Jacques Kpodonu Endovascular and Hybrid Therapies for Structural Heart and Aortic Disease Новинка

Jacques Kpodonu Endovascular and Hybrid Therapies for Structural Heart and Aortic Disease

15777.09 руб. или Купить в рассрочку!
Saves Time and Effort Find everything you need on the most advanced treatments for aortic and structural heart disease in one easy-to-reference book – Procedure videos included Percutaneous valve repair and replacement is one of the hottest topics in interventional cardiology. Substantial research has underscored the efficacy of emergent minimally-invasive procedures, and as a result percutaneous techniques are rapidly displacing surgical options as the treatment of choice for patients with aortic and structural heart disease. Until now, you have been forced to gather information about the latest advances in endovascular and hybrid therapies in piecemeal fashion, via journal articles or by attending seminars on individual techniques. Now, for the first time, you can get everything you need to add new techniques to your repertoire or achieve true mastery of procedures you have already begun to practice in one convenient book. Master Leading-Edge Therapies Practical, Step-by-Step Guide to the Latest Endovascular and Hybrid Techniques Edited by two of the most experienced practitioners in the field, Endovascular and Hybrid Therapies for Structural Heart and Aortic Disease covers everything interventionalists, radiologists, cardiac sugeons, and vascular surgeons need to know to master leading-edge therapies, including: Equipment selection and preparation Expert tips and tricks on individual therapies Use of advanced imaging modalities like CT and real-time MRI Optimal management of complications and proper patient follow-up A review of the pertinent anatomy, information on patient evaluation Complex procedures and possible complications Essential hot topics: Hybrid Endovascular Aortic Arch Surgery, Technique of Thoracic Endografting for Thoracic Aneurysm using the Approved Gore TAG Device, Endovascular Robotics for Complex Aortic Intervention, and Transcatheter Closure of Mitral and Aortic Paravalvular Leaks, and more! Plus, each chapter is fully illustrated in color, and a companion website includes video clips of procedures covered in the text. Order your copy today!
Tudors Sticker Book Tudors Sticker Book Новинка

Tudors Sticker Book

Step back in time and discover the lavish Tudor fashion, the changes in the church and the turbulent times after Henry VIII's death. An eventful time in England's history, this book is an exciting and informative read.This is a fascinating and interactive introduction to the age for curious children, with over one hundred stickers featuring paintings, drawings and sculptures typical of the period.
Stock Jay T. Human Bioarchaeology of the Transition to Agriculture Stock Jay T. Human Bioarchaeology of the Transition to Agriculture Новинка

Stock Jay T. Human Bioarchaeology of the Transition to Agriculture

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A holistic and comprehensive account of the nature of the transition from hunting to farming in prehistory. It addresses for the first time the main bioarchaeological aspects such as changes in mobility, behaviour, diet and population dynamics. This book is of major interest to the relevant audience since it offers for the first time a global perspective on the bioarchaeology of the transition to agriculture. It includes contributions from world-class researchers, with a particular emphasis on advances in methods (e.g. ancient DNA of pathogens, stable isotope analysis, etc.). The book specifically addresses the following aspects associated with the transition to agriculture in various world regions: Changes in adult and subadult stature and subadult growth profiles Diachronic trends in the analysis of functional morphological structures (craniofacial, vault, lower limbs, etc.) and whether these are associated with change in overall sex-specific morphological variability Changes in mobility Changes in behaviour which can be reconstructed from the study of the skeletal record. These include changes in activity patterns, sexual dimorphism, evidence of inter-personal trauma, and the like. Population dynamics and microevolution by examining intra and inter population variations in dental and cranial metric traits, as well as archaeogenetic studies of ancient DNA (e.g. mtDNA markers).
Wieslaw Ostachowicz Guided Waves in Structures for SHM. The Time - domain Spectral Element Method Wieslaw Ostachowicz Guided Waves in Structures for SHM. The Time - domain Spectral Element Method Новинка

Wieslaw Ostachowicz Guided Waves in Structures for SHM. The Time - domain Spectral Element Method

12279.93 руб. или Купить в рассрочку!
Understanding and analysing the complex phenomena related to elastic wave propagation has been the subject of intense research for many years and has enabled application in numerous fields of technology, including structural health monitoring (SHM). In the course of the rapid advancement of diagnostic methods utilising elastic wave propagation, it has become clear that existing methods of elastic wave modeling and analysis are not always very useful; developing numerical methods aimed at modeling and analysing these phenomena has become a necessity. Furthermore, any methods developed need to be verified experimentally, which has become achievable with the advancement of measurement methods utilising laser vibrometry. Guided Waves in Structures for SHM reports on the simulation, analysis and experimental investigation related propagation of elastic waves in isotropic or laminated structures. The full spectrum of theoretical and practical issues associated with propagation of elastic waves is presented and discussed in this one study. Key features: Covers both numerical and experimental aspects of modeling, analysis and measurement of elastic wave propagation in structural elements formed from isotropic or composite materials Comprehensively discusses the application of the Spectral Finite Element Method for modelling and analysing elastic wave propagation in diverse structural elements Presents results of experimental measurements employing advanced laser technologies, validating the quality and correctness of the developed numerical models Accompanying website (www.wiley.com/go/ostachowicz) contains demonstration versions of commercial software developed by the authors for modelling and analyzing elastic wave propagation using the Spectral Finite Element Method Guided Waves in Structures for SHM provides a state of the art resource for researchers and graduate students in structural health monitoring, signal processing and structural dynamics. This book should also provide a useful reference for practising engineers within structural health monitoring and non-destructive testing.
Bello Carlos Microsphere-Aided Characterization of Stimuli-Responsive Polymers Bello Carlos Microsphere-Aided Characterization of Stimuli-Responsive Polymers Новинка

Bello Carlos Microsphere-Aided Characterization of Stimuli-Responsive Polymers

The main objective of the work presented in this book is to describe the fabrication and characterization of surface-anchored hydrogel microstructures. The structures are constructed from poly(N-isopropylacrylamide), or poly(NIPAAm), which is a well-known thermoresponsive polymer that swells and contracts with changes in temperature. When patterned on a surface, these structures can experience a variety of shape changes induced by nonuniform swelling. Depending on the aspect ratio, patterns can, for instance buckle upon swelling and form wave-like patterns. Such structural changes replicate oscillatory motion of the smooth muscle cells and can be used to transport objects in microfluidics. The work, herein, describes methods of pattern production and introduces a new technique for characterizing local swelling in the patterns. In order to achieve the latter, fluorescent microspheres were embedded in hydrogel patterns and their positions were mapped in three-dimensions using confocal microscopy. The measurements permit, for the first time, swelling maps of the structures based on relative movements of the microspheres.
Bryon Roberts Blood on My Hands. A Haematological Odyssey Bryon Roberts Blood on My Hands. A Haematological Odyssey Новинка

Bryon Roberts Blood on My Hands. A Haematological Odyssey

This is a story of a young doctor who decided to specialise in a discipline, haematology, which did not exist at that time in the NHS. This book describes the difficulty he had in establishing this speciality in Leeds against a myriad of social and political changes over 50 years. There were several interwoven narratives: my training, undergraduate and post graduate; a description of hospital life from the 1950's to the 1990's, and politics both local and national which affected planning and the development of specialties within the hospital. Finally over this time there were a series of momentous developments in biological and medical sciences all of which conspired to make haematology one of the most exciting specialities in the whole of medicine.
Michel Geradin Mechanical Vibrations. Theory and Application to Structural Dynamics Michel Geradin Mechanical Vibrations. Theory and Application to Structural Dynamics Новинка

Michel Geradin Mechanical Vibrations. Theory and Application to Structural Dynamics

Mechanical Vibrations: Theory and Application to Structural Dynamics, Third Edition is a comprehensively updated new edition of the popular textbook. It presents the theory of vibrations in the context of structural analysis and covers applications in mechanical and aerospace engineering. Key features include: A systematic approach to dynamic reduction and substructuring, based on duality between mechanical and admittance concepts An introduction to experimental modal analysis and identification methods An improved, more physical presentation of wave propagation phenomena A comprehensive presentation of current practice for solving large eigenproblems, focusing on the efficient linear solution of large, sparse and possibly singular systems A deeply revised description of time integration schemes, providing framework for the rigorous accuracy/stability analysis of now widely used algorithms such as HHT and Generalized-α Solved exercises and end of chapter homework problems A companion website hosting supplementary material
Emil Simiu Wind Effects on Structures. Modern Structural Design for Wind Emil Simiu Wind Effects on Structures. Modern Structural Design for Wind Новинка

Emil Simiu Wind Effects on Structures. Modern Structural Design for Wind

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Provides structural engineers with the knowledge and practical tools needed to perform structural designs for wind that incorporate major technological, conceptual, analytical and computational advances achieved in the last two decades. With clear explanations and documentation of the concepts, methods, algorithms, and software available for accounting for wind loads in structural design, it also describes the wind engineer's contributions in sufficient detail that they can be effectively scrutinized by the structural engineer in charge of the design. Wind Effects on Structures: Modern Structural Design for Wind, 4th Edition is organized in four sections. The first covers atmospheric flows, extreme wind speeds, and bluff body aerodynamics. The second examines the design of buildings, and includes chapters on aerodynamic loads; dynamic and effective wind-induced loads; wind effects with specified MRIs; low-rise buildings; tall buildings; and more. The third part is devoted to aeroelastic effects, and covers both fundamentals and applications. The last part considers other structures and special topics such as trussed frameworks; offshore structures; and tornado effects. Offering readers the knowledge and practical tools needed to develop structural designs for wind loadings, this book: Points out significant limitations in the design of buildings based on such techniques as the high-frequency force balance Discusses powerful algorithms, tools, and software needed for the effective design for wind, and provides numerous examples of application Discusses techniques applicable to structures other than buildings, including stacks and suspended-span bridges Features several appendices on Elements of Probability and Statistics; Peaks-over-Threshold Poisson-Process Procedure for Estimating Peaks; estimates of the WTC Towers’ Response to Wind and their shortcomings; and more Wind Effects on Structures: Modern Structural Design for Wind, 4th Edition is an excellent text for structural engineers, wind engineers, and structural engineering students and faculty.
Fanos Ashenafi Gebremeskel Structural Time Series Modelling of Crime Rates. the Case of Addis Ababa, Ethiopia Fanos Ashenafi Gebremeskel Structural Time Series Modelling of Crime Rates. the Case of Addis Ababa, Ethiopia Новинка

Fanos Ashenafi Gebremeskel Structural Time Series Modelling of Crime Rates. the Case of Addis Ababa, Ethiopia

Doktorarbeit / Dissertation aus dem Jahr 2012 im Fachbereich Statistik, Hawassa University, Sprache: Deutsch, Abstract: The basic goal of this study was to model monthly crime rates and the impact of sentence reforms on reported crime in Addis Ababa, Ethiopia, over the study period of April 2002 to January 2012 GC by incorporating intervention effects. Monthly data obtained from Addis Ababa Police Commission for a total of 118 months were used. The impact of this legislation on reported crime rates was examined using OLS regression model and time series approaches. In particular, structural time series models were employed for the intervention analysis. The best fitted models were selected based on the model capturing the variations in the data accessed through Rs2, AIC and BIC. Comparisons of the selected model were carried out based on ability of prediction via predictive error variance. Both the local level and local linear trend models with inclusion of seasonal and cyclical effects was found to be the best fitted model for modelling of both property and violent crimes, such as murder, aggravated assault, rape, robbery, burglary and larceny. The result of the analysis shows that the coefficient of intervention was negative to rate of murder, robbery, rape and larceny but it was significant only for larceny. The effect of macroeconomic variables such as food inflation, non-food inflation, general inflation and unemployment were statistically significant for aggravated assa...
Pekka Tiusanen Real Estate Price Forecasting in Finland Pekka Tiusanen Real Estate Price Forecasting in Finland Новинка

Pekka Tiusanen Real Estate Price Forecasting in Finland

Master's Thesis from the year 2017 in the subject Business economics - Miscellaneous, , language: English, abstract: There is an abundance of existing literature regarding time series forecasting and the housing market. This thesis evaluates the performance and statistical adequacy of several time series models in the context of real estate price forecasting in Finland. Each statistical model is applied so that forecasts are generated over the seven quarters following the training sample. The resulting forecasts are compared against realized price development. Model evaluation is carried out from the viewpoint of forecasting errors in the validation period, statistical fit, modelling constraints and success in the light of the theoretical framework. It was concluded that scarce ARIMA-based models are suitable for short-term real estate price forecasting in the concerned setting. The models were built on logarithmic I(1) nominal data and augmented with seasonal dummy variables. The Chen & Liu (1993) structural anomaly detection method enhanced statistical fit in the training period and forecasting accuracy in the validation period. The inclusion of a drift parameter generally led to inflated forecasting results in the validation period. The RMSE and MAE error statistics produced by the best ARIMA-based models remained well below 0.5 % in the validation period. The Holt & Winters and I(1) OLS models were also outperformed by the most adept ARIMA-based models. The in...
Kazakovtsev B. A. Mental Disorders in Epilepsy Kazakovtsev B. A. Mental Disorders in Epilepsy Новинка

Kazakovtsev B. A. Mental Disorders in Epilepsy

The monograph shows the opportunity to study the pathogenesis of mental disorders in epilepsy based on the characteristics of its flow using clinical methods, structural dynamic, epidemiological and statistical analysis. Structural and dynamic analysis of the major clinical manifestations of the disease (features of personality changes, paroxysmal disorders, psychotic symptoms, dementia) held in accordance with the main patterns of development of the disease, its types and stages. On the basis of the multi-axial classification of epilepsy was developed a model that allows in a retrospective analysis of anamnestic data and clinical assessment to establish clinical and social criteria for prognosis prediction
B. A. Kazakovtsev Mental Disorders in Epilepsy B. A. Kazakovtsev Mental Disorders in Epilepsy Новинка

B. A. Kazakovtsev Mental Disorders in Epilepsy

The monograph shows the opportunity to study the pathogenesis of mental disorders in epilepsy based on the characteristics of its fl ow using clinical methods, structural dynamic, epidemiological and statistical analysis. Structural and dynamic analysis of the major clinical manifestations of the disease (features of personality changes, paroxysmal disorders, psychotic symptoms, dementia) held in accordance with the main patterns of development of the disease, its types and stages. On the basis of the multi-axial classifi cation of epilepsy was developed a model that allows in a retrospective analysis of an-amnestic data and clinical assessment to establish clinical and social criteria for prognosis prediction.
By The Time Traveler 40.ShortStories By Charles Neuf, The Investigator, MainStreet Writer, . Time Traveler By The Time Traveler 40.ShortStories By Charles Neuf, The Investigator, MainStreet Writer, . Time Traveler Новинка

By The Time Traveler 40.ShortStories By Charles Neuf, The Investigator, MainStreet Writer, . Time Traveler

This Book is a series of short stories and will have Four Chapters. Each Chapter is a Chapter of The Writers Life, as he Traveled through Time & Space in a World of Newness.Chapter One the MainStreet Writer Series, Stories based on the writers life from childhood to adulthood. These short stories will cover a time period from the late 1930's to the mid 1970'sChapter Two will be by The Investigator Series, covering the writer's experiences from 1960 to 2000, covering his 40 years as an Investigator. This will be short Police stories, Detective stories and Private Investigator stories.Chapter Three, The Time Travel Series is going to be a series of short stories about the things The MainStreet Writer, The Investigator and The Time Traveler learned during eighty-five years of Time Travel as a Spirit in a man's body.Chapter Four will be about The Writer, Charles E Neuf, Who he is, What he has done, When he was doing it, Where he was at the time, and why he was doing the things he did.
Worden Keith Structural Health Monitoring. A Machine Learning Perspective Worden Keith Structural Health Monitoring. A Machine Learning Perspective Новинка

Worden Keith Structural Health Monitoring. A Machine Learning Perspective

12059.32 руб. или Купить в рассрочку!
Written by global leaders and pioneers in the field, this book is a must-have read for researchers, practicing engineers and university faculty working in SHM. Structural Health Monitoring: A Machine Learning Perspective is the first comprehensive book on the general problem of structural health monitoring. The authors, renowned experts in the field, consider structural health monitoring in a new manner by casting the problem in the context of a machine learning/statistical pattern recognition paradigm, first explaining the paradigm in general terms then explaining the process in detail with further insight provided via numerical and experimental studies of laboratory test specimens and in-situ structures. This paradigm provides a comprehensive framework for developing SHM solutions. Structural Health Monitoring: A Machine Learning Perspective makes extensive use of the authors’ detailed surveys of the technical literature, the experience they have gained from teaching numerous courses on this subject, and the results of performing numerous analytical and experimental structural health monitoring studies. Considers structural health monitoring in a new manner by casting the problem in the context of a machine learning/statistical pattern recognition paradigm Emphasises an integrated approach to the development of structural health monitoring solutions by coupling the measurement hardware portion of the problem directly with the data interrogation algorithms Benefits from extensive use of the authors’ detailed surveys of 800 papers in the technical literature and the experience they have gained from teaching numerous short courses on this subject.
Konrad Bergmeister Beton-Kalender 2009. Schwerpunkte: Konstruktiver Hochbau - Aktuelle Massivbaunormen Konrad Bergmeister Beton-Kalender 2009. Schwerpunkte: Konstruktiver Hochbau - Aktuelle Massivbaunormen Новинка

Konrad Bergmeister Beton-Kalender 2009. Schwerpunkte: Konstruktiver Hochbau - Aktuelle Massivbaunormen

10713.17 руб. или Купить в рассрочку!
The main themes of this issue are the structural design of building frames and the current state of standards for mass wall structures around DIN 1045. Also in this year's issue: – structural design in existing buildings, – concrete as a building material.
Dermot O'Hare Local Structural Characterisation. Inorganic Materials Series Dermot O'Hare Local Structural Characterisation. Inorganic Materials Series Новинка

Dermot O'Hare Local Structural Characterisation. Inorganic Materials Series

9897.66 руб. или Купить в рассрочку!
Inorganic materials are at the heart of many contemporary real-world applications, in electronic devices, drug delivery, bio-inspired materials and energy storage and transport. In order to underpin novel synthesis strategies both to facilitate these applications and to encourage new ones, a thorough review of current and emerging techniques for materials characterisation is needed. Examining important techniques that allow investigation of the structures of inorganic materials on the local atomic scale, Local Structural Characterisation discusses: Solid-State NMR Spectroscopy X-Ray Absorption and Emission Spectroscopy Neutrons and Neutron Spectroscopy EPR Spectroscopy of Inorganic Materials Analysis of Functional Materials by X-Ray Photoelectron Spectroscopy This addition to the Inorganic Materials Series provides a detailed and thorough review of these spectroscopic techniques and emphasises the interplay between chemical synthesis and physical characterisation.
G. Antille Descriptive Analysis of Matrix-Valued Time-Series G. Antille Descriptive Analysis of Matrix-Valued Time-Series Новинка

G. Antille Descriptive Analysis of Matrix-Valued Time-Series

In this article we present a technique of data analysis applied to three-dimensional tables as, for instance, matrix-valued time-series. The main goal of the method is to describe the evolution of the statistical units with respect to time in a space summarizing the set of matrices. Moreover, our technique points out similar statistical units provided by a classification of their trajectories.
Kevin Rudolph A Comparison of NoSQL Time Series Databases Kevin Rudolph A Comparison of NoSQL Time Series Databases Новинка

Kevin Rudolph A Comparison of NoSQL Time Series Databases

Research Paper (undergraduate) from the year 2015 in the subject Engineering - Industrial Engineering and Management, grade: 1,0, Technical University of Berlin (Wirtschaftsinformatik - Information Systems Engineering (ISE)), course: Seminar: Hot Topics in Information Systems Engineering, language: English, abstract: During the last years NoSQL databases have been developed to ad-dress the needs of tremendous performance, reliability and horizontal scalability. NoSQL time series databases (TSDBs) have risen to combine valuable NoSQL properties with characteristics of time series data encountering many use-cases. Solutions offer the efficient handling of data volume and frequency related to time series. Developers and decision makers struggle with the choice of a TSDB among a large variety of solutions. Up to now no comparison exists focusing on the specific features and qualities of those heterogeneous applications.This paper aims to deliver two frameworks for the comparison of TSDBs, firstly with a focus on features and secondly on quality. Furthermore, we apply and evaluate the frameworks on up to seven open-source TSDBs such as InfluxDB and OpenTSDB.We come to the result that the investigated TSDBs differ mainly in support- and extension related points. They share performance-enhancing techniques, time-related query capabilities and data schemas optimized for the handling of time-series data.
Nairn Wilson, Stanley Gelbier The Changing Role of Dental Care Professionals Nairn Wilson, Stanley Gelbier The Changing Role of Dental Care Professionals Новинка

Nairn Wilson, Stanley Gelbier The Changing Role of Dental Care Professionals

This is the transcript of a witness seminar held at the British Dental Association in March 2012. It records the changes in the roles of Dental Professionals within the United Kingdom from the start of the National Health Service to the present time. The discussion included a wide range of major participants in the politics, management and practice of Dentistry during this time.It is one of a series of seminars held as part of the John McLean History of Dentistry Archive organised between the British Dental Association and the History of Dentistry Unit at King's College London to study the profession, especially since the time of the establishment of the National Health Service in 1948.
Sven Piechottka Chile.s Shock Therapy and structural adjustment programs in Latin America. Reforms and outcomes Sven Piechottka Chile.s Shock Therapy and structural adjustment programs in Latin America. Reforms and outcomes Новинка

Sven Piechottka Chile.s Shock Therapy and structural adjustment programs in Latin America. Reforms and outcomes

Seminar paper from the year 2017 in the subject Politics - International Politics - Region: Middle- and South America, grade: 1,5, University of Potsdam (Chair for Political Science, Public Administration and Organization), course: Government and Governance in Developing Countries, language: English, abstract: In this short paper, I followed a comparative case study approach to explore the reforms and reform outcomes in four different Latin-American countries during the 1980s.I chose Chile as a successful example of structural adjustment politics and Bolivia, Peru and Argentina as deviating cases to evaluate different reform success. My findings supported a case-by-case evaluation. It turned out that orthodox structural adjustment policies were implemented differently in every country due to country-specific political, historical and institutional features as well as an altering relationship to international financing institutions. Generally, orthodox reforms seemed to back economic stabilization but not necessarily structural economic adjustment. A review of the current state of literature showed differing explanations for varying reform success. While some researchers attribute failure to heterodox deviation, others see a too orthodox course or suggest an explanation by inappropriate time and place for the reforms. Further research will be needed to clarify causalities. It is suggested to put a stronger focus on underlying context-dependent reform drivers and stumbling bloc...
Brian D. Everett A Footprint in Time Brian D. Everett A Footprint in Time Новинка

Brian D. Everett A Footprint in Time

This is an encapsulation of one person's travel through time, not necessarily meaningful in its portrayal or its outcomes but in its own small way leaving an imprint in the sands of time. It is a personal record of one who has lived through and, in some small way, participated in a few of the events that have shaped our history. It also encapsulates events that embrace family, friends, and acquaintances. At the same time, it touches on those events and locations that have also had both major and minor impacts on the world stage, in an age in which we have witnessed incredible changes in technology across a wide area of human endeavours. Developments that have seen man leave his own environment for the first time to venture into the space that lies beyond-something that our predecessors could never have dreamed possible. Changes that have also brought economic and social improvements and yet have not resolved the issues of human conflict or our responsibilities as custodians of the planet.
Sesh Damerla Darpan Sesh Damerla Darpan Новинка

Sesh Damerla Darpan

The Indian woman in a myriad roles and situations is reflected in this collection of stories. Marriage and companionship, rebellion and conformity, unconditional love and acceptance and the changes wrought by time are all brought alive fine brush strokes to present a complex picture of womanhood.
Mike Hartner I, Walter Mike Hartner I, Walter Новинка

Mike Hartner I, Walter

Walter Crofter was born into Elizabethan England.In a country and a time where favor and politics were both deadly, can an honest boy stay true to himself? Especially given his family background?I, Walter is the first in a series of books in a saga which will span continents and time to arrive in present day North America. Each in the series will be connected, though that connection may not be obvious for several more books. It's almost like looking at a menorah (sic).. Many lines, seemingly individual, connect to center at different points.
Ruey S. Tsay Analysis of Financial Time Series Ruey S. Tsay Analysis of Financial Time Series Новинка

Ruey S. Tsay Analysis of Financial Time Series

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This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described. The author begins with basic characteristics of financial time series data before covering three main topics: Analysis and application of univariate financial time series The return series of multiple assets Bayesian inference in finance methods Key features of the new edition include additional coverage of modern day topics such as arbitrage, pair trading, realized volatility, and credit risk modeling; a smooth transition from S-Plus to R; and expanded empirical financial data sets. The overall objective of the book is to provide some knowledge of financial time series, introduce some statistical tools useful for analyzing these series and gain experience in financial applications of various econometric methods.
Marilyn Campbell Just in Time (Lovers in Time Series, Book 2) Marilyn Campbell Just in Time (Lovers in Time Series, Book 2) Новинка

Marilyn Campbell Just in Time (Lovers in Time Series, Book 2)

A young 1950s war-widow time travels to 2016 to save a stranger's life at the risk of her own in Marilyn Campbell's "skillfully blended" [The Time Machine] time-travel romance, JUST IN TIME.When Beverly Newcastle, a young 1950s war-widow, encounters a gypsy fortune teller with a magic potion, she's tossed 5 decades into the future and lands in the arms of Josh Colby, a half-Mohawk, Harley-riding bouncer.Desperate to clear his imprisoned grandfather of a murder he did not commit, Josh learns that Beverly holds the key.To turn that key, Beverly must travel back to her own time. But by the time he and Beverly figure out how to send her back, Beverly also holds the key to his heart.
Mengistu Kefale Time Series Analysis on Price and Rainfall Pattern of Bahir Dar, Ethiopia Mengistu Kefale Time Series Analysis on Price and Rainfall Pattern of Bahir Dar, Ethiopia Новинка

Mengistu Kefale Time Series Analysis on Price and Rainfall Pattern of Bahir Dar, Ethiopia

Time series analysis is one of the power ful statistical methods which helps in the identifying the phenomenon generated through time.To apply time series analysis on the given data the prerequisite is that the series must not be random. Timely generated data includes different areas like monthly sales,closing price on successive months or days, monthly rainfall patterns of a plac,temperature etc. The pattern of rainfall in a certain area can affect positively and negatively the price of somce commodities like unrefined butter depending on its amount and distribution.For example,when there is enogh amount of rainfall in a certain locality the grazing for cattles will be at good condition and at the same time the production of milk will also be high which bi implies the good supply of butter in the market.As the supply of a commodity is high its price gets to low and the vise versa.The focus of this book is to show that the impact of rainfall patterns on the orice of unrefined butter in given locality after some time and estimating the number of lags required for starting of the influence of one or more phenomena on the other.
Evans Virginia, Dooley Jenny It's Grammar Time 1. Student's key. Ключи Evans Virginia, Dooley Jenny It's Grammar Time 1. Student's key. Ключи Новинка

Evans Virginia, Dooley Jenny It's Grammar Time 1. Student's key. Ключи

It's Grammar Time is a series of four grammar books in full colour. Designed for learners of English at beginner to intermediate level, they systematically present, provide practice of and revise English grammar structures. The series can be used to supplement any main coursebook and is suitable both for self-study and classroom use.
Evans Virginia, Dooley Jenny It's Grammar Time 4. Student's key. Ключи Evans Virginia, Dooley Jenny It's Grammar Time 4. Student's key. Ключи Новинка

Evans Virginia, Dooley Jenny It's Grammar Time 4. Student's key. Ключи

It's Grammar Time is a series of four grammar books in full colour. Designed for learners of English at beginner to intermediate level, they systematically present, provide practice of and revise English grammar structures. The series can be used to supplement any main coursebook and is suitable both for self-study and classroom use.
Evans Virginia, Dooley Jenny It's Grammar Time 3. Student's Book. Учебник Evans Virginia, Dooley Jenny It's Grammar Time 3. Student's Book. Учебник Новинка

Evans Virginia, Dooley Jenny It's Grammar Time 3. Student's Book. Учебник

It's Grammar Time is a series of four grammar books in full colour. Designed for learners of English at beginner to intermediate level, they systematically present, provide practice of and revise English grammar structures. The series can be used to supplement any main coursebook and is suitable both for self-study and classroom use.

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Reflects the developments and new directions in the field since the publication of the first successful edition and contains a complete set of problems and solutions This revised and expanded edition reflects the developments and new directions in the field since the publication of the first edition. In particular, sections on nonstationary panel data analysis and a discussion on the distinction between deterministic and stochastic trends have been added. Three new chapters on long-memory discrete-time and continuous-time processes have also been created, whereas some chapters have been merged and some sections deleted. The first eleven chapters of the first edition have been compressed into ten chapters, with a chapter on nonstationary panel added and located under Part I: Analysis of Non-fractional Time Series. Chapters 12 to 14 have been newly written under Part II: Analysis of Fractional Time Series. Chapter 12 discusses the basic theory of long-memory processes by introducing ARFIMA models and the fractional Brownian motion (fBm). Chapter 13 is concerned with the computation of distributions of quadratic functionals of the fBm and its ratio. Next, Chapter 14 introduces the fractional Ornstein–Uhlenbeck process, on which the statistical inference is discussed. Finally, Chapter 15 gives a complete set of solutions to problems posed at the end of most sections. This new edition features: • Sections to discuss nonstationary panel data analysis, the problem of differentiating between deterministic and stochastic trends, and nonstationary processes of local deviations from a unit root • Consideration of the maximum likelihood estimator of the drift parameter, as well as asymptotics as the sampling span increases • Discussions on not only nonstationary but also noninvertible time series from a theoretical viewpoint • New topics such as the computation of limiting local powers of panel unit root tests, the derivation of the fractional unit root distribution, and unit root tests under the fBm error Time Series Analysis: Nonstationary and Noninvertible Distribution Theory, Second Edition, is a reference for graduate students in econometrics or time series analysis. Katsuto Tanaka, PhD, is a professor in the Faculty of Economics at Gakushuin University and was previously a professor at Hitotsubashi University. He is a recipient of the Tjalling C. Koopmans Econometric Theory Prize (1996), the Japan Statistical Society Prize (1998), and the Econometric Theory Award (1999). Aside from the first edition of Time Series Analysis (Wiley, 1996), Dr. Tanaka had published five econometrics and statistics books in Japanese.
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