Automatic trend estimation

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Hi Welcome back on my blog, meet again with me "the miss wormbook" ,Kelsey. This time I will discuss one of my favorite books with the title of Automatic trend estimation
By:"C ̆alin Vamos ̧","Maria Cr ̆aciun"
Published on 2012-09-15 by Springer Science & Business Media

This book also one of my favourite category on"Science"

Our book introduces a method to evaluate the accuracy of trend estimation algorithms under conditions similar to those encountered in real time series processing. This method is based on Monte Carlo experiments with artificial time series numerically generated by an original algorithm. The second part of the book contains several automatic algorithms for trend estimation and time series partitioning. The source codes of the computer programs implementing these original automatic algorithms are given in the appendix and will be freely available on the web. The book contains clear statement of the conditions and the approximations under which the algorithms work, as well as the proper interpretation of their results. We illustrate the functioning of the analyzed algorithms by processing time series from astrophysics, finance, biophysics, and paleoclimatology. The numerical experiment method extensively used in our book is already in common use in computational and statistical physics.

This Book was ranked 23 by Google Books for keyword trend.

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