Zeitreihenzerlegung mittels des mehrkomponentigen verallgemeinerten Berliner Verfahrens:
Generalized Berlin Method, time series analysis, differential-splines, generalized cross-validation. - The subject of this thesis is the multi-component Generalized Berlin Method (mehrkomponentiges Verallgemeinertes Berliner Verfahren, VBV), a method of time series analysis, with approximates a give...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Abschlussarbeit Elektronisch E-Book |
| Sprache: | German |
| Veröffentlicht: |
Bremen
Staats- und Universitätsbibliothek [Host]
2008
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| Schlagworte: | |
| Online-Zugang: | https://nbn-resolving.org/urn:nbn:de:gbv:46-diss000110385 Volltext |
| Zusammenfassung: | Generalized Berlin Method, time series analysis, differential-splines, generalized cross-validation. - The subject of this thesis is the multi-component Generalized Berlin Method (mehrkomponentiges Verallgemeinertes Berliner Verfahren, VBV), a method of time series analysis, with approximates a given time series through the approximation of its influence components based on differential splines. After a detailed introduction to VBV, including, in particular, differential splines, its efficiency as well as some of its applications will be discussed. Moreover, the investigation of the smoothing parameters is carried out by means of (generalized) cross-validation. Last but not least, the best linear unbiased prediction (BLUP) in case of VBV is analyzed. |
| Beschreibung: | 1 Online-Ressource |
| Format: | . - Acrobat Reader |
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| spelling | Michel, Olaf Verfasser (DE-588)136228690 aut Zeitreihenzerlegung mittels des mehrkomponentigen verallgemeinerten Berliner Verfahrens von Olaf Michel Bremen Staats- und Universitätsbibliothek [Host] 2008 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Bremen, Univ., Diss., 2008 Generalized Berlin Method, time series analysis, differential-splines, generalized cross-validation. - The subject of this thesis is the multi-component Generalized Berlin Method (mehrkomponentiges Verallgemeinertes Berliner Verfahren, VBV), a method of time series analysis, with approximates a given time series through the approximation of its influence components based on differential splines. After a detailed introduction to VBV, including, in particular, differential splines, its efficiency as well as some of its applications will be discussed. Moreover, the investigation of the smoothing parameters is carried out by means of (generalized) cross-validation. Last but not least, the best linear unbiased prediction (BLUP) in case of VBV is analyzed. . - Acrobat Reader (DE-588)4113937-9 Hochschulschrift gnd-content https://nbn-resolving.org/urn:nbn:de:gbv:46-diss000110385 1604 KB http://elib.suub.uni-bremen.de/diss/docs/00011038.pdf kostenfrei Volltext |
| spellingShingle | Michel, Olaf Zeitreihenzerlegung mittels des mehrkomponentigen verallgemeinerten Berliner Verfahrens |
| subject_GND | (DE-588)4113937-9 |
| title | Zeitreihenzerlegung mittels des mehrkomponentigen verallgemeinerten Berliner Verfahrens |
| title_auth | Zeitreihenzerlegung mittels des mehrkomponentigen verallgemeinerten Berliner Verfahrens |
| title_exact_search | Zeitreihenzerlegung mittels des mehrkomponentigen verallgemeinerten Berliner Verfahrens |
| title_exact_search_txtP | Zeitreihenzerlegung mittels des mehrkomponentigen verallgemeinerten Berliner Verfahrens |
| title_full | Zeitreihenzerlegung mittels des mehrkomponentigen verallgemeinerten Berliner Verfahrens von Olaf Michel |
| title_fullStr | Zeitreihenzerlegung mittels des mehrkomponentigen verallgemeinerten Berliner Verfahrens von Olaf Michel |
| title_full_unstemmed | Zeitreihenzerlegung mittels des mehrkomponentigen verallgemeinerten Berliner Verfahrens von Olaf Michel |
| title_short | Zeitreihenzerlegung mittels des mehrkomponentigen verallgemeinerten Berliner Verfahrens |
| title_sort | zeitreihenzerlegung mittels des mehrkomponentigen verallgemeinerten berliner verfahrens |
| topic_facet | Hochschulschrift |
| url | https://nbn-resolving.org/urn:nbn:de:gbv:46-diss000110385 http://elib.suub.uni-bremen.de/diss/docs/00011038.pdf |
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