Using time series to analyze long-range fractal patterns:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Los Angeles ; London ; New Delhi ; Singapore ; Wahington DC ; Melbourne
SAGE
[2021]
|
| Schriftenreihe: | Quantitative applications in the social sciences
185 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | xii, 107 Seiten Diagramme |
| ISBN: | 9781544361420 |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV047108749 | ||
| 003 | DE-604 | ||
| 005 | 20210315 | ||
| 007 | t | ||
| 008 | 210127s2021 |||| |||| 00||| eng d | ||
| 020 | |a 9781544361420 |c paperback |9 978-1-5443-6142-0 | ||
| 035 | |a (OCoLC)1233285110 | ||
| 035 | |a (DE-599)HBZHT020708519 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-83 |a DE-473 |a DE-20 |a DE-19 |a DE-355 |a DE-N2 | ||
| 084 | |a MR 2100 |0 (DE-625)123488: |2 rvk | ||
| 100 | 1 | |a Koopmans, Matthijs |e Verfasser |0 (DE-588)1226890636 |4 aut | |
| 245 | 1 | 0 | |a Using time series to analyze long-range fractal patterns |c Matthijs Koopmans, Mercy College |
| 264 | 1 | |a Los Angeles ; London ; New Delhi ; Singapore ; Wahington DC ; Melbourne |b SAGE |c [2021] | |
| 264 | 4 | |c © 2021 | |
| 300 | |a xii, 107 Seiten |b Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Quantitative applications in the social sciences |v 185 | |
| 650 | 0 | 7 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |D s |
| 689 | 0 | |5 DE-604 | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe, epub |z 978-1-5443-6144-4 |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe, ebook |z 978-1-5443-6141-3 |
| 830 | 0 | |a Quantitative applications in the social sciences |v 185 |w (DE-604)BV000005102 |9 185 | |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg - ADAM Catalogue Enrichment |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=032515245&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-032515245 | ||
Datensatz im Suchindex
| _version_ | 1804182141037182976 |
|---|---|
| adam_text | CONTENTS Series Editor Introduction ix Acknowledgments xi About the Author xii Chapter 1: Introduction A. Limitations of Traditional Approaches B. Long-Range Dependencies C. The Search for Complexity D. Plan of the Book 1 4 7 9 12 Chapter 2: Autoregressive Fractionally Integrated Moving Average or Fractional Differencing A. Basic Results in Time Series Analysis Seasonal Patterns Integration Testingfor Stationarity B. Long-Range Dependencies C. Application of the Models to Real Data Competitive Modeling Strategies Differencing Detrended Data Analyzing the Residuals Interpretation of the Differencing Parameter The Hurst Exponent D. Chapter Summary and Reflection 15 15 18 19 21 22 24 30 37 38 39 40 41 Chapter 3: Power Spectral Density Analysis A. From the Time Domain to the Frequency Domam Amplitudes and Relative Frequencies The Fourier Transform Periodograms Power Spectral Density B. Spectral Density in Real Data 43 44 44 46 49 50 52
C. Fractional Estimates of Gaussian Noise and Brownian Motion D. Chapter Summary and Reflection 55 57 Chapter 4: Related Methods in the Time and Frequency Domains A. Estimating Fractal Variance Detrended Fluctuation Analysis Rescaled Range Analysis Higuchi ’s Fractal Dimension Related Approaches B. Spectral Regression C. The Hurst Exponent Revisited D. Chapter Summary and Reflection 59 59 60 63 65 69 69 73 74 Chapter 5: Variations on the Fractality Theme A. Sensitive Dependence on Initial Conditions B. The Multivariate Case C. Regular Long-Range Processes and Nested Regularity D. The Impact of Interventions 77 78 78 80 81 Chapter 6: Conclusion A. Benefits and Drawbacks of Fractal Analysis B. Interpretation of Parameters in Terms of Complexity Theory C. A Note About the Software and Its Use 85 86 References 93 Appendix 101 Index 103 89 90
|
| adam_txt |
CONTENTS Series Editor Introduction ix Acknowledgments xi About the Author xii Chapter 1: Introduction A. Limitations of Traditional Approaches B. Long-Range Dependencies C. The Search for Complexity D. Plan of the Book 1 4 7 9 12 Chapter 2: Autoregressive Fractionally Integrated Moving Average or Fractional Differencing A. Basic Results in Time Series Analysis Seasonal Patterns Integration Testingfor Stationarity B. Long-Range Dependencies C. Application of the Models to Real Data Competitive Modeling Strategies Differencing Detrended Data Analyzing the Residuals Interpretation of the Differencing Parameter The Hurst Exponent D. Chapter Summary and Reflection 15 15 18 19 21 22 24 30 37 38 39 40 41 Chapter 3: Power Spectral Density Analysis A. From the Time Domain to the Frequency Domam Amplitudes and Relative Frequencies The Fourier Transform Periodograms Power Spectral Density B. Spectral Density in Real Data 43 44 44 46 49 50 52
C. Fractional Estimates of Gaussian Noise and Brownian Motion D. Chapter Summary and Reflection 55 57 Chapter 4: Related Methods in the Time and Frequency Domains A. Estimating Fractal Variance Detrended Fluctuation Analysis Rescaled Range Analysis Higuchi ’s Fractal Dimension Related Approaches B. Spectral Regression C. The Hurst Exponent Revisited D. Chapter Summary and Reflection 59 59 60 63 65 69 69 73 74 Chapter 5: Variations on the Fractality Theme A. Sensitive Dependence on Initial Conditions B. The Multivariate Case C. Regular Long-Range Processes and Nested Regularity D. The Impact of Interventions 77 78 78 80 81 Chapter 6: Conclusion A. Benefits and Drawbacks of Fractal Analysis B. Interpretation of Parameters in Terms of Complexity Theory C. A Note About the Software and Its Use 85 86 References 93 Appendix 101 Index 103 89 90 |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Koopmans, Matthijs |
| author_GND | (DE-588)1226890636 |
| author_facet | Koopmans, Matthijs |
| author_role | aut |
| author_sort | Koopmans, Matthijs |
| author_variant | m k mk |
| building | Verbundindex |
| bvnumber | BV047108749 |
| classification_rvk | MR 2100 |
| ctrlnum | (OCoLC)1233285110 (DE-599)HBZHT020708519 |
| discipline | Soziologie |
| discipline_str_mv | Soziologie |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01698nam a2200373 cb4500</leader><controlfield tag="001">BV047108749</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20210315 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">210127s2021 |||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781544361420</subfield><subfield code="c">paperback</subfield><subfield code="9">978-1-5443-6142-0</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1233285110</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)HBZHT020708519</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-83</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-N2</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MR 2100</subfield><subfield code="0">(DE-625)123488:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Koopmans, Matthijs</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1226890636</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Using time series to analyze long-range fractal patterns</subfield><subfield code="c">Matthijs Koopmans, Mercy College</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Los Angeles ; London ; New Delhi ; Singapore ; Wahington DC ; Melbourne</subfield><subfield code="b">SAGE</subfield><subfield code="c">[2021]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">© 2021</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">xii, 107 Seiten</subfield><subfield code="b">Diagramme</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Quantitative applications in the social sciences</subfield><subfield code="v">185</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe, epub</subfield><subfield code="z">978-1-5443-6144-4</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe, ebook</subfield><subfield code="z">978-1-5443-6141-3</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Quantitative applications in the social sciences</subfield><subfield code="v">185</subfield><subfield code="w">(DE-604)BV000005102</subfield><subfield code="9">185</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg - ADAM Catalogue Enrichment</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=032515245&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-032515245</subfield></datafield></record></collection> |
| id | DE-604.BV047108749 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T16:25:43Z |
| indexdate | 2024-07-10T09:02:49Z |
| institution | BVB |
| isbn | 9781544361420 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032515245 |
| oclc_num | 1233285110 |
| open_access_boolean | |
| owner | DE-83 DE-473 DE-BY-UBG DE-20 DE-19 DE-BY-UBM DE-355 DE-BY-UBR DE-N2 |
| owner_facet | DE-83 DE-473 DE-BY-UBG DE-20 DE-19 DE-BY-UBM DE-355 DE-BY-UBR DE-N2 |
| physical | xii, 107 Seiten Diagramme |
| publishDate | 2021 |
| publishDateSearch | 2021 |
| publishDateSort | 2021 |
| publisher | SAGE |
| record_format | marc |
| series | Quantitative applications in the social sciences |
| series2 | Quantitative applications in the social sciences |
| spelling | Koopmans, Matthijs Verfasser (DE-588)1226890636 aut Using time series to analyze long-range fractal patterns Matthijs Koopmans, Mercy College Los Angeles ; London ; New Delhi ; Singapore ; Wahington DC ; Melbourne SAGE [2021] © 2021 xii, 107 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Quantitative applications in the social sciences 185 Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 s DE-604 Erscheint auch als Online-Ausgabe, epub 978-1-5443-6144-4 Erscheint auch als Online-Ausgabe, ebook 978-1-5443-6141-3 Quantitative applications in the social sciences 185 (DE-604)BV000005102 185 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=032515245&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Koopmans, Matthijs Using time series to analyze long-range fractal patterns Quantitative applications in the social sciences Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4067486-1 |
| title | Using time series to analyze long-range fractal patterns |
| title_auth | Using time series to analyze long-range fractal patterns |
| title_exact_search | Using time series to analyze long-range fractal patterns |
| title_exact_search_txtP | Using time series to analyze long-range fractal patterns |
| title_full | Using time series to analyze long-range fractal patterns Matthijs Koopmans, Mercy College |
| title_fullStr | Using time series to analyze long-range fractal patterns Matthijs Koopmans, Mercy College |
| title_full_unstemmed | Using time series to analyze long-range fractal patterns Matthijs Koopmans, Mercy College |
| title_short | Using time series to analyze long-range fractal patterns |
| title_sort | using time series to analyze long range fractal patterns |
| topic | Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Zeitreihenanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=032515245&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000005102 |
| work_keys_str_mv | AT koopmansmatthijs usingtimeseriestoanalyzelongrangefractalpatterns |