Zur Startseite gehen
0,00 €*
Cover: 9783848444441 | Modeling Energy Demand using Nonparametric and Extreme Value Theory
Dekorationsartikel gehören nicht zum Leistungsumfang.
Modeling Energy Demand using Nonparametric and Extreme Value Theory
Taschenbuch von Levi Mbugua
Sprache: Englisch

44,90 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Aktuell nicht verfügbar

Kategorien:
Beschreibung
Modeling demand and price data using nonparametric methods and extreme value theory provides an up-to-date picture on how extreme events can be modeled. In this book, kernel smoothing based conditional quantile approach, a nonparametric procedure is used to model volatile demand data. Nevertheless, quantile regression procedures work well in non extreme parts of a given data but poorly on extreme levels. This book applies the threshold model of extreme value in order to circumvent the lack of observation problem at the tail of the distribution. Various kernel estimation methods and extreme value theory are discussed and the asymptotic properties of the estimators given. The methods are applied to model extremes in electricity demand and fuel price data. A combination of nonparametric approach and extreme value theory is used as an estimation of value at risk. Value at risk is chosen in this book as it is extensively used in [...] book will be a valuable reference for research in applied statistics, actuarial science and management science and will serve as a text book for graduate students and others who are interested in modeling of extreme events.
Modeling demand and price data using nonparametric methods and extreme value theory provides an up-to-date picture on how extreme events can be modeled. In this book, kernel smoothing based conditional quantile approach, a nonparametric procedure is used to model volatile demand data. Nevertheless, quantile regression procedures work well in non extreme parts of a given data but poorly on extreme levels. This book applies the threshold model of extreme value in order to circumvent the lack of observation problem at the tail of the distribution. Various kernel estimation methods and extreme value theory are discussed and the asymptotic properties of the estimators given. The methods are applied to model extremes in electricity demand and fuel price data. A combination of nonparametric approach and extreme value theory is used as an estimation of value at risk. Value at risk is chosen in this book as it is extensively used in [...] book will be a valuable reference for research in applied statistics, actuarial science and management science and will serve as a text book for graduate students and others who are interested in modeling of extreme events.
Über den Autor
Levi Mbugua, Ph.D, has taught Statistics in Kenyan universities for several [...] holds a Ph.D. degree in Applied Statistics from Jomo Kenyatta University of Agriculture and Technology and [...]. degree from The University of Nairobi. Currently he is the chair of the Department of Mathematics and Physical Sciences at Maasai Mara University,Kenya
Details
Erscheinungsjahr: 2014
Fachbereich: Allgemeines
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: 148 S.
ISBN-13: 9783848444441
ISBN-10: 3848444445
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Mbugua, Levi
Hersteller: LAP LAMBERT Academic Publishing
Maße: 220 x 150 x 9 mm
Von/Mit: Levi Mbugua
Erscheinungsdatum: 20.02.2014
Gewicht: 0,238 kg
Artikel-ID: 105437638
Über den Autor
Levi Mbugua, Ph.D, has taught Statistics in Kenyan universities for several [...] holds a Ph.D. degree in Applied Statistics from Jomo Kenyatta University of Agriculture and Technology and [...]. degree from The University of Nairobi. Currently he is the chair of the Department of Mathematics and Physical Sciences at Maasai Mara University,Kenya
Details
Erscheinungsjahr: 2014
Fachbereich: Allgemeines
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: 148 S.
ISBN-13: 9783848444441
ISBN-10: 3848444445
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Mbugua, Levi
Hersteller: LAP LAMBERT Academic Publishing
Maße: 220 x 150 x 9 mm
Von/Mit: Levi Mbugua
Erscheinungsdatum: 20.02.2014
Gewicht: 0,238 kg
Artikel-ID: 105437638
Warnhinweis

Ähnliche Produkte

Ähnliche Produkte

Taschenbuch
Cover: 9783639204643 | Demografische Entwicklung und Immobilienmarkt in der Schweiz | Buch
Demografische Entwicklung und Immobilienmarkt in der Schweiz
Altersgerechtes Wohnen gewinnt an Bedeutung
EAN: 9783639204643
Von/Mit: Martina Martinovic

49,00 €*

Lieferzeit 4-7 Werktage

Buch
Cover: 9783941842151 | Handbuch der praktischen Seemannschaft und Steuermannskunst (1866)
Handbuch der praktischen Seemannschaft und Steuermannskunst (1866)
EAN: 9783941842151
Sprache: Deutsch
Von/Mit: Reinhold Werner

59,00 €*

Lieferzeit 1-2 Wochen

Taschenbuch
Cover: 9780521483704 | Prolegomena to a Middlebrow Arithmetic of Curves of Genus 2 | Buch
Prolegomena to a Middlebrow Arithmetic of Curves of Genus 2
EAN: 9780521483704
Sprache: Englisch
Von/Mit: J. W. S. Cassels (u. a.)

85,80 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9783540292258 | Stochastische Systeme | Helmut Schreiber (u. a.) | Taschenbuch | xiv
Stochastische Systeme
EAN: 9783540292258
Sprache: Deutsch
Von/Mit: Helmut Schreiber (u. a.)

54,99 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9783642504129 | Kurzes Lehrbuch des Dampflokomotivbaues | F. Meineke | Taschenbuch
Kurzes Lehrbuch des Dampflokomotivbaues
EAN: 9783642504129
Sprache: Deutsch
Von/Mit: F. Meineke

44,99 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9783034805568 | Analytic Semigroups and Optimal Regularity in Parabolic Problems
Analytic Semigroups and Optimal Regularity in Parabolic Problems
EAN: 9783034805568
Sprache: Englisch
Von/Mit: Alessandra Lunardi

117,69 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9783528241735 | Werkstoffkunde für Ingenieure | Christian Felsch (u. a.) | Taschenbuch
Werkstoffkunde für Ingenieure
EAN: 9783528241735
Sprache: Deutsch
Von/Mit: Christian Felsch (u. a.)

49,99 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9780521734714 | Moduli Spaces and Vector Bundles | Oscar García-Prada | Taschenbuch
Moduli Spaces and Vector Bundles
EAN: 9780521734714
Sprache: Englisch
Von/Mit: Oscar García-Prada

116,30 €*

Aktuell nicht verfügbar

Buch
Cover: 9783110619270 | The conducted EMI in DC-DC converters | Piotr Musznicki | Buch | 2018
The conducted EMI in DC-DC converters
EAN: 9783110619270
Sprache: Englisch
Von/Mit: Piotr Musznicki

54,45 €*

Lieferzeit 1-2 Wochen

Buch
Cover: 9780521302180 | The Optical Papers of Isaac Newton: Volume 2, The Opticks (1704)...
The Optical Papers of Isaac Newton: Volume 2, The Opticks (1704) and Related Papers ca.1688-1717
EAN: 9780521302180
Sprache: Englisch
Von/Mit: Isaac Newton

242,95 €*

Lieferzeit 1-2 Wochen

Taschenbuch
Cover: 9781680839562 | Information-Theoretic Foundations of DNA Data Storage | Taschenbuch
Information-Theoretic Foundations of DNA Data Storage
EAN: 9781680839562
Sprache: Englisch
Von/Mit: Ilan Shomorony (u. a.)

97,90 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9783110797695 | Optimal Control of ODEs and DAEs | Matthias Gerdts | Taschenbuch | X
Optimal Control of ODEs and DAEs
EAN: 9783110797695
Sprache: Englisch
Von/Mit: Matthias Gerdts

80,75 €*

Lieferzeit 1-2 Werktage

Diese Website verwendet Cookies, um eine bestmögliche Erfahrung bieten zu können. Mehr Informationen ...