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There are many textbooks on algorithms focusing on big-O notation and basic design principles. This book offers a unique approach to taking the design and analyses to the level of predictable practical efficiency, discussing core and classic algorithmic problems that arise in the development of big data applications, and presenting elegant solutions of increasing sophistication and efficiency. Solutions are analyzed within the classic RAM model, and the more practically significant external-memory model that allows one to perform I/O-complexity evaluations. Chapters cover various data types, including integers, strings, trees, and graphs, algorithmic tools such as sampling, sorting, data compression, and searching in dictionaries and texts, and lastly, recent developments regarding compressed data structures. Algorithmic solutions are accompanied by detailed pseudocode and many running examples, thus enriching the toolboxes of students, researchers, and professionals interested in effective and efficient processing of big data.
Now in its second edition, this accessible text presents a unified Bayesian treatment of state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models. The book focuses on discrete-time state space models and carefully introduces fundamental aspects related to optimal filtering and smoothing. In particular, it covers a range of efficient non-linear Gaussian filtering and smoothing algorithms, as well as Monte Carlo-based algorithms. This updated edition features new chapters on constructing state space models of practical systems, the discretization of continuous-time state space models, Gaussian filtering by enabling approximations, posterior linearization filtering, and the corresponding smoothers. Coverage of key topics is expanded, including extended Kalman filtering and smoothing, and parameter estimation. The book's practical, algorithmic approach assumes only modest mathematical prerequisites, suitable for graduate and advanced undergraduate students. Many examples are included, with Matlab and Python code available online, enabling readers to implement algorithms in their own projects.
Learn by doing with this user-friendly introduction to time series data analysis in R. This book explores the intricacies of managing and cleaning time series data of different sizes, scales and granularity, data preparation for analysis and visualization, and different approaches to classical and machine learning time series modeling and forecasting. A range of pedagogical features support students, including end-of-chapter exercises, problems, quizzes and case studies. The case studies are designed to stretch the learner, introducing larger data sets, enhanced data management skills, and R packages and functions appropriate for real-world data analysis. On top of providing commented R programs and data sets, the book's companion website offers extra case studies, lecture slides, videos and exercise solutions. Accessible to those with a basic background in statistics and probability, this is an ideal hands-on text for undergraduate and graduate students, as well as researchers in data-rich disciplines