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This volume addresses these shortcomings by presenting the results of a careful comparison of different methods for time series prediction and characterization.
Proceedings of a NATO Advanced Research Workshop on Comparative Time Series Analysis, held in Santa Fe, New Mexico, May 1992, to present the results of the Santa Fe Time Series Prediction and Analysis Competition, which brought together an international group of time series experts from a wide variety of fields to analyze data from the following common data sets: a physics laboratory experiment (NH3 laser); physiological data from a patient with sleep apnea; tick-by- tick currency exchange rate data; a computer-generated series designed specifically for the competition; astrophysical data from a variable white dwarf star; and J.S. Bach's last (unfinished) fugue from Die Kunst der Fuge. Annotation c. Book News, Inc., Portland, OR (booknews.com)
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