Bücher von Anatoly Zhigljavsky

Accessible to a variety of readers, this book is of interest to specialists, graduate students and researchers in mathematics, optimization, computer science, operations research, management science, engineering and other applied areas interested in solving optimization problems.

Singular spectrum analysis (SSA) is a technique of time series analysis and forecasting combining elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing.

This book presents the main methodological and theoretical developments in stochastic global optimization. The extensive text is divided into four chapters; some of the topics include an introduction to global random search, statistical inference, several associated random search algorithms, and various approaches to statistical models.