实证模型建模：数据、模型与现实
Empirical Model Building: Data, Models, and Reality By James R. Thompson
Publisher: Wiley; 2 edition 2011 | 464 Pages | ISBN: 0470467037 | PDF | 12 MB
美国莱斯大学（Rice University）统计学教授James R. Thompson的力作，此牛很有思想，不信你看看书吧，他在普林斯顿大学数学系学了很多他自己感觉是屠龙术的知识，所以在实践中，他用得更多的是自己的“直觉”，是位实干家。
如此好书，收点搬运费：3币+回复。
This new edition features developments and real-world examples that showcase essential empirical modeling techniques
Successful empirical model building is founded on the relationship between data and approximate representations of the real systems that generated that data. As a result, it is essential for researchers who construct these models to possess the special skills and techniques for producing results that are insightful, reliable, and useful. Empirical Model Building: Data, Models, and Reality, Second Edition presents a hands-on approach to the basic principles of empirical model building through a shrewd mixture of differential equations, computer-intensive methods, and data. The book outlines both classical and new approaches and incorporates numerous real-world statistical problems that illustrate modeling approaches that are applicable to a broad range of audiences, including applied statisticians and practicing engineers and scientists.
The book continues to review models of growth and decay, systems where competition and interaction add to the complextiy of the model while discussing both classical and non-classical data analysis methods. This Second Edition now features further coverage of momentum based investing practices and resampling techniques, showcasing their importance and expediency in the real world. The author provides applications of empirical modeling, such as computer modeling of the AIDS epidemic to explain why North America has most of the AIDS cases in the First World and data-based strategies that allow individual investors to build their own investment portfolios. Throughout the book, computer-based analysis is emphasized and newly added and updated exercises allow readers to test their comprehension of the presented material.
Empirical Model Building, Second Edition is a suitable book for modeling courses at the upper-undergraduate and graduate levels. It is also an excellent reference for applied statisticians and researchers who carry out quantitative modeling in their everyday work.
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