標題: Titlebook: Cyclostationarity: Theory and Methods - II; Contributions to the Fakher Chaari,Jacek Leskow,Anna Dudek Conference proceedings 2015 The Edit [打印本頁] 作者: LEVEE 時間: 2025-3-21 19:05
書目名稱Cyclostationarity: Theory and Methods - II影響因子(影響力)
書目名稱Cyclostationarity: Theory and Methods - II影響因子(影響力)學(xué)科排名
書目名稱Cyclostationarity: Theory and Methods - II網(wǎng)絡(luò)公開度
書目名稱Cyclostationarity: Theory and Methods - II網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Cyclostationarity: Theory and Methods - II被引頻次
書目名稱Cyclostationarity: Theory and Methods - II被引頻次學(xué)科排名
書目名稱Cyclostationarity: Theory and Methods - II年度引用
書目名稱Cyclostationarity: Theory and Methods - II年度引用學(xué)科排名
書目名稱Cyclostationarity: Theory and Methods - II讀者反饋
書目名稱Cyclostationarity: Theory and Methods - II讀者反饋學(xué)科排名
作者: 周年紀念日 時間: 2025-3-21 22:36
https://doi.org/10.1007/978-94-017-6312-71 (PAR(1)) time series . when the innovation . is strongly mixing. More precisely . is a periodic sequence of real numbers with period . and such that .. The time series . is periodically distributed with the same period . and satisfies the strong mixing property, so the random variables . can be correlated.作者: cleaver 時間: 2025-3-22 04:25
Fakher Chaari,Jacek Leskow,Anna DudekOffers a practice-oriented guide to the analysis of datasets with non-stationary behavior.Bridges the gap between basic and applied research on cyclostationary processes.Includes detailed descriptions作者: 開始沒有 時間: 2025-3-22 08:36 作者: 抗原 時間: 2025-3-22 09:11
https://doi.org/10.1057/9780230286788rap method, its consistency result in the considered problem and the construction of the percentile equal-tailed bootstrap confidence intervals are recalled. The simulation study is performed to calculate the actual coverage probabilities for the various examples of the APC time series. The differen作者: 反復(fù)拉緊 時間: 2025-3-22 15:03
https://doi.org/10.1057/9780230286788 and . are continuous periodic in . with the same period ., . is positive, . is a Brownian motion and . is an unknown parameter, .. First, we study this estimation from a continuous time process observed throughout the interval .. Using the maximum likelihood method we build an estimator . of . and 作者: 反復(fù)拉緊 時間: 2025-3-22 20:57
Anglo-Irish Modernism and the Maternalent AE activity formed by bursts that repeat in an apparently periodic way. However, the produced signal is actually not periodic, but rather pure cyclostationary at the second order. Since AE are typically measured on the bearing housing, there is high attenuation of the waves, because of the dry m作者: Orgasm 時間: 2025-3-22 22:13
Anglo-Irish Modernism and the Maternal variations of geophysical phenomena investigation are presented. Properties of estimators for mean function, covariance function, spectral density and their Fourier coefficients, calculated for series of natural phenomena on the basis of observation data, are described. The approach to building the作者: CRATE 時間: 2025-3-23 02:52 作者: arthroplasty 時間: 2025-3-23 06:20 作者: Visual-Field 時間: 2025-3-23 13:25 作者: TIA742 時間: 2025-3-23 16:11
https://doi.org/10.1007/978-3-658-23783-7. The aim of this work is to propose two alternative multivariate autoregressive models with .-stable noise for modelling New Zealand electricity market prices. The models account for nodal price interrelations as well as price dependency on empirical factors. Moreover, a novel extension of classica作者: CLEAR 時間: 2025-3-23 20:10
Trumps Innenpolitik im Schatten von Obamaf interest is K-dependent but also heavy tails of the form: ., where . is the periodic function and . is a heavy tailed stationary process.We use the multivariate t- distribution with the covariance matrix . of order .. Moreover, we assume that the number of degrees of freedom . is fixed and ..We us作者: 山間窄路 時間: 2025-3-23 23:09
Trumps organisierte Verantwortungslosigkeitc .-stable L.vy motion), that are a natural extension of second-order L.vy-driven CARMA processes. They are also the extension of discrete ARMA models with symmetric .-stable innovations. For the considered stable models, the covariance function is not defined and therefore other measures of depende作者: 使成核 時間: 2025-3-24 03:40
https://doi.org/10.1007/978-3-319-16330-7Almost Periodically Correlated (APC) Time series; Cyclostationary Time Series; Damage Assessment; Nonst作者: PRO 時間: 2025-3-24 07:15
978-3-319-36201-4The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl作者: Noctambulant 時間: 2025-3-24 13:00 作者: conceal 時間: 2025-3-24 16:37
Trumps organisierte Verantwortungslosigkeite alternative measure defined for infinitely divisible stochastic processes called the L.vy correlation cascade. As a special case, we consider symmetric .-stable CAR(1) process, also called the Ornstein-Uhlenbeck process. In order to illustrate theoretical results, we analyze the real financial dat作者: 嘴唇可修剪 時間: 2025-3-24 21:29
2363-698X ntenance operations. It addresses the needs of students, researchers and professionals in the broad fields of engineering, mathematics and physics, with a special focus on those studying or working with nonstationary and/or cyclostationary processes..?.978-3-319-36201-4978-3-319-16330-7Series ISSN 2363-698X Series E-ISSN 2363-6998 作者: Ornithologist 時間: 2025-3-25 00:03
The Dependence Structure for Symmetric ,-stable CARMA(p,q) Processes,e alternative measure defined for infinitely divisible stochastic processes called the L.vy correlation cascade. As a special case, we consider symmetric .-stable CAR(1) process, also called the Ornstein-Uhlenbeck process. In order to illustrate theoretical results, we analyze the real financial dat作者: glamor 時間: 2025-3-25 05:35 作者: 無法取消 時間: 2025-3-25 09:31
Parametric Estimation Problem for a Time Periodic Signal in a Periodic Noise, and . are continuous periodic in . with the same period ., . is positive, . is a Brownian motion and . is an unknown parameter, .. First, we study this estimation from a continuous time process observed throughout the interval .. Using the maximum likelihood method we build an estimator . of . and 作者: 錯誤 時間: 2025-3-25 14:20
Damage Assessment of Rolling Element Bearing Using Cyclostationary Processing of AE Signals with Elent AE activity formed by bursts that repeat in an apparently periodic way. However, the produced signal is actually not periodic, but rather pure cyclostationary at the second order. Since AE are typically measured on the bearing housing, there is high attenuation of the waves, because of the dry m作者: 多骨 時間: 2025-3-25 16:18 作者: FECT 時間: 2025-3-25 23:35
Influence of Different Signal Characteristics on PAR Model Stability,y useful for signal with Gaussian noise and rigid periodicity. Since many real data does not always satisfy these conditions we propose to investigate the estimation procedure for a set of simulated signals for which the conditions are not satisfied. We motivate our analysis by signals that represen作者: In-Situ 時間: 2025-3-26 01:08 作者: 共同時代 時間: 2025-3-26 06:43
PARMA Models with Applications in R,e. They are similar to ARMA except the coefficients that are periodic in time with a common period. They are widely applied in climatology, hydrology, meteorology and economics data. In this paper we want to familiarize the readers with all the essential steps of PARMA model fitting. We present in d作者: 假裝是你 時間: 2025-3-26 10:57 作者: Malleable 時間: 2025-3-26 13:28 作者: 尾巴 時間: 2025-3-26 17:41
The Dependence Structure for Symmetric ,-stable CARMA(p,q) Processes,c .-stable L.vy motion), that are a natural extension of second-order L.vy-driven CARMA processes. They are also the extension of discrete ARMA models with symmetric .-stable innovations. For the considered stable models, the covariance function is not defined and therefore other measures of depende作者: Commonwealth 時間: 2025-3-26 21:40 作者: Generic-Drug 時間: 2025-3-27 01:32 作者: 袋鼠 時間: 2025-3-27 08:07
PARMA Models with Applications in R,etail the non-parametric spectral analysis, model identification, parameter estimation, diagnostic checking (model verification) and prediction on the real data example. Our aim is to provide appropriate tool for the complete analysis of periodic time series using PARMA modelling and to popularize this approach among non-specialists.作者: 預(yù)防注射 時間: 2025-3-27 11:39
Multidimensional Analysis of New Zealand Electricity Prices,l approaches is provided by incorporating non-Gaussian noise structure to reproduce price spikes. The results are robust and show high accuracy in day-ahead forecasts and provide market participants with a sound basis for risk assessment.作者: 膽小鬼 時間: 2025-3-27 16:07 作者: curriculum 時間: 2025-3-27 20:05 作者: Hypopnea 時間: 2025-3-27 22:23
https://doi.org/10.1057/9780230286788tion and we show the existence of an estimator which maximizes this likelihood. This estimator converges in . to the real parameter .. We look also more precisely at the case when .. We give the expression of the estimator of . which is mean square convergent and asymptotically normal. Moreover, we show the asymptotic efficiency.作者: hair-bulb 時間: 2025-3-28 05:02 作者: Apogee 時間: 2025-3-28 10:18 作者: 獨輪車 時間: 2025-3-28 10:39 作者: Genetics 時間: 2025-3-28 18:27
Simulation Study of Performance of MBB in Overall Mean Estimation Problem for APC Time Series,called. The simulation study is performed to calculate the actual coverage probabilities for the various examples of the APC time series. The different lengths of the sample size and the wide range of possible block length choices are considered. The optimal block lengths for each time series and sample size are pointed out.作者: 神化怪物 時間: 2025-3-28 20:43
The Stochastic Recurrence Structure of Geophysical Phenomena,d their Fourier coefficients, calculated for series of natural phenomena on the basis of observation data, are described. The approach to building the annual and daily rhythmic parametric model, based on PCRP harmonic representation, is proposed. The problem of estimation accuracy of the obtained processing results is considered.作者: Lipoma 時間: 2025-3-28 22:58
Anglo-Irish Modernism and the Maternalt vibration acceleration of rotating machinery which operate in an open-pit mine. The results allow to answer the question whether the PAR model might be applicable to industrial signals and how far the signal might be from the ideal case.作者: HUMID 時間: 2025-3-29 03:06 作者: Excise 時間: 2025-3-29 08:05
https://doi.org/10.1007/978-3-658-23783-7l approaches is provided by incorporating non-Gaussian noise structure to reproduce price spikes. The results are robust and show high accuracy in day-ahead forecasts and provide market participants with a sound basis for risk assessment.
