搜索结果: 1-15 共查到“nonstationary”相关记录24条 . 查询时间(0.109 秒)
A Hybrid Approach to Model Nonstationary Space-Time Series
Space-Time Series Forecasting Stationarity Autocorrelations Artificial Neural Network STARMA
2015/12/2
In recent years the Space-Time Autoregressive Moving-Average (STARMA) model family has been proven a useful tool in modelling multiple time series data that correspond to different spatial locations (...
Nonstationary Wavelets Related to the Walsh Functions
Walsh Functions Nonstationary Dyadic Wavelets Fractal Functions Adapted Multiresolution Analysis
2013/1/30
Using the Walsh-Fourier transform, we give a construction of compactly supported nonstationary dyadic wavelets on the positive half-line. The masks of these wavelets are the Walsh polynomials defined ...
Inventory Management with Partially Observed Nonstationary Demand
Inventory management Markov modulated Poisson process hidden Markov model partially observable demand censored demand.
2012/9/14
We consider a continuous-time model for inventory management with Markov mod-ulated non-stationary demands. We introduce active learning by assuming that the state of the world is unobserved and must ...
A specification test for nonlinear nonstationary models
nonlinear nonstationary models Statistics Theory
2012/6/21
We provide a limit theory for a general class of kernel smoothed U-statistics that may be used for specification testing in time series regression with nonstationary data. The test framework allows fo...
Stationarity-based specification tests for diffusions when the process is nonstationary
Stationarity-based specification tests diffusions when the process nonstationary
2014/3/13
We analyze in this paper the asymptotic behavior of the specification test of Aït-Sahalia (1996) for the stationary density of a diffusion process, but when the diffusion is not stationary. We co...
On Prediction Errors in Regression Models with Nonstationary Regressors
accumulated prediction errors final prediction error least squares estimators random walk models.
2011/4/2
In this article asymptotic expressions for the final prediction error (FPE) and the accumulated prediction error (APE) of the least squares predictor are obtained in regression models with nonstationa...
Dynamical invariants and Robertson-Schrodinger correlated states of electromagnetic field in nonstationary linear media
Dynamical invariants Robertson-Schrodinger correlated states electromagnetic field nonstationary linear media
2010/10/21
Dynamical invariants and statistical properties of the quantized electromagnetic field in nonstationary linear media (dielectric and/or conductive) are considered in the framework of Choi-Yeon quantiz...
Conditional least squares estimation in nonstationary nonlinear stochastic regression models
Stochastic nonlinear regression heteroscedasticity nonstation-ary process time series branching process conditional least squares estimator quasi-likelihood estimator
2010/3/9
National Agronomical Research Institute (INRA)
Let {Zn} be a real nonstationary stochastic process such that
E(Zn|Fn−1)a.s.< 1 and E(Z2n |Fn−1)a.s.< 1, where {Fn} is an increas-
ing seq...
On integrated square errors of recursive nonparametric estimates of nonstationary Markov processes
integrated square errors recursive nonparametric estimates nonstationary Markov processes
2009/9/23
The integrated square error (ISE) and the mean
integrated squark error (MISE) for a class of recursive estimators of
the transition density function of a vector-valued nonstationary
Markov process ...
Identifying Nonstationary Clock Noises in Navigation Systems
Nonstationary Clock Noises Navigation Systems
2009/9/3
The stability of the atomic clocks on board the satellites of a navigation system should remain constant with time. In reality there are numerous physical phenomena that make the behavior of the clock...
Hybrid SR ARQ Scheme Using Trellis Coded Modulation for Point-To-Multipoint Communication Over Nonstationary Channels
Data transmission multicast ARQ nonstationary channel
2009/7/28
In this paper, a type-I hybrid SR ARQ scheme using trellis coded modulation (TCM) for point-to-multipoint communication was analyzed on nonstationary broadcast channels where the channel bit error rat...
Estimation in nonstationary random coefficient autoregressive models
random coefficient model quasi–maximum likelihood asymptoticnormality consistency law of large numbers
2010/3/18
We investigate the estimation of parameters in the random coefficient autoregressive
model Xk = ('+bk)Xk−1 +ek, where (', !2, 2) is the parameter of the process, Eb20=
!2, Ee20= 2. We consid...
Nonstationary covariance models for global data
Nonstationary covariance function processes on spheres TOMS ozone data fast Fourier transform
2010/3/17
With the widespread availability of satellite-based instruments,
many geophysical processes are measured on a global scale and they
often show strong nonstationarity in the covariance structure. In ...
Superfamily classification of nonstationary time series based on DFA scaling exponents
Superfamily classification DFA scaling exponents
2010/11/3
The superfamily phenomenon of time series with different dynamics can be charac-terized by the motif rank patterns observed in the nearest-neighbor networks of the time series in phase space. However,...
Functional-coefficient models for nonstationary time series data
Nonstationary Nonlinearity Semiparametric estimation
2011/4/2
This paper studies functional coefficient regression models with nonstationary time series data, allowing also for stationary covariates. A local linear fitting scheme is developed to estimate the coe...