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Titlebook: Cyclostationarity: Theory and MethodsIII; Contributions to the Fakher Chaari,Jacek Leskow,Agnieszka Wylomanska Conference proceedings 2017

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书目名称Cyclostationarity: Theory and MethodsIII
副标题Contributions to the
编辑Fakher Chaari,Jacek Leskow,Agnieszka Wylomanska
视频video
概述Offers 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
丛书名称Applied Condition Monitoring
图书封面Titlebook: Cyclostationarity: Theory and MethodsIII; Contributions to the Fakher Chaari,Jacek Leskow,Agnieszka Wylomanska Conference proceedings 2017
描述.This book gathers contributions presented at the 9th Workshop on Cyclostationary Systems and Their Applications, held in Gródek nad Dunajcem, Poland in February 2016. It includes both theory-oriented and practice-oriented chapters. The former focus on heavy-tailed time series and processes, PAR models, rational spectra for PARMA processes, covariance invariant analysis, change point problems, and subsampling for time series, as well as the fraction-of-time approach, GARMA models and weak dependence. In turn, the latter report on case studies of various mechanical systems, and on stochastic and statistical methods, especially in the context of damage detection. The book provides students, researchers and professionals with a timely guide to cyclostationary systems, nonstationary processes and relevant engineering applications..
出版日期Conference proceedings 2017
关键词PAR Models; ARCH Models; AR Filtering; Rational Spectra; PARMA Systems; Mechanical Systems with Backlash;
版次1
doihttps://doi.org/10.1007/978-3-319-51445-1
isbn_softcover978-3-319-84653-8
isbn_ebook978-3-319-51445-1Series ISSN 2363-698X Series E-ISSN 2363-6998
issn_series 2363-698X
copyrightSpringer International Publishing AG 2017
The information of publication is updating

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https://doi.org/10.1007/978-3-642-93245-8n added to white noise. The method is based on the numerical minimization of mean squared residuals, and permits the fitting of PAR models when the period . equals the observation size .. For this paper, algorithms and simulations were coded in MATLAB, but an implementation will be available in the . package, ..
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Change-Point Problem in the Fraction-Of-Time Approach,-points satisfactorily well in case of simulated as well as real time series. The paper lays the foundations for tackling the problem numerically in the nonstochastic framework, whereas some future research concerning theory helpful in optimizing the proposed techniques calls for separate development.
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Conference proceedings 2017in February 2016. It includes both theory-oriented and practice-oriented chapters. The former focus on heavy-tailed time series and processes, PAR models, rational spectra for PARMA processes, covariance invariant analysis, change point problems, and subsampling for time series, as well as the fract
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Weak Dependence: An Introduction Through Asymmetric ARCH Models,perties of a moment based parametric estimation do not need any regularity assumption over innovations. In a last section we address a subsequent estimation of residuals: then model based bootstrap is rapidly derived as well as the estimation of innovations density based on those fitted innovations.
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