Analytic stochastic processes II

Stochastic Processes (stochastik Ii)

Modelling MAS with Finite Analytic Stochastic Processes

The Multi-Agent paradigm is becoming increasingly popular as a way of capturing complex control processes with stochastic properties. Many existing modelling tools are not flexible enough for these purposes, possibly because many of the modelling frameworks available inherit their structure from single agent frameworks. This paper proposes a new family of modelling frameworks called FASP, which...

Part II CONTINUOUS TIME STOCHASTIC PROCESSES

Prediction for Non-Stationary Stochastic Processes – II

A method is presented for extrapolation of time-series which contain time-varying frequency components. The time-series is complex-demodulated at a set of frequencies. The resulting time-frequency time-series are assumed to be time-dependent such that the amplitude and phase change relatively slowly with time. This change is taken into account in the extrapolation. This model of a non-stationar...

Stochastic Processes