Interpolation Problem for Periodically Correlated Stochastic Sequences with Missing Observations

SHIFT OPERATOR FOR PERIODICALLY CORRELATED PROCESSES

The existence of shift for periodically correlated processes and its boundedness are investigated. Spectral criteria for these non-stationary processes to have such shifts are obtained.

shift operator for periodically correlated processes

the existence of shift for periodically correlated processes and its boundedness are investigated. spectral criteria for these non-stationary processes to have such shifts are obtained.

Joint Detection, Interpolation, Motion and Parameter Estimation for Image Sequences with Missing Data

This paper presents methods for detection and reconstruction of ‘missing’ data in image sequences which can be modelled using 3-dimensional autoregressive (3DAR) models. The interpolation of missing data i s i m portant in m a n y areas of image processing, including the restoration of degraded motion pictures, reconstruction of drop-outs in digital video and automat ic ‘re-touching ’ of old ph...

The Vehicle Routing Problem with Stochastic and Correlated Travel Times

Minimax-robust prediction problem for stochastic sequences with stationary increments and cointegrated sequences

The problem of optimal estimation of the linear functionals Aξ = ∑∞ k=0 a(k)ξ(k) and AN ξ = ∑N k=0 a(k)ξ(k) which depend on the unknown values of a stochastic sequence ξ(m) with stationary nth increments is considered. Estimates are obtained which are based on observations of the sequence ξ(m) + η(m) at points of time m = −1,−2, . . ., where the sequence η(m) is stationary and uncorrelated with...