Time-Varying Autoregressive (TVAR) Models for Multiple Radar Observations

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Forecasting with time-varying vector autoregressive models

The purpose of this paper is to propose a time-varying vector autoregressive model (TV-VAR) for forecasting multivariate time series. The model is casted into a state-space form that allows flexible description and analysis. The volatility covariance matrix of the time series is modelled via inverted Wishart and singular multivariate beta distributions allowing a fully conjugate Bayesian infere...

متن کامل

Changing dynamics: Time-varying autoregressive models using generalized additive modeling.

In psychology, the use of intensive longitudinal data has steeply increased during the past decade. As a result, studying temporal dependencies in such data with autoregressive modeling is becoming common practice. However, standard autoregressive models are often suboptimal as they assume that parameters are time-invariant. This is problematic if changing dynamics (e.g., changes in the tempora...

متن کامل

Stabilization of stationary and time-varying autoregressive models

A method for the stabilization of stationary and timevarying autoregressive models is presented. The method is based on the hyperstability constrained LSproblem with nonlinear constraints. The problems are solved iteratively with Gauss-Newton type algorithm that sequentially linearizes the constraints. The proposed method is applied to simulated data in the stationary case and to real EEG data ...

متن کامل

Adaptive Estimation of Autoregressive Models with Time-varying Variances By

Stable autoregressive models are considered with martingale differences errors scaled by an unknown nonparametric time-varying function generating heterogeneity. An important special case involves structural change in the error variance, but in most practical cases the pattern of variance change over time is unknown and may involve shifts at unknown discrete points in time, continuous evolution...

متن کامل

Adaptive estimation of autoregressive models with time-varying variances

Stable autoregressive models are considered with martingale differences errors scaled by an unknown nonparametric time-varying function generating heterogeneity. An important special case involves structural change in the error variance, but in most practical cases the pattern of variance change over time is unknown and may involve shifts at unknown discrete points in time, continuous evolution...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: IEEE Transactions on Signal Processing

سال: 2007

ISSN: 1053-587X

DOI: 10.1109/tsp.2006.888064