Time varying mean extraction for stationary and nonstationary winds
نویسندگان
چکیده
منابع مشابه
Adaptive Time-varying Processing for Stationary Target Detection in Nonstationary Interference
We derive a method of approximating a nonstationary process by a time-varying autoregressive model of order (TVAR( )). This method is based on the Dym–Gohberg band matrix extension technique, and for an -variate arbitrary nondegenerate covariance matrix it gives the unique TVAR( ) model. For adaptive applications, this method requires a sample size that is comparable with the TVAR( ) model orde...
متن کاملTime-Varying Moving Average Model for Autocovariance Nonstationary Time Series
In time series analysis, fitting the Moving Average (MA) model is more complicated than Autoregressive (AR) models because the error terms are not observable. This means that iterative nonlinear fitting procedures need to be used in place of linear least squares. In this paper, Time-Varying Moving Average (TVMA) models are proposed for an autocovariance nonstationary time series. Through statis...
متن کاملNonstationary Feller process with time-varying coefficients.
We study the nonstationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution and achieve the probability density function. We show that for sufficiently long times this density approaches a Γ distribution with time-varying shape and scal...
متن کاملThe Stationary - NonStationary Process and The Variable Roots Difference Equations
Stochastic, processes can be stationary or nonstationary. They depend on the magnitude of shocks. In other words, in an auto regressive model of order one, the estimated coefficient is not constant. Another finding of this paper is the relation between estimated coefficients and residuals. We also develop a catastrophe and chaos theory for change of roots from stationary to a nonstationary one ...
متن کاملStationary versus Nonstationary Modeling for Nonlinear Time Series
Many natural time series may have nonlinearity and nonstationarity. Although interpreting complex phenomena by the theory of nonlinear dynamical systems have been successful, it is still important to consider how to deal with nonstationarity in time series. In this paper, we analyze nonstationary time series by stationary versus nonstationary modeling in order to discuss the present issue.
متن کاملذخیره 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: Journal of Wind Engineering and Industrial Aerodynamics
سال: 2020
ISSN: 0167-6105
DOI: 10.1016/j.jweia.2020.104187