Multivariate Lag - Windows and Group Representations ∗
نویسنده
چکیده
Symmetries of the auto-cumulant function (the generalization of the auto-covariance function) of a kth-order stationary time series are derived through a connection with the symmetric group of degree k. Using theory of group representations, symmetries of the auto-cumulant function are demystified and lag-window functions are symmetrized to satisfy these symmetries. A generalized Gabr-Rao optimal kernel, used to estimate general kth-order spectra, is also derived through the developed theory.
منابع مشابه
Multivariate Autoregressive Models for Classification of Spontaneous Electroencephalogram During Mental Tasks1
This article explores the use of scalar and multivariate autoregressive (AR) models to extract features from the human electroencephalogram (EEG) with which mental tasks can be discriminated. This is part of a larger project to investigate the feasibility of using EEG to allow paralyzed persons to control a device like a wheelchair. EEG signals from four subjects were recorded while they perfor...
متن کاملThermo-Viscoelastic Interaction Subjected to Fractional Fourier law with Three-Phase-Lag Effects
In this paper, a new mathematical model of a Kelvin-Voigt type thermo-visco-elastic, infinite thermally conducting medium has been considered in the context of a new consideration of heat conduction having a non-local fractional order due to the presence of periodically varying heat sources. Three-phase-lag thermoelastic model, Green Naghdi models II and III (i.e., the models which predicts the...
متن کاملRepresentations of Double Coset Lie Hypergroups
We study the double cosets of a Lie group by a compact Lie subgroup. We show that a Weil formula holds for double coset Lie hypergroups and show that certain representations of the Lie group lift to representations of the double coset Lie hypergroup. We characterize smooth (analytic) vectors of these lifted representations.
متن کاملA Moving Window Analysis of the Granger Causal Relationship Between Money and Stock Returns
The purpose of this paper is to empirically examine whether movements in two important measurements of the aggregates money supply, M1 and M2, help in predicting future movements in the stock market. We use single-equation multivariate autoregressive models, with the optimal lag order selected using the Akaike Information Criterion, and run two types of Granger causality tests across sequences ...
متن کاملDeformation of Outer Representations of Galois Group
To a hyperbolic smooth curve defined over a number-field one naturally associates an "anabelian" representation of the absolute Galois group of the base field landing in outer automorphism group of the algebraic fundamental group. In this paper, we introduce several deformation problems for Lie-algebra versions of the above representation and show that, this way we get a richer structure than t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2006