In many statistical applications, data are collected over time, and they are likely correlated. In this paper, we investigate how to incorporate the correlation information into the local linear regression. Under the assumption that the error process is an auto-regressive process, a new estimation procedure is proposed for the nonparametric regression by using local linear regression method and...

In this work, a powerful parametric spectral estimation technique, 2D-auto regressive moving average modeling (ARMA), has been applied to contrast transfer function (CTF) detection in electron microscopy. Parametric techniques such as auto regressive (AR) and ARMA models allow a more exact determination of the CTF than traditional methods based only on the Fourier transform of the complete imag...

A novel time series analysis procedure is presented to localize damage sources in a mechanical system. An attempt is made to pinpoint the sources of nonlinear damage by solely analysing the vibration signatures recorded from a structure of interests. First, a linear prediction model, combining Auto-Regressive (AR) and Auto-Regressive with eXogenous inputs (ARX) techniques, is estimated using a ...

The revealed works of separation of speech signals, the most disadvantages is that the incidences of distortion speech at intervals the signal that affects separated signal with loud musical noise. The thought for speech separation in normal Blind Source Separation (BSS) ways in which is solely one sound supply in an exceedingly single area. The projected methodology uses as a network that has ...

A correctly derived Auto Regressive (AR) model can not always optimize the intended approximation. An optimal model should balance bias, caused by under-fitting, and additional variance, caused by over-fitting. The selection of this optimal AR-model is a combination of AR-order estimation and the reduction of the number of coefficients by pruning. We leave the classical approach of ARorder esti...

This paper presents a self-organizing power system stabilizer (SOPSS) which use the fuzzy Auto-Regressive Moving Average (FARMA) model. The control rules and the membership functions of proposed the fuzzy logic controller are generated automatically without using any plant model. The generated rules are stored in the fuzzy rule space and updated on-line by a self-organizing procedure. To show t...