We propose a test for testing the equality of several high-dimensional covariance matrices stationary processes with general distribution. The asymptotic distribution proposed is proved to be χ2 Both numerical simulation and empirical study illustrate that has perfect performance, in particular, its power can approach 1 on set three known distributions.

In the common time series model Xi,n=μ(i∕n)+εi,n with non-stationary errors we consider problem of detecting a significant deviation mean function μ from benchmark g(μ) (such as initial value μ(0) or average trend ∫01μ(t)dt). The is motivated by more realistic modelling change point analysis, where one interested in identifying relevant deviations smoothly varying sequence means (μ(i∕n))i=1,…,n...

In many speech communication applications, such as public address systems, speech is degraded by additive noise, leading to reduced speech intelligibility. In this paper a pre-processing algorithm is proposed that is capable of increasing speech intelligibility under an equal-power constraint. The proposed AdaptDRC algorithm comprises two time- and frequency-dependent stages, i.e., an amplifica...

Abstract: This paper adopts a different approach to the study of the persistence of U.S. GNP. First, this paper uses a more powerful version of the ADF test developed by Elliot, Rothenberg and Stock (1992). Second, we also examine the results from a unit root test that has trend stationarity as the null (Kwiatkowski et al., 1992). Third, simulated critical values generated from plausible trend ...

Heart rate variability (HRV) is highly non-stationary, even if no perturbing influences can be identified during the recording of the data. The non-stationarity becomes more profound when HRV data are measured in intrinsically non-stationary environments, such as social stress. In general, HRV data measured in such situations are more difficult to analyze than those measured in constant environ...

In the context of evaluating a system’s precision quality, one wants to utilize observed two-dimensional data to quickly test the hypotheses on the circular error probability (CEP) or the probability of nonconforming, which refer to the chance of the system hitting or missing a pre-specified disk target, respectively. We propose to develop efficient sequential tests based on the D-ary quantizat...

This study was designed to examine the biomechanical and physiological responses between cycling on the Axiom stationary ergometer (Axiom, Elite, Fontaniva, Italy) vs. field conditions for both uphill and level ground cycling. Nine cyclists performed cycling bouts in the laboratory on an Axiom stationary ergometer and on their personal road bikes in actual road cycling conditions in the field w...

In this paper, we propose a unique approach to enhance speech signals that have been corrupted by non-stationary noises. This approach is not based on a spectral subtraction algorithm, but on an algorithm that separates the speech signal and noise signal contributions in the autocorrelation domain. We call this technique the AR-HASE speech enhancement algorithm. In this initial study, we evalua...

This article describes the R package costat. This package enables a user to (i) perform a test for time series stationarity; (ii) compute and plot time-localized autocovariances, and (iii) to determine and explore any costationary relationship between two locally stationary time series. Two locally stationary time series are said to be costationary if there exists two time-varying combination f...

This paper offers two new statistical tests for serial correlation with better power properties. The first test is concerned with wavelet-based portmanteau tests of serial correlation. The second test extends the wavelet-based tests to the residuals of a linear regression model. The wavelet approach is appealing, since it is based on the different behavior of the spectra of a white noise proces...