On-line monitoring the stationarity for time seires

被引：1

作者：

Chen, Zhanshou ^{[1
]}

机构：

[1] Qinghai Normal Univ, Dept Math, Xining 810008, Qinghai, Peoples R China

来源：

ADVANCES IN COMPUTATIONAL MODELING AND SIMULATION, PTS 1 AND 2 | 2014年 / 444-445卷

关键词：

on-line monitoring; stationarity; non-stationarity; average run length; PERSISTENCE; SERIES;

D O I：

10.4028/www.scientific.net/AMM.0.687

中图分类号：

TH [机械、仪表工业];

学科分类号：

0802 ;

摘要：

When analyzing time series an important issue is to decide whether the time series is stationary or nonstationary. Fixed sample statistical tests for that problem are well studies in the literature. In this paper we propose a moving variance ratio statistic to monitor the stationarity for normal sequence. Our Monte Carlo studies show that the proposed monitoring procedure has satisfactory test power and that the decision can often be made very early.

引用

页码：687 / 691

页数：5

共 50 条

[21] On-line monitoring and fault detection
Seem, JE
House, JM
Monroe, RH
[J]. ASHRAE JOURNAL, 1999, 41 (07) : 21 - 26
[22] On-line monitoring of papermaking processes
Yin, KK
Yang, HC
Cramer, F
[J]. CHEMICAL ENGINEERING COMMUNICATIONS, 2002, 189 (09) : 1242 - 1261
[23] On-line voltage stability monitoring
de Souza, AC
de Souza, JC
da Silva, AM
[J]. IEEE TRANSACTIONS ON POWER SYSTEMS, 2000, 15 (04) : 1300 - 1305
[24] IWEX 99 - On-line monitoring
不详
[J]. JOURNAL OF WATER SERVICES RESEARCH AND TECHNOLOGY-AQUA, 1999, 48 (04): : IV - IV
[25] On-line monitoring of recovery boilers
Laitinen, A
Pulliainen, M
Heinavaara, A
[J]. 9TH INTERNATIONAL SYMPOSIUM ON CORROSION IN THE PULP AND PAPER INDUSTRY, 1998, : 251 - 254
[26] On-line monitoring of computer systems
Sosnowski, J
Poleszak, M
[J]. DELTA 2006: THIRD IEEE INTERNATIONAL WORKSHOP ON ELECTRONIC DESIGN, TEST AND APPLICATIONS, 2006, : 327 - +
[27] ON-LINE RESPIRATORY GAS MONITORING
BLUMENFELD, W
WOLF, S
MCCLUGGAGE, C
DENMAN, R
TURNEY, S
[J]. COMPUTERS AND BIOMEDICAL RESEARCH, 1973, 6 (02): : 139 - 149
[28] On-Line Voltage Stability Monitoring
Vournas, Costas
Mandoulidis, Panagiotis
[J]. 2018 IEEE INTERNATIONAL SYMPOSIUM ON CIRCUITS AND SYSTEMS (ISCAS), 2018,
[29] On-line Oil Monitoring and Diagnosis
Salgueiro, Jose
Persin, Gabrijel
Vizintin, Joze
Ivanovic, Matic
Dolenc, Bostjan
[J]. STROJNISKI VESTNIK-JOURNAL OF MECHANICAL ENGINEERING, 2013, 59 (10): : 604 - 612
[30] On-line photometer for caustic monitoring
Cardis, TM
Brewer, GD
[J]. PROCEEDINGS OF THE 46TH ANNUAL ISA ANALYSIS DIVISION SYMPOSIUM, VOL 34, 2001, 410 : 151 - 159

← 1 2 3 4 5 →