Nonstationary statistical tests in time-scale space

被引：0
|
作者：
Hambaba, A [1 ]
机构：
[1] NASA, Ames Res Ctr, NRC, Moffett Field, CA 94035 USA
来源：
2000 IEEE AEROSPACE CONFERENCE PROCEEDINGS, VOL 6 | 2000年
关键词：
D O I：
暂无
中图分类号：
V [航空、航天];
学科分类号：
08 ; 0825 ;
摘要：
Detection and estimation of abrupt changes in a nonstationary environment is an important and challenging problem. A statistical test for selecting the order of a nonstationary AR model is presented based on wavelet vanishing moment and predictive least squares principle. The order of the nonstationary AR is estimated at a different resolution level, which makes the order reliable. Its confidence interval is also determined. The test is derived based on the order probability distribution of the wavelet approximation sequence.
引用
收藏
页码：373 / 379
页数：7
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