Testing the time series for stationarity in systems for processing of experimental data

被引：0
|
作者：
V. Yu. Belashov
E. S. Belashova
A. I. Asadullin
机构：
[1] Kazan (Volga Region) Federal University,
[2] A.N. Tupolev Kazan National Research Technical University,undefined
[3] Kazan State Energy University,undefined
来源：
Radiophysics and Quantum Electronics | 2013年 / 55卷
关键词：
Mathematical Expectation; Spectral Estimate; Testing Algorithm; Nonstationary Process; Arbitrary Positive Number;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We propose a criterion for estimating the experimentally obtained time series for stationarity. The criterion makes it possible to automatically choose in real time the corresponding process of further processing and analyzing the recorded information and, correspondingly, improve reliability of the spectral estimates of a signal. The step-by-step estimation algorithm is presented.
引用
收藏
页码：587 / 592
页数：5
相关论文
共 50 条
  • [31] Testing Theory and the Analysis of Time Series Data
    Chester L. Britt
    [J]. Journal of Quantitative Criminology, 2001, 17 : 343 - 357
  • [32] Testing theory and the analysis of time series data
    Britt, CL
    [J]. JOURNAL OF QUANTITATIVE CRIMINOLOGY, 2001, 17 (04) : 343 - 357
  • [33] Testing for seasonal means in time series data
    Liu, Gang
    Shao, Qin
    Lund, Robert
    Woody, Jonathan
    [J]. ENVIRONMETRICS, 2016, 27 (04) : 198 - 211
  • [34] JAMMING STATIONARITY TESTING IN ADAPTIVE FILTERING SYSTEMS
    ABRAMOVICH, YI
    MIKHAILYUKOV, VN
    MALYAVIN, IP
    [J]. RADIOTEKHNIKA I ELEKTRONIKA, 1991, 36 (05): : 909 - 919
  • [35] Time and Palm stationarity of repairable systems
    Last, G
    Szekli, R
    [J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1999, 79 (01) : 17 - 43
  • [36] A scientific data processing framework for time series NetCDF data
    Gaustad, Krista
    Shippert, Tim
    Ermold, Brian
    Beus, Sherman
    Daily, Jeff
    Borsholm, Atle
    Fox, Kevin
    [J]. ENVIRONMENTAL MODELLING & SOFTWARE, 2014, 60 : 241 - 249
  • [37] Testing for stationarity in series with a shift in the mean. A fredholm approach
    María José Presno
    Anna Jusés López
    [J]. Test, 2003, 12 : 195 - 213
  • [38] Testing for stationarity in series with a shift in the mean.: A Fredholm approach
    Presno, MJ
    López, AJ
    [J]. TEST, 2003, 12 (01) : 195 - 213
  • [39] Discussion of "Testing hydrologic time series for stationarity" by Huey-Long Chen and A. Ramachandra Rao
    Minocha, VK
    Malhotra, G
    [J]. JOURNAL OF HYDROLOGIC ENGINEERING, 2003, 8 (05) : 298 - 299
  • [40] Closure to "Testing hydrologic time series for stationarity" by Huey-Long Chen and A. Ramachandra Rao
    Rao, AR
    Chen, HL
    [J]. JOURNAL OF HYDROLOGIC ENGINEERING, 2003, 8 (05) : 299 - 300
12345