THE TIME-SERIES MODELING OF NON-GAUSSIAN ENGINEERING PROCESSES

被引:76
|
作者
WATSON, W [1 ]
SPEDDING, TA [1 ]
机构
[1] COVENTRY POLYTECH,FAC ENGN,DEPT PROD ENGN,COVENTRY CV1 5FB,W MIDLANDS,ENGLAND
关键词
D O I
10.1016/0043-1648(82)90178-8
中图分类号
TH [机械、仪表工业];
学科分类号
0802 ;
摘要
引用
收藏
页码:215 / 231
页数:17
相关论文
共 50 条
  • [11] A NON-GAUSSIAN TIME-SERIES ANALYSIS OF RURAL RETAIL BUSINESS COUNTS
    SHONKWILER, JS
    HARRIS, TR
    [J]. JOURNAL OF REGIONAL SCIENCE, 1993, 33 (01) : 37 - 48
  • [12] ON PHASE-LAG ESTIMATION FROM NON-GAUSSIAN TIME-SERIES
    WALDEN, AT
    [J]. BIOMETRIKA, 1988, 75 (04) : 785 - 787
  • [13] Safe Active Learning for Time-Series Modeling with Gaussian Processes
    Zimmer, Christoph
    Meister, Mona
    Duy Nguyen-Tuong
    [J]. ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 31 (NIPS 2018), 2018, 31
  • [14] Detecting Conditional Independence for Modeling Non-Gaussian Time Series
    Sudheesh K. Kattumannil
    Deemat C. Mathew
    G. Hareesh
    [J]. Journal of the Korean Statistical Society, 2020, 49 : 578 - 595
  • [15] Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model
    Xu, Zhiguang
    MacEachern, Steven
    Xu, Xinyi
    [J]. IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE, 2015, 37 (02) : 372 - 382
  • [16] Detecting Conditional Independence for Modeling Non-Gaussian Time Series
    Kattumannil, Sudheesh K.
    Mathew, Deemat C.
    Hareesh, G.
    [J]. JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2020, 49 (02) : 578 - 595
  • [17] Gaussian processes for time-series modelling
    Roberts, S.
    Osborne, M.
    Ebden, M.
    Reece, S.
    Gibson, N.
    Aigrain, S.
    [J]. PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 2013, 371 (1984):
  • [18] Non-Gaussian time series models
    Rosenblatt, M
    [J]. TIME SERIES ANALYSIS AND APPLICATIONS TO GEOPHYSICAL SYSTEMS, 2004, : 227 - 237
  • [19] ON TIME-REVERSIBILITY AND THE UNIQUENESS OF MOVING AVERAGE REPRESENTATIONS FOR NON-GAUSSIAN STATIONARY TIME-SERIES
    HALLIN, M
    LEFEVRE, C
    PURI, ML
    [J]. BIOMETRIKA, 1988, 75 (01) : 170 - 171
  • [20] NON-GAUSSIAN STATE-SPACE MODELING OF NONSTATIONARY TIME-SERIES - ROBUSTNESS, COMPUTATION, AND NON-EUCLIDEAN MODELS - COMMENT
    MARTIN, RD
    RAFTERY, AE
    [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1987, 82 (400) : 1044 - 1050