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
  • [31] Likelihood analysis of non-Gaussian measurement time series
    Shephard, N
    Pitt, MK
    [J]. BIOMETRIKA, 1997, 84 (03) : 653 - 667
  • [32] Modeling non-Gaussian time-varying vector autoregressive processes by particle filtering
    Deniz Gençağa
    Ercan E. Kuruoğlu
    Ayşın Ertüzün
    [J]. Multidimensional Systems and Signal Processing, 2010, 21 : 73 - 85
  • [33] Modeling non-Gaussian time-varying vector autoregressive processes by particle filtering
    Gencaga, Deniz
    Kuruoglu, Ercan E.
    Ertuzun, Aysin
    [J]. MULTIDIMENSIONAL SYSTEMS AND SIGNAL PROCESSING, 2010, 21 (01) : 73 - 85
  • [34] Noncausal nonminimum phase ARMA modeling of non-Gaussian processes
    Drexel Univ, Philadelphia, United States
    [J]. IEEE Trans Signal Process, 8 (1946-1954):
  • [35] LINEAR MODELING OF MULTIDIMENSIONAL NON-GAUSSIAN PROCESSES USING CUMULANTS
    SWAMI, A
    GIANNAKIS, GB
    MENDEL, JM
    [J]. MULTIDIMENSIONAL SYSTEMS AND SIGNAL PROCESSING, 1990, 1 (01) : 11 - 37
  • [36] A hierarchical Bayesian modeling framework for identification of Non-Gaussian processes
    Ping, Menghao
    Jia, Xinyu
    Papadimitriou, Costas
    Han, Xu
    Jiang, Chao
    Yan, Wang-Ji
    [J]. MECHANICAL SYSTEMS AND SIGNAL PROCESSING, 2024, 208
  • [37] Filtering of nonlinear time-series coupled by fractional Gaussian processes
    Urteaga, Inigo
    Bugallo, Monica F.
    Djuric, Petar M.
    [J]. 2015 IEEE 6TH INTERNATIONAL WORKSHOP ON COMPUTATIONAL ADVANCES IN MULTI-SENSOR ADAPTIVE PROCESSING (CAMSAP), 2015, : 489 - 492
  • [38] Non-Gaussian geostatistical modeling using (skew) t processes
    Bevilacqua, Moreno
    Caamano-Carrillo, Christian
    Arellano-Valle, Reinaldo B.
    Morales-Onate, Victor
    [J]. SCANDINAVIAN JOURNAL OF STATISTICS, 2021, 48 (01) : 212 - 245
  • [39] Multitask Gaussian Processes for Multivariate Physiological Time-Series Analysis
    Duerichen, Robert
    Pimentel, Marco A. F.
    Clifton, Lei
    Schweikard, Achim
    Clifton, David A.
    [J]. IEEE TRANSACTIONS ON BIOMEDICAL ENGINEERING, 2015, 62 (01) : 314 - 322
  • [40] NONLINEAR LEAST SQUARES PREDICTION OF NON-GAUSSIAN TIME SERIES
    DAVISSON, LD
    [J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1968, 14 (06) : 832 - +