Cyclostationarity : theory and methods III : contributions to the 9th Workshop on Cyclostationary Systems and Their Applications, Grodek, Poland, 2016 /: theory and methods III : contributions to the 9th Workshop on Cyclostationary Systems and Their Applications, Grodek, Poland, 2016. ([2017])

• Record Type: Book
• Further Information: Note: Fakher Chaari, Jacek Leskow, Antonio Napolitano, Radoslaw Zimroz, Agnieszka Wylomanska, editors.
• Editors: Chaari, Fakher; Leskow, Jacek; Napolitano, Antonio, 1964-; Zimroz, Radosław; Wylomanska, Agnieszka
• Other Names: Workshop on Cyclostationary Systems and Their Applications, 9th
• Contents: Introduction; Weak Dependence: An Introduction Through Asymmetric ARCH Models; 1 Introduction; 2 Weak Dependence; 3 Models with Infinite Memory; 3.1 Assumptions; 3.2 Properties of the Stationary Solution; 3.3 Asymptotic Results; 4 Asymmetric ARCH(1)-model; 4.1 Existence of a Stationary Solution; 5 Moment Estimators; 5.1 Explicit Moments; 5.2 Moment Based Estimation; 5.3 Asymptotic Considerations; 6 Estimating the Density of the Residuals; 6.1 Fitted Residuals; 6.2 Density Estimation; References. Subsampling for Non-stationary Time Series with Long Memory and Heavy Tails Using Weak Dependence Condition1 Introduction; 2 Basic Concepts and Definitions; 3 The Model and Its Properties; 4 Central Limit Theorems in the GED Case; 5 Consistency of the Subsampling Method for the Mean; 6 Conclusions; References; Change-Point Problem in the Fraction-Of-Time Approach; 1 Introduction; 2 Change-Point Problem in the FOT Approach; 2.1 The Nonstochastic Idea of FOT; 2.2 Change-Point Detection Methodology; 3 Simulation Study; 3.1 Data Sets Description; 3.2 Change-Point Detection -- Simulations Results. 4 Final ConclusionsReferences; 4 Seismic Signal Enhancement via AR Filtering and Spatial Time-Frequency Denoising; Abstract; 1 Introduction; 2 Methodology; 2.1 Autoregressive Filter; 2.2 Algorithm of Enhancement via AR Filtering; 2.3 Algorithm of Spatial Time-Frequency Denoising; 2.4 AR Order and Reference Noise Length Selection Based on AIC; 3 Simulation Results; 4 Real Data Results; 5 Conclusions; References; Transformed GARMA Model with the Inverse Gaussian Distribution; 1 Introduction; 2 Transformations; 3 TGARMA Model Fitting; 3.1 Model Definition; 3.2 Inverse Gaussian TGARMA Model. 3.3 Model Fitting4 Simulation Study; 5 Real Data Analysis; 6 Conclusion; References; GARCH Process with GED Distribution; 1 Introduction; 2 Theory; 3 Testing and Estimation; 3.1 Correlation Testing; 4 Prediction; 5 Applications; 6 Conclusions; References; A Residual Based Method for Fitting PAR Models Using Fourier Representation of Periodic Coefficients; 1 Introduction; 2 Determination of PAR Coefficients by Yule Walker Method; 3 OLS Fit for Periodic Function with Additive Noise; 4 OLS fit of a Fourier Series Parametrization of a PAR Model; 5 Conclusions; References. 8 Vectorial Periodically Correlated Random Processes and Their Covariance Invariant AnalysisAbstract; 1 Introduction; 2 The First and the Second Order Moment Functions; 2.1 The Vector of a Mean Function; 2.2 The Covariance Tensor-Function; 3 The Linear Invariants of the Covariance Tensor-Function; 4 The Quadratic Invariant Properties; 5 The Harmonic Analysis of the Covariance Tensor-Functions and Their Invariants; 6 Invariant Covariance Analysis of Modulated Signals; 7 The Examples of Using the Covariance Invariants for Vibration Analysis; 8 Conclusions; References.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2017
• Extent: 1 online resource (viii, 257 pages), illustrations (some color)
• Subjects: 621.8; Engineering; Cyclostationary waves -- Congresses; Signal processing -- Digital techniques -- Mathematics -- Congresses; TECHNOLOGY & ENGINEERING -- Signals & Signal Processing; Cyclostationary waves; Signal processing -- Digital techniques -- Mathematics; Engineering; Machinery and Machine Elements; Vibration, Dynamical Systems, Control; Signal, Image and Speech Processing; Mathematical Modeling and Industrial Mathematics; Quality Control, Reliability, Safety and Risk; Technology & Engineering -- Mechanical; Technology & Engineering -- Electronics -- General; Mathematics -- Applied; Technology & Engineering -- Quality Control; Dynamics & vibration; Imaging systems & technology; Mathematical modelling; Reliability engineering; Vibration; System safety; Technology & Engineering -- Machinery; Engines & power transmission; Electronic books; Conference papers and proceedings
• Languages: English
• ISBNs: 9783319514451; 3319514458
• Related ISBNs: 9783319514444; 331951444X
• Notes: Note: Online resource; title from PDF title page (SpringerLink, viewed March 7, 2017).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.