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Analysis of the correlation structure of square time series
(WILEY, 2004)
This paper analyses the asymptotic behaviour of the autocorrelation structure exhibited by squares of time series with a Wold expansion where the input error is a sequence of random variables with mean zero and finite ...
Modelos de previsão aplicados ao controle de qualidade com dados autocorrelacionados
(Universidade Federal de Santa MariaBREngenharia de ProduçãoUFSMPrograma de Pós-Graduação em Engenharia de Produção, 2009-09-04)
This research has a topic forecast models applied to industrial productive processes with the objective of verifying the stability of the process through control charts applied to the residues originated from linear and ...
Linear and non-linear trends for seasonal NO2 and SO2 concentrations in the Southern Hemisphere (2004−2016)
(Multidisciplinary Digital Publishing Institute, 2017-08)
In order to address the behaviour of nitrogen dioxide (NO2) and sulphur dioxide (SO2) in the context of a changing climate, linear and non-linear trends for the concentrations of these two trace gases were estimated over ...
ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
(Elsevier Ltd, 2016)
We study the asymptotic properties of the Adaptive LASSO (adaLASSO) in sparse, high-dimensional, linear time-series models. The adaLASSO is a one-step implementation of the family of folded concave penalized least-squares. ...
Full modeling of the mooring non-linearity in a two-dimensional floating structure
(Pergamon-Elsevier Science Ltd, 2006-01-05)
The dynamic behavior of a two-dimensional model of a small floating structure anchored by chains is analyzed. The structure is first modeled as a two-degrees-of-freedom oscillator with a strongly non-linear stiffness and ...
Non-linear diffusion and power law properties of heterogeneous systems: Application to financial time series
(Molecular Diversity Preservation International, 2018-08)
In this work, we show that it is possible to obtain important ubiquitous physical characteristics when an aggregation of many systems is taken into account. We discuss the possibility of obtaining not only an anomalous ...
Measuring time series predictability using support vector regression
(TAYLOR & FRANCIS INC, 2008)
Most studies involving statistical time series analysis rely on assumptions of linearity, which by its simplicity facilitates parameter interpretation and estimation. However, the linearity assumption may be too restrictive ...
Model updating of the non-linear vibrating structures through Volterra series and proper orthogonal decomposition
(Katholieke Univ Leuven, Dept Werktuigkunde, 2012-01-01)
Classical procedures for model updating in non-linear mechanical systems based on vibration data can fail because the common linear metrics are not sensitive for non-linear behavior caused by gaps, backlash, bolts, joints, ...