Dissertations / Theses on the topic 'Stationarity'
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Aldayel, Omar. "Evaluation of MIMO Non- Stationarity." Thesis, KTH, Signalbehandling, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-53761.
Full textAndré, Gustaf. "Testing a MIMO Channel for Stationarity." Thesis, KTH, Skolan för elektroteknik och datavetenskap (EECS), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-239374.
Full textRao, Yao. "Essays in panel stationarity and cointegration tests." Thesis, University of Liverpool, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.437525.
Full textPol, Marjon van der. "Intertemporal preferences for health : a comparison of the discounted utility model and hyperbolic models and of intertemporal preferences across health outcome." Thesis, University of Aberdeen, 2000. http://digitool.abdn.ac.uk/R?func=search-advanced-go&find_code1=WSN&request1=AAIU602020.
Full textLeisch, Friedrich, Adrian Trapletti, and Kurt Hornik. "On the stationarity of autoregressive neural network models." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 1998. http://epub.wu.ac.at/1612/1/document.pdf.
Full textSeries: Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
Toalá, Enríquez Rosemberg. "Stationarity of asymptotically flat non-radiating electrovacuum spacetimes." Thesis, University of Warwick, 2016. http://wrap.warwick.ac.uk/89265/.
Full textBoyer, Alexandre. "Bidimensional stationarity of random models in the plane." Thesis, université Paris-Saclay, 2022. http://www.theses.fr/2022UPASM011.
Full textIn this PhD thesis, three models have been independently studied. They all have in common to be random models defined in the plane and having a two-dimensional stationarity property. The first one is Hammersley’s stationary model in the quarter plane, introduced and studied by Cator and Groeneboom. We present here a probablistic proof the Gaussian fluctuations in the non-critical case. The second model can be seen as a stationary modification ofO’Connell-Yor’s problem. The proof of its stationarity is obtained by introducing a discretisation of this model, by proving its stationairty and then by observing that this stationarity is preserved in the limit. Finally, the third model is a general class of random systems of horizontal and vertical weighted broken lines on the quarter plane whose distribution are proved to be reversible. This class of systems generalizes several classical processes of the same kind. The noveltycomes here from the introduction of a weight associated with each line
Collings, Jared M. "Clustering Methods for Delineating Regions of Spatial Stationarity." Diss., CLICK HERE for online access, 2007. http://contentdm.lib.byu.edu/ETD/image/etd2175.pdf.
Full textChang, Kuo-Hwa. "Extreme queues and stationarity of heavy-traffic service systems." Diss., Georgia Institute of Technology, 1992. http://hdl.handle.net/1853/25441.
Full textAddona, Vittorio. "Stationarity in a prevalent cohort study with follow-up." Thesis, McGill University, 2005. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=100309.
Full textWe propose a formal test for stationarity using data from a prevalent cohort study with follow-up, and establish new characterizations of stationarity, and of useful types of departure from stationarity.
A dual to the problem of establishing stationarity by comparing the backward and forward recurrence times is addressed. Assuming stationarity of the underlying incidence process, we use the backward and forward recurrence times to verify whether the underlying survival distribution is independent of the date of onset. In doing so, we characterize specific types of dependence of the underlying survival distribution on calendar time.
If the data are consistent with stationarity of the incidence rate, then a natural next step is to estimate the (constant) incidence rate. We derive the nonparametric maximum likelihood estimator of the constant incidence rate, prove that the estimator is weakly consistent, and show how one may construct an asymptotic confidence interval for the incidence rate. One main advantage of our procedure is that it only requires the completion of a single prevalent cohort study with follow-up.
We apply our test for stationarity to data obtained as part of the Canadian Study of Health and Aging to verify that the incidence rate of dementia amongst the elderly in Canada has remained constant. Upon concluding that this constancy is, plausible, we estimate the incidence rate.
Alphey, Marcus J. T. "Blind source separation : the effects of signal non-stationarity." Thesis, University of Edinburgh, 2002. http://hdl.handle.net/1842/11220.
Full textZhang, Jing. "Three Essays on House Prices: Stationarity, Dynamics, and Expectations." The Ohio State University, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=osu1397436206.
Full textPalmer, Laura Michelle. "Impacts of Stationarity Assumption in Floodplain Management: Case Studies." The Ohio State University, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=osu1483386481824778.
Full textDahlman, Rikard, and Ebba Johansson. "A comparative study regarding weakly stationarity assumptions and time dependency : Signal processing of vibrational loading and its influence on fatigue life." Thesis, Linnéuniversitetet, Institutionen för maskinteknik (MT), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-77740.
Full textSikdar, Khokan Chandra. "Application of geographically weighted regression for assessing spatial non-stationarity /." Internet access available to MUN users only, 2003. http://collections.mun.ca/u?/theses,172881.
Full textGuasti, Giovanna, Ralf Engbert, Ralf T. Krampe, and Jürgen Kurths. "Phase transitions, complexity, and stationarity in the production of polyrhythms." Universität Potsdam, 2000. http://opus.kobv.de/ubp/volltexte/2007/1493/.
Full textHeveling, Matthias. "Bijective point maps, point-stationarity and characterization of Palm measures." Karlsruhe : Univ.-Verl. Karlsruhe, 2005. http://deposit.d-nb.de/cgi-bin/dokserv?idn=979772591.
Full textReade, J. J. ames. "Macroeconomic modelling and forecasting in the face of non-stationarity." Thesis, University of Oxford, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.495733.
Full textKane, S. A. "Significance tests of probability non-stationarity of security price returns /." The Ohio State University, 1992. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487780393266049.
Full textFlegel, Michael L. "Constraint qualifications and stationarity concepts for mathematical programs with equilibrium constraints." Doctoral thesis, [S.l.] : [s.n.], 2005. http://deposit.ddb.de/cgi-bin/dokserv?idn=975013661.
Full textMendy, Sang Taphou. "Quasi-stationarity of stochastic models for the spread of infectious diseases." Thesis, University of Liverpool, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.507720.
Full textPezo, Danilo Verfasser], Jürgen [Akademischer Betreuer] [Franke, and Rainer [Akademischer Betreuer] Dahlhaus. "Local stationarity for spatial data / Danilo Pezo ; Jürgen Franke, Rainer Dahlhaus." Kaiserslautern : Technische Universität Kaiserslautern, 2018. http://d-nb.info/1151120537/34.
Full textAhn, Byung Chul. "Testing the null of stationarity and cointegration in multiple time series." The Ohio State University, 1994. http://rave.ohiolink.edu/etdc/view?acc_num=osu1277321569.
Full textHuh, Seungho. "SAMPLE SIZE DETERMINATION AND STATIONARITY TESTING IN THE PRESENCE OF TREND BREAKS." NCSU, 2001. http://www.lib.ncsu.edu/theses/available/etd-20010222-121906.
Full textTraditionally it is believed that most macroeconomic time series represent stationary fluctuations around a deterministic trend. However, simple applications of the Dickey-Fuller test have, in many cases, been unable to show that major macroeconomic variables are stationary univariate time series structure. One possible reason for non-rejection of unit roots is that the simple mean or linear trend function used by the tests are not sufficient to describe the deterministic part of the series. To address this possibility, unit root tests in the presence of trend breaks have been studied by several researchers.In our work, we deal with some issues associated with unit root testing in time series with a trend break.The performance of various unit root test statistics is compared with respect to the break induced size distortion problem. We examine the effectiveness of tests based on symmetric estimators as compared to those based on the least squares estimator.In particular, we show that tests based on the weighted symmetric estimator not only eliminate thespurious rejection problem but also have reasonably good power properties when modified to allow for a break.We suggest alternative test statistics for testing the unit root null hypothesis in the presence of a trend break. Our new test procedure, which we call the ``bisection'' method, is based on the idea of subgrouping. This is simpler than other methods since the necessity of searching for the break is avoided.Using stream flow data from the US Geological Survey, we perform a temporal analysis of some hydrologicvariables. We first show that the time series for the target variables are stationary, then focus on finding the sample size necessary to detect a mean change if one occurs. Three different approaches are used to solve this problem: OLS, GLS and a frequency domain method. A cluster analysis of stations is also performed using these sample sizes as data.We investigate whether available geographic variables can be used to predict cluster membership.
Raza, Haider. "Adaptive learning for modelling non-stationarity in EEG-based brain-computer interfacing." Thesis, Ulster University, 2016. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.695308.
Full textAntoniadou, Ifigeneia. "Accounting for non-stationarity in the condition monitoring of wind turbine gearboxes." Thesis, University of Sheffield, 2013. http://etheses.whiterose.ac.uk/4838/.
Full textSurowiec, Thomas Michael. "Explicit stationarity conditions and solution characterization for equilibrium problems with equilibrium constraints." Doctoral thesis, Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2010. http://dx.doi.org/10.18452/16087.
Full textThis thesis is concerned with equilibrium problems with equilibrium constraints or EPECs. Concretely, we consider models composed by coupling together two-level optimization problems, the upper-level solutions to which are non-cooperative (Nash-Cournot) equilibria. One of the main goals of the thesis involves the formulation of dual stationarity conditions to EPECs. A model of oligopolistic competition for electricity markets is considered as an application. In order to profit from qualitative hypotheses concerning the structure of the considered models, e.g., inactivity of certain market participants at equilibrium, as well as to provide conditions useful for numerical procedures, the ablilty to formulate EPEC solutions in relation to the input data of the problem is of considerable importance. The way to do this requires a structural analysis of the involved optimization problems, e.g., constraints qualifications, regularity; the derivation of stability results for certain multivalued mappings, and the usage of transformation formulae for so-called coderivatives. Further important topics address the relationship between various dual stationarity types, e.g., S- and M-stationarity, as well as the extension of the considered problem classes to a stochastic setting, i.e., stochastic EPECs or SEPECs.
Barwary, Sara, and Tina Abazari. "Preprocessing Data: A Study on Testing Transformations for Stationarity of Financial Data." Thesis, KTH, Matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-254301.
Full textDet här kandidatexamensarbetet inom Industriell Ekonomi och tillämpad matematik i samarbete med Handelsbanken undersöker givna transformationer för att bedöma deras förmåga att göra givna tidsserier stationära. Dessutom skulle en parameter α tillhörande varje transformations formel bestämmas. För att göra detta utfördes en omfattande studie av tidigare forskning och två olika hypotestester gjordes för att bekräfta output. Ett resultat sammanställdes där ett värde eller ett intervall för α valdes till varje transformation. Dessutom visade det sig att "first difference" transformationen är bra för stationäritet av finansiell data.
Lilarit, Sopirat. "An improved approach to testing for non-stationarity in economic time series." Thesis, Queensland University of Technology, 1997.
Find full textHE, Xin. "Modeling church services supply and performance, using geographically weighted regression." Thesis, University of Gävle, Ämnesavdelningen för samhällsbyggnad, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-5801.
Full textThe objective of this study is to develop a multiple linear regression model that measures the relationship between the church services supply and the attendance to the services in the Uppsala diocese, Church of Sweden. By reviewing previous models and examining the nature of data available, two research questions were introduced, namely, the problem of omitted variables and the problem of spatial autocorrelation. For the first question, two methods were compared, namely, the Y-lag method and the first-differenced equation. Statistical tests then showed that the latter was more preferable for this study. For the second question, geographically weighted regression was used to examine the spatial variations in relationships estimated by above modeling strategies. However, no significant spatial variation was found for them. In conclusion, by using the ordinary least square estimation for the first-differenced equation the most suitable regression model was obtained. The data showed no need to consider the issue of spatial non-stationarity.
Hutton, Richard Shane. "Modeling the United States Unemployment Rate with the Preisach Model of Hysteresis." Thesis, Virginia Tech, 2009. http://hdl.handle.net/10919/32595.
Full textMaster of Science
Heveling, Matthias [Verfasser]. "Bijective point maps, point-stationarity and characterization of Palm measures / von Matthias Heveling." Karlsruhe : Univ.-Verl. Karlsruhe, 2006. http://d-nb.info/979772591/34.
Full textChetalova, Desislava [Verfasser], and Thomas [Akademischer Betreuer] Guhr. "Dependencies and non-stationarity in financial time series / Desislava Chetalova. Betreuer: Thomas Guhr." Duisburg, 2015. http://d-nb.info/1080478825/34.
Full textTrapletti, Adrian, Friedrich Leisch, and Kurt Hornik. "On the ergodicity and stationarity of the ARMA (1,1) recurrent neural network process." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 1999. http://epub.wu.ac.at/652/1/document.pdf.
Full textSeries: Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
Bui, Hoa. "Extremality and stationarity of collections of sets : metric, slope and normal cone characterisations." Thesis, Federation University of Australia, 2019. http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/178600.
Full textDoctor of Philosophy
Pavlíček, Tomáš. "Segmentace pro časově-variantní systémy a jejich implementace." Master's thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2014. http://www.nusl.cz/ntk/nusl-220605.
Full textJi, Inyeob Economics Australian School of Business UNSW. "Essays on testing some predictions of RBC models and the stationarity of real interest rates." Publisher:University of New South Wales. Economics, 2008. http://handle.unsw.edu.au/1959.4/41441.
Full textKrause, Jakob [Verfasser], Jörg [Gutachter] Laitenberger, and Gregor [Gutachter] Weiß. "Essays on non-stationarity in finance : [kumulative Dissertation] / Jakob Krause ; Gutachter: Jörg Laitenberger, Gregor Weiß." Halle (Saale) : Universitäts- und Landesbibliothek Sachsen-Anhalt, 2020. http://d-nb.info/1226762409/34.
Full textKoutris, Andreas. "Testing for Structural Change: Evaluation of the Current Methodologies, a Misspecification Testing Perspective and Applications." Diss., Virginia Tech, 2006. http://hdl.handle.net/10919/26716.
Full textPh. D.
Eckersten, Sofia. "Updating Rainfall Intensity-Duration-Frequency Curves in Sweden Accounting for the Observed Increase in Rainfall Extremes." Thesis, Uppsala universitet, Luft-, vatten och landskapslära, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-283714.
Full textÖkad extrem nederbörd har dokumenterats globalt, däribland centrala och norra Europa. Den globala uppvärmningen medför en förhöjd medeltemperatur vilket i sin tur ökar avdunstning av vatten från ytor samt atmosfärens förmåga att hålla vatten. Dessa förändringar tros kunna öka och intensifiera nederbörd. Vid bestämning av dimensionerande nederbördsintensiteter för byggnationsprojekt antas idag att frekvensen och storleken av extrem nederbörd inte kommer att förändras i framtiden (stationäritet), vilket i praktiken innebär ingen förändring i klimatet. Den här studien syftar till att undersöka effekten av en icke-stationärt antagande vid skattning av dimensionerande nederbördsintensitet. Icke-stationära och stationära nerderbördsintensiteter föråterkomsttider mellan 10 och 100år bestämdes utifrån daglig och flerdaglig svensk nederbörds- data. Nederbördintensiteterna bestämdes med extremvärdesanalys i mjukvaran NEVA, där den generella extremvärdesfördelningen anpassades till årlig maximum nederbörd på platser i Sverige som påvisade en ökande trend under de senaste 50åren (15% till 39 % utav 139 stationer, beroende på varaktighet). De dimensionerande nederbördsintensiteterna jämfördes sedan med avseende på varaktighet, återkomsttid och plats. Resultaten indikerade på att ett stationärt antagande riskerar att underskatta dimensionerande nederbördsintensiteter för en viss återkomsttid med upp till 40 %. Detta indikerar att antagandet om icke-stationäritet har större betydelse för olika platser i Sverige, vilket skulle kunna ge viktig information vid bestämning av dimensionerande regnintensiteter.
Van, Greunen Jan Adriaan. "Determining the impact of different forms of stationarity on financial time series analysis / van Greunen J.A." Thesis, North-West University, 2011. http://hdl.handle.net/10394/7269.
Full textThesis (M.Com. (Risk management))--North-West University, Potchefstroom Campus, 2012.
Lee, HyunWook. "Pushing/Pulling Exertions Disturb Trunk Postural Stability." Thesis, Virginia Tech, 2007. http://hdl.handle.net/10919/32752.
Full textMaster of Science
Jentsch, Carsten [Verfasser], and J. P. [Akademischer Betreuer] Kreiß. "The Multiple Hybrid Bootstrap and Frequency Domain Testing for Periodic Stationarity / Carsten Jentsch ; Betreuer: J.-P. Kreiß." Braunschweig : Technische Universität Braunschweig, 2010. http://d-nb.info/1175826693/34.
Full textHosseini, Tabaghdehi Seyedeh Asieh. "Structural analysis of energy market failure : empirical evidence from US." Thesis, Brunel University, 2013. http://bura.brunel.ac.uk/handle/2438/8848.
Full textFan, Yiying. "Covariance estimation and application to building a new control chart." Case Western Reserve University School of Graduate Studies / OhioLINK, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=case1291406214.
Full textNamavari, Hamed. "Essays on Objective Procedures for Bayesian Hypothesis Testing." University of Cincinnati / OhioLINK, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1563872718411158.
Full textVera, Ruiz Victor. "Recoding of Markov Processes in Phylogenetic Models." Thesis, The University of Sydney, 2014. http://hdl.handle.net/2123/13433.
Full textDissanayake, Gnanadarsha. "Advancement of Fractionally Differenced Gegenbauer Processes with Long Memory." Thesis, The University of Sydney, 2015. http://hdl.handle.net/2123/13434.
Full textSchmitt, Thilo Albrecht [Verfasser], Thomas [Akademischer Betreuer] Guhr, and Andreas [Akademischer Betreuer] Schadschneider. "Non-stationarity as a central aspect of financial markets / Thilo Albrecht Schmitt. Gutachter: Andreas Schadschneider. Betreuer: Thomas Guhr." Duisburg, 2014. http://d-nb.info/1063278198/34.
Full textBaldermann, Claudia [Verfasser]. "Robust Small Area Estimation under Spatial Non-Stationarity for Unit-Level Models : Theory and Empirical Results / Claudia Baldermann." Berlin : Freie Universität Berlin, 2017. http://d-nb.info/1147758182/34.
Full text