Bibliografie tematiche / Piecewise stationarity

Letteratura scientifica selezionata sul tema "Piecewise stationarity"

Autore: Grafiati
Pubblicato: 8 giugno 2024

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Articoli di riviste sul tema "Piecewise stationarity":

1

Prasolov, Aleksander V., Nikita G. Ivanov e Nikolay V. Smirnov. "Algorithm of variance estimation in weighted least squares method". Vestnik of Saint Petersburg University. Applied Mathematics. Computer Science. Control Processes 19, n. 4 (2023): 484–96. http://dx.doi.org/10.21638/11701/spbu10.2023.405.

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The representation of a time series model as a piecewise-stationary process is provided, wherein it is regarded as a collection of successive stationary intervals. An algorithm has been developed for identifying the domain containing the trend within this model. It is recognized that applying the least squares method directly for trend determination is not commonly employed in statistical analysis and econometric software packages. Typically, the weighted least squares method is utilized to ideally eliminate non-stationarity. The authors presents an algorithm for estimating the weight coefficients for this method through piecewise-stationary modeling. The algorithm has been tested on time series of various natures.
2

Fell, Jürgen, Alexander Kaplan, Boris Darkhovsky e Joachim Röschke. "EEG analysis with nonlinear deterministic and stochastic methods: a combined strategy". Acta Neurobiologiae Experimentalis 60, n. 1 (31 marzo 2000): 87–108. http://dx.doi.org/10.55782/ane-2000-1328.

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We describe nonlinear deterministic versus stochastic methodology, their applications to EEG research and the neurophysiological background underlying both approaches. Nonlinear methods are based on the concept of attractors in phase space. This concept on the one hand incorporates the idea of an autonomous (stationary) system, on the other hand implicates the investigation of a long time evolution. It is an unresolved problem in nonlinear EEG research that nonlinear methods per se give no feedback about the stationarity aspect. Hence, we introduce a combined strategy utilizing both stochastic and nonlinear deterministic methods. We propose, in a first step to segment the EEG time series into piecewise quasi-stationary epochs by means of nonparametric change point analysis. Subsequently, nonlinear measures can be estimated with higher confidence for the segmented epochs fullfilling the stationarity condition.
3

Seleznjev, Oleg. "Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments". Advances in Applied Probability 28, n. 2 (giugno 1996): 481–99. http://dx.doi.org/10.2307/1428068.

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We consider the piecewise linear interpolation of Gaussian processes with continuous sample paths and stationary increments. The interrelation between the smoothness of the incremental variance function, d(t – s) = E[(X(t) – X(s))2], and the interpolation errors in mean square and uniform metrics is studied. The method of investigation can also be applied to the analysis of different methods of interpolation. It is based on some limit results for large deviations of a sequence of Gaussian non-stationary processes and related point processes. Non-stationarity in our case means mainly the local stationary condition for the sequence of correlation functions rn(t,s), n = 1, 2, ···, which has to hold uniformly in n. Finally, we discuss some examples and an application to the calculation of the distribution function of the maximum of a continuous Gaussian process with a given precision.
4

Seleznjev, Oleg. "Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments". Advances in Applied Probability 28, n. 02 (giugno 1996): 481–99. http://dx.doi.org/10.1017/s0001867800048588.

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We consider the piecewise linear interpolation of Gaussian processes with continuous sample paths and stationary increments. The interrelation between the smoothness of the incremental variance function, d(t – s) = E[(X(t) – X(s))2], and the interpolation errors in mean square and uniform metrics is studied. The method of investigation can also be applied to the analysis of different methods of interpolation. It is based on some limit results for large deviations of a sequence of Gaussian non-stationary processes and related point processes. Non-stationarity in our case means mainly the local stationary condition for the sequence of correlation functions rn(t, s), n = 1, 2, ···, which has to hold uniformly in n. Finally, we discuss some examples and an application to the calculation of the distribution function of the maximum of a continuous Gaussian process with a given precision.
5

PODIO-GUIDUGLI, PAOLO, e GIORGIO VERGARA CAFFARELLI. "EQUILIBRIUM PHASES AND LAYERED PHASE MIXTURES IN ELASTICITY". Mathematical Models and Methods in Applied Sciences 02, n. 02 (giugno 1992): 143–66. http://dx.doi.org/10.1142/s0218202592000107.

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In this paper an equilibrium phase is a restriction of a piecewise-affine deformation of a body to a (maximal, connected) subbody whose deformation is affine; a layered phase mixture is a continuous deformation that admits at least two distinct phases, separated by a plane interface. We study equilibrium phases and layered phase mixtures in the context of finite elasticity, in the presence of three different boundary conditions of traction: uniform pressure, and two other of null Lagrangians. In Part I we reduce to a unique format the stationarity condition for the existence of equilibrium phases — of the conformal, transversely symmetric and asymmetric types — in elastic materials of arbitrary mechanical response; and we determine reasonable assumptions under which the stationary points of a (generalized) free energy are indeed equilibrium phases. In Part II we restrict attention to isotropic material, and give explicit stationarity and compatibility conditions for the existence of mixtures of two layered, transversely symmetric phases.
6

Moltchanov, D. "Modeling local stationary behavior of Internet traffic". Journal of Communications Software and Systems 4, n. 1 (20 marzo 2008): 41. http://dx.doi.org/10.24138/jcomss.v4i1.236.

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Non-stationary behavior of aggregated IP traffic patterns was demonstrated in a number of studies. However, noneof those did either consider practical aspects of this phenomenon or propose suitable model to capture it. Searching for model for IP traffic aggregates we introduce the concept of local stationarity and demonstrate that it allows to model traffic patterns measured in high-speed operational networks. The proposed model is on-line in nature and suitable for real-time estimation of the traffic state in terms of piecewise covariance stationary stochasticprocess. As a basic tool of the model we use change-pointstatistical test allowing us to dynamically and automaticallydetermine whether statistical characteristics of the traffic pattern changes and, if so, estimate new parameters of the traffic pattern. We provide numerical examples and discuss applications of the proposed model that include but not limited to dynamic resource reservation, routing with guaranteed bandwidth, etc.
7

Rosenthal, Jeffrey S. "Random walks on discrete and continuous circles". Journal of Applied Probability 30, n. 4 (dicembre 1993): 780–89. http://dx.doi.org/10.2307/3214512.

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We consider a large class of random walks on the discrete circle Z/(n), defined in terms of a piecewise Lipschitz function, and motivated by the ‘generation gap' process of Diaconis. For such walks, we show that the time until convergence to stationarity is bounded independently of n. Our techniques involve Fourier analysis and a comparison of the random walks on Z/(n) with a random walk on the continuous circle S1.
8

Rosenthal, Jeffrey S. "Random walks on discrete and continuous circles". Journal of Applied Probability 30, n. 04 (dicembre 1993): 780–89. http://dx.doi.org/10.1017/s0021900200044569.

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We consider a large class of random walks on the discrete circle Z/(n), defined in terms of a piecewise Lipschitz function, and motivated by the ‘generation gap' process of Diaconis. For such walks, we show that the time until convergence to stationarity is bounded independently of n. Our techniques involve Fourier analysis and a comparison of the random walks on Z/(n) with a random walk on the continuous circle S 1.
9

van der Baan, Mirko, e Sergey Fomel. "Nonstationary phase estimation using regularized local kurtosis maximization". GEOPHYSICS 74, n. 6 (novembre 2009): A75—A80. http://dx.doi.org/10.1190/1.3213533.

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Phase mismatches sometimes occur between final processed seismic sections and zero-phase synthetics based on well logs — despite best efforts for controlled-phase acquisition and processing. Statistical estimation of the phase of a seismic wavelet is feasible using kurtosis maximization by constant-phase rotation, even if the phase is nonstationary. We cast the phase-estimation problem into an optimization framework to improve the stability of an earlier method based on a piecewise-stationarity assumption. After estimation, we achieve space-and-time-varying zero-phasing by phase rotation.
10

NAKATSUJI, Takashi, e Terutoshi KAKU. "IMPROVEMENT OF PREDICTION SCHEME OF TRAFFIC FLOW ON URBAN STREETS BASED ON PIECEWISE STATIONARITY". INFRASTRUCTURE PLANNING REVIEW 4 (1986): 101–8. http://dx.doi.org/10.2208/journalip.4.101.

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Ti possono interessare anche gli elenchi estesi di opere sul tema "Piecewise stationarity":
Articoli di riviste

Tesi sul tema "Piecewise stationarity":

1

Dahlman, Rikard, e 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.

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Simplifications regarding calculations of fatigue life due to vibrational loading is based on weakly stationarity assumptions which is a time independent method. The hypothesis was based on the uncertainty of these assumptions. The aim of this study was to examine whether the analysed data fulfilled the assumptions of weakly stationarity. It was determined that the assumption was not valid for most signals and a comparison of time dependent methods should be performed to evaluate the difference compared with the time independent method. Two time dependent methods were constructed and implemented on the signals based on the results of performed stationarity tests. The result determined that a decrease in fatigue life of an investigated weld might occur for the two time dependent methods compared with the time independent method. The method which was considered to produce the most accurate results was also the most constrained as to the amount of data that fulfilled its requirements. A conclusion was drawn that signals containing more data was necessary to achieve conclusive results of the fatigue life. The hypothesis was proven to be mostly true since most of the analysed signals were found to be piecewise weakly stationary.
2

Ltaifa, Marwa. "Tests optimaux pour détecter les signaux faibles dans les séries chronologiques". Electronic Thesis or Diss., Université de Lorraine, 2021. http://www.theses.fr/2021LORR0189.

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Cette thèse s'intéresse à la construction de tests localement asymptotiquement optimaux pour détecter les ruptures dans la moyenne des modèles Conditional Heteroskedastic AutoRegressiveNonlinear (CHARN) décrits par l'équation stochastique suivante : begin{equation} X_t=T(Z_{t-1})+gamma^{top}omega(t)+V(Z_{t-1})varepsilon_t,quad tinzz, end{equation} où «gamma=(gamma_1,ldots,gamma_k,gamma_{k+1})^{top} inrr^{k+1}» et pour «t_1,ldots,t_k,» «1< t_10,forall xinrr^p» et «n» le nombre des observations. Le modèle (1) contient une large classe de modèles de séries chronologiques comme les modèles AR, MA, ARMA, ARIMA, ARCH etc. L'attention est portée aux petites ruptures. Celle difficilement observables à l'œil nu, contrairement à celles considérées dans la littérature. Une telle étude ne semble pas avoir déjà été réalisée dans le contexte des séries chronologiques. Le test étudié est celui du rapport de vraisemblance, pour tester ««H_0:gamma=gamma_0text{ contre } H^{(n)}_beta:gamma=gamma_0+dfrac{beta}{sqrt{n}}=gamma_{n},quad n>1,»« pour «gamma_0inrr^{k+1}» et «betainrr^{k+1}» caractérisant respectivement la situation où il n'y a pas de rupture, et celle où il y a au moins une rupture à trouver. Ce document est organisé comme suit : Le chapitre 1 constitue l'introduction générale de la thèse. Y sont rappelés quelques notions et outils fondamentaux utiles. Le chapitre 2 fait l'état de l'art sur la détection des ruptures dans les séries chronologiques. Ce chapitre est divisé en deux parties. La première concerne l'estimation des ruptures et leurs localisations. La deuxième concerne les tests d'existence de points de ruptures. Le chapitre 3 traite le cas où les fonctions «T» et «V» sont connues et lorsqu'elles sont connues mais dépendant de paramètres inconnus. Dans ce dernier cas, la situation où le paramètre «gamma_0» est connu et celle où il est inconnu sont étudiées. Dans le cas où il est inconnu, il est estimé par la méthode du maximum de vraisemblance. L' du test étude est basée essentiellement sur la propriété locale asymptotique (LAN) énoncée par exemple dans cite{droesbeke1996}. Le chapitre 4 est une généralisation du chapitre 3. Ici, l'amplitude du saut est quelconque et inconnue. Il s'agit donc de tester ««H_0:gamma=gamma_0text{ contre }H^{(n)}=displaystylebigcup_{betainrr^{k+1}}^{}{ H^{(n)}_beta}.»« Un test de type Cramer-Von-Mises est construit. Les techniques de cite{ngatchou2009} sont utilisées pour trouver la loi asymptotique du test sous l'hypothèse alternative. Le chapitre 5 présente des résultats numériques faites en utilisant le logiciel R. Les résultats obtenus pour des données simulées sont d'abord présentés et commentés. Viennent ensuite ceux des applications à plusieurs jeux de données réelles. Le chapitre 6 conclut la thèse et dégage les perspectives pour la suite
This thesis focuses on the construction of locally asymptotically optimal tests to detect breaks in the mean of Conditional Heteroskedastic AutoRegressive Nonlinear (CHARN) models described by the following stochastic equation: begin{equation} X_t=T(Z_{t-1})+gamma^{top}omega(t)+V(Z_{t-1})varepsilon_t,quad tinzz, end{equation} where «gamma=(gamma_1,ldots,gamma_k,gamma_{k+1})^{top} inrr^{k+1}» and for «t_1,ldots,t_k,» «1< t_10,forall xinrr^p» and «n» the number of observations. The model (2) contains a large class of time series models like AR, MA, ARMA, ARIMA, ARCH etc. Attention is paid to small breaks. Those which are difficult to observe with the naked eye, unlike those considered in the literature. Such a study does not appear to have already been carried out in the context of time series. The test studied is the likelihood ratio test to test ««H_0:gamma=gamma_0text{ against } H^{(n)}_beta:gamma=gamma_0+dfrac{beta}{sqrt{n}}=gamma_{n},quad n>1,»« for «gamma_0inrr^{k+1}» and «betainrr^{k+1}» characterizing respectively the situation where there is no break, and that where there is at least one break to be found. This document is organized as follows: Chapter 1 constitutes the general introduction to the thesis. There, some useful basic concepts and tools are recalled. Chapter 2 reviews the state of the art on the detection of breaks in time series. This chapter is divided into two parts. The first concerns the estimation of breaks and their locations. The second concerns the tests for the existence of break-points. Chapter 3 deals with the case where the functions « T « and « V « are known, and when they are known but depend on unknown parameters. In the latter case, the situation where the parameter « gamma_0 « is known and the one where it is unknown are studied. When it is unknown, it is estimated by the maximum likelihood method. The study of the test is based essentially on the asymptotic local property (LAN) stated for example in cite{droesbeke1996}. Chapter 4 is a generalization of chapter 3. Here, the magnitude of the jump is arbitrary and unknown. Therefore, one has to test ««H_0:gamma=gamma_0text{ against }H^{(n)}=displaystylebigcup_{betainrr^{k+1}}^{}{ H^{(n)}_beta}.»« A Cramer-Von-Mises type test is constructed. The techniques of cite{ngatchou2009} are used to find the asymptotic distribution of the test under the alternative hypothesis. Chapter 5 presents numerical results obtained using software R. The results obtained for simulated data are first presented and commented. This is followed by those for applications with several real datasets. Chapter 6 concludes the thesis and sets out some prospects
3

Prandoni, Paolo. "Optimal segmentation techniques for piecewise stationary signals /". [S.l.] : [s.n.], 1999. http://library.epfl.ch/theses/?nr=1993.

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4

Abramowicz, Konrad. "Numerical analysis for random processes and fields and related design problems". Doctoral thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-46156.

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In this thesis, we study numerical analysis for random processes and fields. We investigate the behavior of the approximation accuracy for specific linear methods based on a finite number of observations. Furthermore, we propose techniques for optimizing performance of the methods for particular classes of random functions. The thesis consists of an introductory survey of the subject and related theory and four papers (A-D). In paper A, we study a Hermite spline approximation of quadratic mean continuous and differentiable random processes with an isolated point singularity. We consider a piecewise polynomial approximation combining two different Hermite interpolation splines for the interval adjacent to the singularity point and for the remaining part. For locally stationary random processes, sequences of sampling designs eliminating asymptotically the effect of the singularity are constructed. In Paper B, we focus on approximation of quadratic mean continuous real-valued random fields by a multivariate piecewise linear interpolator based on a finite number of observations placed on a hyperrectangular grid. We extend the concept of local stationarity to random fields and for the fields from this class, we provide an exact asymptotics for the approximation accuracy. Some asymptotic optimization results are also provided. In Paper C, we investigate numerical approximation of integrals (quadrature) of random functions over the unit hypercube. We study the asymptotics of a stratified Monte Carlo quadrature based on a finite number of randomly chosen observations in strata generated by a hyperrectangular grid. For the locally stationary random fields (introduced in Paper B), we derive exact asymptotic results together with some optimization methods. Moreover, for a certain class of random functions with an isolated singularity, we construct a sequence of designs eliminating the effect of the singularity. In Paper D, we consider a Monte Carlo pricing method for arithmetic Asian options. An estimator is constructed using a piecewise constant approximation of an underlying asset price process. For a wide class of Lévy market models, we provide upper bounds for the discretization error and the variance of the estimator. We construct an algorithm for accurate simulations with controlled discretization and Monte Carlo errors, andobtain the estimates of the option price with a predetermined accuracy at a given confidence level. Additionally, for the Black-Scholes model, we optimize the performance of the estimator by using a suitable variance reduction technique.
5

Salman, Youssef. "Testing a class of time-varying coefficients CHARN models with application to change-point study". Electronic Thesis or Diss., Université de Lorraine, 2022. http://www.theses.fr/2022LORR0170.

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Dans cette thèse, nous étudions un test du rapport de vraisemblance pour détecter les ruptures faibles dans la moyenne conditionnelle d'une classe de modèles CHARN à coefficients dépendants du temps. Nous établissons la structure de normalité asymptotique locale (LAN) de la famille de vraisemblances étudiées. Nous montrons l'optimalité asymptotique du test et donnons une expression explicite de sa puissance locale en fonction des potentiels points de rupture et des amplitudes des ruptures. Nous décrivons des stratégies de détection des ruptures et d'estimation de leurs localisations. Les estimateurs sont obtenus comme indices de temps rendant maximal un estimateur de la puissance locale. Les simulations numériques que nous faisons montrent de bonnes performances de notre méthode sur les exemples considérés
In this thesis, we study a likelihood ratio test for detecting multiple weak changes in the conditional mean of a class of time-dependent coefficients CHARN models.We establish the locally asymptotically normality (LAN) structure of the family of likelihoods under study. We prove that the test is asymptotically optimal, and we give an explicit form of its asymptotic local power as a function of candidates change locations and changes magnitudes. We describe some strategies for weak change-points detection and their location estimates. The estimates are obtained as the time indices maximizing an estimate of the local power. The simulation study we conduct shows the good performance of our methods on the examples considered
6

Дозорська, Оксана Федорівна, О. Ф. Дозорська e O. F. Dozorska. "Математична модель та методи опрацювання біосигналів для задачі компенсації порушеної комунікативної функції людини". Diss., Тернопільський національний технічний університет ім. Івана Пулюя, 2021. http://elartu.tntu.edu.ua/handle/lib/33957.

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Захист відбудеться ”05” лютого 2021 р. о 12 00 год. на засіданні спеціалізованої вченої ради Д 58.052.01 в Тернопільському національному технічному університеті імені Івана Пулюя (46001, м. Тернопіль, вул. Руська, 56, ауд. 79).
У дисертації розв’язано актуальну наукову задачу обґрунтування вибору математичної моделі та розроблення методів опрацювання біосигналів, які дають можливість виділення інформативних ознак намагання реалізувати пацієнтами комунікативну функцію в структурі електроенцефалографічних та електроміографічних сигналів для задачі компенсації порушеної комунікативної функції людини. Обґрунтовано вибір математичної моделі таких біосигналів у вигляді кусково стаціонарного випадкового процесу. Розроблено методи опрацювання таких сигналів в межах трансляцій ковзного вікна, для виявлення часових моментів початку та закінчення процесу мовлення а також виявлення ознак наявності основного тону в структурі цих сигналів під час намагання реалізації порушеної комунікативної функції. Обґрунтовано вибір інформативних ознак початку та закінчення процесу мовлення та наявності основного тону.
В диссертации решена актуальная научная задача обоснования выбора математической модели и разработки методов обработки биосигналов, которые дают возможность выделения информативных признаков попытки реализовать пациентами коммуникативную функцию в структуре электроэнцефалографических и электромиографических сигналов. Обоснован выбор математической модели таких биосигналов в виде кусочно-стационарного случайного процесса и разработаны методы статистической обработки таких сигналов в пределах скользящего окна, которые дают возможность выявить временные моменты начала и окончания процесса речи и выявлять признаки наличия основного тона в структуре этих сигналов при попытке реализации нарушенной коммуникативной функции.
У дисертації розв’язано актуальну наукову задачу обґрунтування вибору математичної моделі та розроблення методів опрацювання біосигналів, які дають можливість виділення інформативних ознак намагання реалізувати пацієнтами комунікативну функцію в структурі електроенцефалографічних та електроміографічних сигналів для задачі компенсації порушеної комунікативної функції людини. Обґрунтовано вибір математичної моделі таких біосигналів у вигляді кусково стаціонарного випадкового процесу. Розроблено методи опрацювання таких сигналів в межах трансляцій ковзного вікна, для виявлення часових моментів початку та закінчення процесу мовлення а також виявлення ознак наявності основного тону в структурі цих сигналів під час намагання реалізації порушеної комунікативної функції. Обґрунтовано вибір інформативних ознак початку та закінчення процесу мовлення та наявності основного тону.
ПЕРЕЛІК УМОВНИХ ПОЗНАЧЕНЬ...21 ВСТУП...23 РОЗДІЛ 1. СТАН ТА СПЕЦИФІКА ЗАДАЧІ КОМПЕНСАЦІЇ ПОРУШЕНОЇ КОМУНІКАТИВНОЇ ФУНКЦІЇ ЛЮДИНИ...30 1.1. Задача компенсації порушеної комунікативної функції людини...30 1.2. Аналіз механізму реалізації комунікативної функції людини...33 1.3. Методи компенсації порушеної комунікативної функції людини, що ґрунтуються на положеннях системно-сигнальної концепції...39 1.4. Спосіб компенсації порушеної комунікативної функції людини за результатами опрацювання біосигналів ...44 1.5. Висновки до розділу 1...49 РОЗДІЛ 2. ОБҐРУНТУВАННЯ ВИБОРУ МАТЕМАТИЧНОЇ МОДЕЛІ ТА РОЗРОБЛЕННЯ МЕТОДІВ ОПРАЦЮВАННЯ БІОСИГНАЛІВ ДЛЯ ЗАДАЧІ КОМПЕНСАЦІЇ ПОРУШЕНОЇ КОМУНІКАТИВНОЇ ФУНКЦІЇ ЛЮДИНИ...51 2.1. Вимоги до математичної моделі біосигналів, як підґрунтя для розроблення методів їхнього опрацювання...51 2.2. Опрацювання електроенцефалографічних та електроміографічних сигналів методами гармонічного аналізу складних детермінованих процесів...55 2.3. Опрацювання електроенцефалографічних та електроміографічних сигналів методами статистичного та спектрально-кореляційного аналізу стаціонарних процесів...62 2.4. Обґрунтування вибору математичної моделі електроенцефалографічних та електроміографічних сигналів...65 2.5. Метод опрацювання електроміографічних сигналів...67 2.6. Метод опрацювання електроенцефалографічних сигналів...74 2.7. Висновки до розділу 2...76 РОЗДІЛ 3. ПЛАНУВАННЯ, ПРОВЕДЕННЯ ЕКСПЕРИМЕНТУ ТА ПОПЕРЕДНЄ ОПРАЦЮВАННЯ ДАНИХ...78 3.1. Планування проведення експериментальних досліджень...78 3.2. Експериментальний відбір електроенцефалографічних сигналів...79 3.3. Спосіб одночасного відбору електроенцефалографічних та електроміографічних сигналів...88 3.4. Експериментальний відбір електроміографічних та голосових сигналів...97 3.5. Попереднє опрацювання даних...100 3.6. Алґоритми опрацювання електроенцефалографічних та електроміографічних сигналів розробленими методами на підготовчому етапі...106 3.7. Висновки до розділу 3...110 РОЗДІЛ 4. ЕКСПЕРИМЕНТАЛЬНА ВЕРИФІКАЦІЯ МЕТОДІВ ОПРАЦЮВАННЯ БІОСИГНАЛІВ ДЛЯ ЗАДАЧІ КОМПЕНСАЦІЇ ПОРУШЕНОЇ КОМУНІКАТИВНОЇ ФУНКЦІЇ ЛЮДИНИ...112 4.1. Застосування ковзного вікна при опрацюванні електроенцефалографічних сигналів...112 4.2. Критерій визначення часових моментів початку та закінчення процесу мовлення за електроенцефалографічним сигналом...114 4.3. Критерій встановлення наявності ознак основного тону в структурі електроміографічного сигналу...119 4.4. Оцінювання достовірності результатів опрацювання біосигналів...131 4.5. Пропозиція щодо практичної реалізації системи компенсації порушеної комунікативної функції людини...136 4.6. Висновки до розділу 4...142 ВИСНОВКИ...144 СПИСОК ВИКОРИСТАНИХ ДЖЕРЕЛ...146 ДОДАТКИ...158
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ZHOU, JING-XIANG, e 周景祥. "On the sagmentation of piecewise stationary signal and automatic diagnosis of heart sound". Thesis, 1988. http://ndltd.ncl.edu.tw/handle/80025016800176639719.

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Li, Chun-Ting, e 李俊廷. "Piecewise Bilinear Approximations to the 2-D Stationary Incompressible Navier-Stokes Problem by Least-Squares Finite Element Methods". Thesis, 2004. http://ndltd.ncl.edu.tw/handle/92550574688761421364.

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Abstract (sommario):
碩士
國立中央大學
數學研究所
92
In this thesis, we study the piecewise bilinear finite element approximations to the two-dimensional stationary incompressible Navier-Stokes equations with the velocity boundary condition by using the least-squares principles. The Navier-Stokes problem is first recast into the velocity-vorticity-pressure and velocity-vorticity-total pressure first-order systems by introducing the vorticity variable and, in addition, total pressure variable. We then apply both the L2 least-squares and mesh-dependent weighted least-squares finite element schemes to approximate the solutions of the sequence of Oseen problems arising from a Picard-type iteration associated with these first-order systems. The corresponding least-squares energy functionals are defined in terms of the sum of the squared L2 norms without or with mesh-dependent weights of the residual equations over a product function space. Numerical evidences show that, for low Reynolds number flows, the L2 least-squares method is more accurate than the mesh-dependent weighted least-squares method. For flows with large Reynolds numbers, the mesh-dependent weighted least-squares method is apparently better than the L2 least-squares method. Some numerical results for driven cavity flows with various Reynolds numbers are also given.

Capitoli di libri sul tema "Piecewise stationarity":

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Yu, Hang, e Justin Dauwels. "Modeling Functional Networks via Piecewise-Stationary Graphical Models 1". In Signal Processing and Machine Learning for Biomedical Big Data, 193–208. Boca Raton : Taylor & Francis, 2018.: CRC Press, 2018. http://dx.doi.org/10.1201/9781351061223-10.

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Fujiwara, Hiroshi. "Piecewise Constant Upwind Approximations to the Stationary Radiative Transport Equation". In Mathematics for Industry, 35–45. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-6062-0_3.

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Savchenko, Andrey V. "Sequential Three-Way Decisions in Efficient Classification of Piecewise Stationary SpeechSignals". In Rough Sets, 264–77. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-60840-2_19.

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Tyagi, Vivek, Christian Wellekens e Hervé Bourlard. "A Variable-Scale Piecewise Stationary Spectral Analysis Technique Applied to ASR". In Machine Learning for Multimodal Interaction, 274–84. Berlin, Heidelberg: Springer Berlin Heidelberg, 2006. http://dx.doi.org/10.1007/11677482_24.

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Breitenberger, Sandra, Dmitry Efrosinin, Wolfgang Auer, Andreas Deininger e Ralf Waßmuth. "Change Point Detection in Piecewise Stationary Time Series for Farm Animal Behavior Analysis". In Operations Research Proceedings, 369–75. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-42902-1_50.

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Zhuravchak, Liubov. "Mathematical Modelling of Non-stationary Processes in the Piecewise-Homogeneous Domains by Near-Boundary Element Method". In Advances in Intelligent Systems and Computing IV, 64–77. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-33695-0_6.

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Prandoni, Paolo, e Martin Vetterli. "Approximation and compression of piecewise smooth functions". In Wavelets, 199–220. Oxford University PressOxford, 2000. http://dx.doi.org/10.1093/oso/9780198507161.003.0011.

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Abstract (sommario):
Abstract Wavelets have had an important impact on signal processing theory and practice and, in particular, wavelets play a key role in compression, image compression being a prime example (Vetterli & Kovačević 1995). This success is linked to the ability of wavelets to capture efficiently both stationary and transient behaviours. In signal processing parlance, wavelets avoid the problem of the window size (as in the short-time Fourier transform, for example), since they work with many windows due to the scaling property.
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Nourani-Koliji, Behzad, Steven Bilaj, Amir Rezaei Balef e Setareh Maghsudi. "Piecewise-Stationary Combinatorial Semi-Bandit with Causally Related Rewards". In Frontiers in Artificial Intelligence and Applications. IOS Press, 2023. http://dx.doi.org/10.3233/faia230465.

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We study the piecewise stationary combinatorial semi-bandit problem with causally related rewards. In our nonstationary environment, variations in the base arms’ distributions, causal relationships between rewards, or both, change the reward generation process. In such an environment, an optimal decision-maker must follow both sources of change and adapt accordingly. The problem becomes aggravated in the combinatorial semi-bandit setting, where the decision-maker only observes the outcome of the selected bundle of arms. The core of our proposed policy is the Upper Confidence Bound (UCB) algorithm. We assume the agent relies on an adaptive approach to overcome the challenge. More specifically, it employs a change-point detector based on the Generalized Likelihood Ratio test. Besides, we introduce the notion of group restart as a new alternative restarting strategy in the decision making process in structured environments. Finally, our algorithm integrates a mechanism to trace the variations of the underlying graph structure, which captures the causal relationships between the rewards in the bandit setting. Theoretically, we establish a regret upper bound that reflects the effects of the number of structural- and distribution changes on the performance. The outcome of our numerical experiments in real-world scenarios exhibits applicability and superior performance of our proposal compared to the state-of-the-art benchmarks.

Atti di convegni sul tema "Piecewise stationarity":

1

Dong, Li, e Jiantao Zhou. "Estimating noise level for natural images based on scale-invariant kurtosis and piecewise stationarity". In 2016 IEEE International Conference on Image Processing (ICIP). IEEE, 2016. http://dx.doi.org/10.1109/icip.2016.7533190.

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Khaleghi, Azadeh, e Daniil Ryabko. "Clustering piecewise stationary processes". In 2020 IEEE International Symposium on Information Theory (ISIT). IEEE, 2020. http://dx.doi.org/10.1109/isit44484.2020.9174045.

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Ndzana, Bertrand Ndzana, Andrew W. Eckford, M. Amin Shokrollahi e Gil I. Shamir. "Fountain codes for piecewise stationary channels". In 2008 IEEE International Symposium on Information Theory - ISIT. IEEE, 2008. http://dx.doi.org/10.1109/isit.2008.4595389.

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Yu, Jia Yuan, e Shie Mannor. "Piecewise-stationary bandit problems with side observations". In the 26th Annual International Conference. New York, New York, USA: ACM Press, 2009. http://dx.doi.org/10.1145/1553374.1553524.

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Angelosante, Daniele, e Georgios B. Giannakis. "Sparse graphical modeling of piecewise-stationary time series". In ICASSP 2011 - 2011 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2011. http://dx.doi.org/10.1109/icassp.2011.5946893.

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Wang, Lingda, Huozhi Zhou, Bingcong Li, Lav R. Varshney e Zhizhen Zhao. "Near-Optimal Algorithms for Piecewise-Stationary Cascading Bandits". In ICASSP 2021 - 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2021. http://dx.doi.org/10.1109/icassp39728.2021.9414506.

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Angelosante, Daniele, e Georgios B. Giannakis. "Group lassoing change-points in piecewise-stationary AR signals". In 2011 17th International Conference on Digital Signal Processing (DSP). IEEE, 2011. http://dx.doi.org/10.1109/icdsp.2011.6005007.

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Song, Li, e Pascal Bondon. "A selection criterion for piecewise stationary long-memory models". In 2012 IEEE Statistical Signal Processing Workshop (SSP). IEEE, 2012. http://dx.doi.org/10.1109/ssp.2012.6319856.

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Cheng, Xiaotong, e Setareh Maghsudi. "Collaborative Regret Minimization for Piecewise-Stationary Multi-Armed Bandit". In 2023 31st European Signal Processing Conference (EUSIPCO). IEEE, 2023. http://dx.doi.org/10.23919/eusipco58844.2023.10289959.

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Ivanov, N. G., e A. V. Prasolov. "The Model of Time Series as a Piecewise-Stationary Process". In ICAIT'2018: The 3rd International Conference on Applications in Information Technology. New York, NY, USA: ACM, 2018. http://dx.doi.org/10.1145/3274856.3274888.

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