non-stationary
Forecasting Non-Stationary Volatility with Hyper-Parameters
... Most approaches to machine learning and statistical inference from data assume that data points are i.i.d. (see e.g. (Vapnik, 1998), but an exception is (Littlestone & Warmuth, 1994)). We will not consider bounds on ...
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Non-stationary wave turbulence in elastic plates: a numerical investigation
... {michele.ducceschi,cyril.touze,olivier.cadot}@ensta-paristech.fr (2) Acoustics and Audio Group, University of Edinburgh, James Clerk Maxwell Building, Edinburgh, UK, stefan.bilbao@ed.ac.uk Summary. Nonlinear (large ...
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Probabilistic Time-Frequency Source-Filter Decomposition of Non-Stationary Signals
... of non-stationary signals in the time- frequency (TF) domain has been an active research topic re- ...of stationary and non-stationary signals, such as autoregressive moving average ...
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Adaptive estimating function inference for non-stationary determinantal point processes
... Keywords: asymptotic normality, determinantal point processes, estimating functions, joint in- tensities, non-stationary, repulsive. 1. Introduction A common feature of spatial point process models (except ...
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Estimation of Space Deformation Model for Non-stationary Random Functions
... conventional stationary methods is not appropriate. Indeed, applying stationary approaches in such cases would be liable to produce less accurate predictions, including an incorrect assessment of the ...
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Non-stationary hydrologic frequency analysis using B-spline quantile regression.
... of non-stationarity and/ or dependence on covariates with linear and non-linear ...the non-stationarity in the variable of interest and to estimate the quantiles in this ...the ...
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A non-stationary index resulting from time and frequency domains
... of non-stationarity events in a signal is a challenge that is still not taken ...a non-stationarity detection defined in time-frequency domain in order to control the invariance of the time-frequency ...
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Time-frequency and time-scale analysis of deformed stationary processes, with application to non-stationary sound modeling
... with non- stationary ...where non-stationary sounds can often be associated to non-stationary ...the non-stationarity of the ...the non-stationarity may be, in ...
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Beam focusing antenna array technology for non-stationary mobility
... Three beam focusing technologies are considered here, adapted to environments with significant Line of sight (LoS) component. All three are considered and analyzed in the context of non-stationary mobility. ...
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AStrion data validation of non-stationary wind turbine signals
... contains non-stationarities in terms of a variation of its spectral contents versus ...statistically stationary if it is characterised by time-independent ...consecutive non- overlapping segments of ...
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Value at Risk Computation in a Non-Stationary Setting
... a Non-Stationary Setting Dominique GUEGAN 1 Abstract This chapter recalls the main tools useful to compute Value at Risk associated with a m- dimensional ...as non-stationarities are observed in time ...
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On Upper-Confidence Bound Policies for Non-Stationary Bandit Problems
... consider non-stationary MAB problems, where distributions of rewards may change in ...the stationary case fail to track changes of the best ...particular non-stationary case where the ...
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AStrion data validation of non-stationary wind turbine signals
... contains non-stationarities in terms of a variation of its spectral contents versus ...statistically stationary if it is characterised by time-independent ...consecutive non- overlapping segments of ...
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A Generalized Convolution Model and Estimation for Non-stationary Random Functions
... some non-stationary covariance functions class that include a non-stationary version of the stationary Mat´ern covariance function have been introduced by Paciorek and Schervish [ 6 ...
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Significant edges in the case of a non-stationary Gaussian noise
... obtain Gaussian noise because that operation is linear, but the noise process is correlated and non-stationary. The edge detector we will use here consists in estimating the Laplacian at each point, and ...
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NMF with time-frequency activations to model non-stationary audio events
... exhibit non-stationary spectral charac- teristics such as those produced by a harpsichord or a ...classical Non-negative Matrix Factorization (NMF) needs a number of atoms to accurately decompose the ...
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NMF with time-frequency activations to model non-stationary audio events
... nearly stationary, ...several non- meaningful atoms to decompose a single event, which often leads to a necessary post-processing (to cluster the different parts of a single source ...
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The ASTRES Toolbox for Mode Extraction of Non-Stationary Multicomponent Signals
... I. I NTRODUCTION Real world signals are often non-stationary and made of several components. They require advanced techniques to be efficiently processed. Unfortunately, the Short-Time Fourier Transform ( ...
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Fast non-stationary deconvolution of ultrasonic beamformed images for nondestructive testing
... A second specificity of our approach considers a forward model where the measurement noise affecting the raw FMC data is linearly transformed by the beamforming process. Such a “beamformed noise component” is not white, ...
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Non-intrusive rattle noise detection in non-stationary conditions by an angle/time cyclostationary approach
... original non-intrusive approach to detect and quantify rattle noise in automotive gearboxes operating under non-stationary conditions by means of vibration or instantaneous angular speed ...of ...
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