作者: FRET 時(shí)間: 2025-3-21 22:32
Dirichlet branches bifurcating from zero,series are introduced in Sect.?1.2. In the last section we discuss the properties of the order one autoregressive stochastic process AR(1) which has the serial correlation described by a single parameter and which is a good first approximation for many noises encountered in real phenomena.作者: lanugo 時(shí)間: 2025-3-22 03:33 作者: 一起平行 時(shí)間: 2025-3-22 05:20
https://doi.org/10.1007/978-3-8349-8174-5e series with nonmonotonic trends the ACD algorithm determines one of the possible monotonic components which can be associated to the trend. As an illustration we apply the ACD algorithm to a paleoclimatic time series to determine the periods with a significant monotonic temperature variation.作者: Inclement 時(shí)間: 2025-3-22 09:06 作者: hardheaded 時(shí)間: 2025-3-22 14:14 作者: 運(yùn)動(dòng)性 時(shí)間: 2025-3-22 19:02 作者: 青石板 時(shí)間: 2025-3-22 23:35 作者: consolidate 時(shí)間: 2025-3-23 01:31 作者: 額外的事 時(shí)間: 2025-3-23 06:47 作者: Foreshadow 時(shí)間: 2025-3-23 12:39 作者: fallible 時(shí)間: 2025-3-23 14:40 作者: 關(guān)節(jié)炎 時(shí)間: 2025-3-23 18:04 作者: 滲入 時(shí)間: 2025-3-24 02:01
C?alin Vamos?,Maria Cr?aciunThe reader will be able to reproduce the original automatic algorithms for trend estimation and time series partitioning.Teaches the essential characteristics of the polynomial fitting and moving aver作者: MIME 時(shí)間: 2025-3-24 06:06
SpringerBriefs in Physicshttp://image.papertrans.cn/b/image/166462.jpg作者: 五行打油詩 時(shí)間: 2025-3-24 07:18
Dirichlet branches bifurcating from zero,ntroductory chapter we briefly present some basic notions which are used in the rest of the book. The main methods to estimate trends from noisy time series are introduced in Sect.?1.2. In the last section we discuss the properties of the order one autoregressive stochastic process AR(1) which has t作者: hazard 時(shí)間: 2025-3-24 14:31 作者: nostrum 時(shí)間: 2025-3-24 18:16 作者: GOAD 時(shí)間: 2025-3-24 19:08
https://doi.org/10.1007/BFb0099278 a single parameter, the semi-length . of the averaging window. We introduce the repeated central moving average (RCMA) which depends on an additional parameter (the number . of averagings) and allows a gradual smoothing of the time series. Using Monte Carlo experiments we analyze the properties of 作者: 縮影 時(shí)間: 2025-3-25 00:18 作者: 玉米棒子 時(shí)間: 2025-3-25 05:51 作者: 擋泥板 時(shí)間: 2025-3-25 08:06 作者: 貨物 時(shí)間: 2025-3-25 14:35
Automatic trend estimation978-94-007-4825-5Series ISSN 2191-5423 Series E-ISSN 2191-5431 作者: 人工制品 時(shí)間: 2025-3-25 17:50 作者: orient 時(shí)間: 2025-3-25 22:24
Introduction,ntroductory chapter we briefly present some basic notions which are used in the rest of the book. The main methods to estimate trends from noisy time series are introduced in Sect.?1.2. In the last section we discuss the properties of the order one autoregressive stochastic process AR(1) which has t作者: Estrogen 時(shí)間: 2025-3-26 00:50 作者: 誘導(dǎo) 時(shí)間: 2025-3-26 07:46 作者: follicle 時(shí)間: 2025-3-26 12:32 作者: laparoscopy 時(shí)間: 2025-3-26 16:13 作者: –LOUS 時(shí)間: 2025-3-26 19:59
Estimation of Monotonic Trend Segments from a Noisy Time Series, monotonic variations into many small fluctuations, but the global shape of the trend is recognizable because the trend local extrema have a larger time scale than those induced by noise. By rigorously defining the time scale of a local extremum we design an automatic algorithm to estimate the trend作者: 馬籠頭 時(shí)間: 2025-3-27 00:37 作者: 人類的發(fā)源 時(shí)間: 2025-3-27 01:51
Basic notations and definitions, noise and simple trend with small number of local extrema. The example from astrophysics shows that the optimum degree of the polynomial trend can be determined by searching the most suited stochastic model for the noise contained in the time series.作者: 榮幸 時(shí)間: 2025-3-27 05:52
https://doi.org/10.1007/BFb0099278e ratio . between the amplitudes of the trend variations and noise fluctuations and on the noise serial correlation in the same way as the accuracy of the estimated trend by polynomial fitting. The RCMA trend does not mainly depend on the number of the monotonic segments of the trend, but on the ave作者: 蔓藤圖飾 時(shí)間: 2025-3-27 10:18
2191-5423 hysics, and paleoclimatology. The numerical experiment method extensively used in our book is already in common use in computational and statistical physics.978-94-007-4824-8978-94-007-4825-5Series ISSN 2191-5423 Series E-ISSN 2191-5431 作者: 上下連貫 時(shí)間: 2025-3-27 16:32 作者: TRUST 時(shí)間: 2025-3-27 21:19 作者: gonioscopy 時(shí)間: 2025-3-27 23:35 作者: obsession 時(shí)間: 2025-3-28 04:32
