Generating Stationary Gaussian Processes Using The Spectral Representation Theorem
نویسندگان
چکیده
منابع مشابه
Spectral Representation of Stationary Processes
The spectral distribution measures the fraction of the total variance of the process γ(0) that can be attributed to a certain interval of frequencies.. If for example we have monthly data then one month corresponds to 2π, two month correspond to π, one year corresponds to π/6 . To measure the fraction of the variance generated by cyclical components of more than one year cycle length we would c...
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ژورنال
عنوان ژورنال: Mathematical Modelling in Civil Engineering
سال: 2015
ISSN: 2066-6934
DOI: 10.1515/mmce-2015-0008