Dynamic Adaptive Partitioning for Nonlinear Time Series Dynamic Adaptive Partitioning for Nonlinear Time Series

نویسندگان

  • Peter B Uhlmann
  • Peter B
چکیده

We propose a dynamic adaptive partitioning scheme for nonparametric analysis of stationary nonlinear time series with values in IR d (d 1). We use information from past values to construct adaptive partitioning in a dynamic fashion which is then diierent from the more common static schemes in the regression setup. The idea of dynamic partitioning is novel. We make it constructive by proposing an approach based on quantization of the data and adaptively modelling partition cells with a parsimonious Markov chain. The methodology is formulated in terms of a model class, the so-called quantized variable length Markov chains (QVLMC). We discuss when and why such a QVLMC partitioning scheme is in some sort natural and canonical. We explore asymptotic properties and give some numerical results which reeect the nite sample behavior.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Dynamic Adaptive Partitioning for Nonlinear Time Series

We propose a dynamic adaptive partitioning scheme for nonparametric analysis of stationary nonlinear time series. It yields estimates of the whole probability distribution of the underlying process. We use information from past values to construct adaptive partitioning in a dynamic fashion which is then diierent from the more common static schemes in the regression setup. The idea of dynamic pa...

متن کامل

On the Design of Nonlinear Discrete-Time Adaptive Controller for damaged Airplane

airplane in presence of asymmetric left-wing damaged. ‎Variations of the aerodynamic parameters, mass and ‎moments of inertia, and the center of gravity due to ‎damage are all considered in the nonlinear ‎mathematical modeling. The proposed discrete-time ‎nonlinear MRAC algorithm applies the recursive least ‎square (RLS) algorithm as a parameter estimator as ‎well as the error between the real ...

متن کامل

Trajectory tracking of under-actuated nonlinear dynamic robots: Adaptive fuzzy hierarchical terminal sliding-mode control

In recent years, underactuated nonlinear dynamic systems trajectory tracking, such as space robots and manipulators with structural flexibility, has become a major field of interest due to the complexity and high computational load of these systems. Hierarchical sliding mode control has been investigated recently for these systems; however, the instability phenomena will possibly occur, especia...

متن کامل

Design and Evaluation of a Method for Partitioning and Offloading Web-based Applications in Mobile Systems with Bandwidth Constraints

Computation offloading is known to be among the effective solutions of running heavy applications on smart mobile devices. However, irregular changes of a mobile data rate have direct impacts on code partitioning when offloading is in progress. It is believed that once a rate-adaptive partitioning performed, the replication of such substantial processes due to bandwidth fluctuation can be avoid...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1998