نتایج جستجو برای: stationarity tests
تعداد نتایج: 340213 فیلتر نتایج به سال:
In geosimulation models it is often, implicitly or explicitly, assumed that the relationship between the system state change and its explanatory processes, i.e. model structure, is stationary. Potential systemic changes influencing the stationarity of this relationship are thereby disregarded. We present a framework to assess model structure stationarity and apply it on a case study in which we...
This article proposes a test of stationarity for random fields on a regular lattice motivated by a problem arising from texture analysis. Our approach is founded on the locally stationary two-dimensional wavelet (LS2W) process model for lattice processes which has previously been used for standard texture analysis tasks such as texture discrimination and classification. We propose two variants ...
In an infinite-horizon setting, Ferejohn and Page showed that Arrow’s axioms and stationarity lead to a dictatorship by the first generation. Packel strengthened this result by proving that no collective choice rule generating complete social preferences can satisfy unlimited domain, weak Pareto and stationarity. We prove that a domain restriction can be imposed and completeness can be dropped ...
In this paper, we deal with strong stationarity conditions for mathematical programs with equilibrium constraints (MPEC). The main task in deriving these conditions consists in calculating the Fréchet normal cone to the graph of the solution mapping associated with the underlying generalized equation of the MPEC. We derive an inner approximation to this cone, which is exact under an additional ...
The probabilistic properties of R-valued Markov-Switching ARMA processes with a general state space parameter chain are analysed. Stationarity and ergodicity conditions are given and a feasible general stationarity condition based on a tailor-made norm is introduced. Moreover, it is shown that causality of all individual regimes is neither a necessary nor a sufficient criterion for strict negat...
Many random phenomena in the environmental and geophysical sciences are functions of both space and time; these are usually called spatio-temporal processes. Typically, the spatio-temporal process is observed over discrete equidistant time and at irregularly spaced locations in space. One important aim is to develop statistical models based on what is observed. While doing so a commonly used as...
The goal of this paper is to improve learning for multivariate processes whose structure is dependent on some known graph topology. Typically, the graph information is incorporated to the learning process via a smoothness assumption postulating that the values supported on well connected vertices exhibit small variations. We argue that smoothness is not enough. To capture the behavior of comple...
Testing the stationarity of real traffic remains a problem worth studying. Due to the importance of traffic theory in the Internet, to find a solution to such a problem brooks no delay. This paper presents a way to do the weak stationarity test of traffic with long-range dependence (LRD) as a single history traffic series of finite length. How to apply this method to real traffic on a packet-by...
This article investigates extremality, stationarity, and regularity properties of infinite collections of sets in Banach spaces. Our approach strongly relies on the machinery developed for finite collections. When dealing with an infinite collection of sets, we examine the behaviour of its finite subcollections. This allows us to establish certain primaldual relationships between the stationari...
This paper proposes an analysis of asymptotically mean stationary (AMS) communication channels. A hierarchy based on stability properties (stationarity, quasi-stationarity, recurrence and asymptotically mean stationarity) of channels is identified. Stationary channels are a subclass of quasi-stationary channels which are a subclass of recurrent AMS channels which are a subclass of AMS channels....
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