论文检索

具有概周期强度函数的非齐次泊松过程建模AI 解读

Summary We propose a model for the analysis of non-stationary point processes with almost periodic rate of occurrence. The model deals with the arrivals of events which are unequally spaced and show a pattern of periodicity or almost periodicity, such as stock transactions and earthquakes. We model the rate of occurrence of a non-homogeneous Poisson process as the sum of sinusoidal functions plus a baseline. Consistent estimates of frequencies, phases and amplitudes which…

用二元混合转移分布模型刻画带标记点过程AI 解读

We propose new probability models for the analysis of marked point processes. These models deal with the type of data that arrive or are observed in possibly unequal time intervals, such as financial transactions and earthquakes, among others. The models treat both the time between event arrivals and the observed marks as stochastic processes. We adopt a class of bivariate distributions to form the bivariate mixture transition distribution. In these models the conditional…

可谐过程的谱分析AI 解读

Spectral estimation of nonstationary but harmonizable processes is considered. Given a single realization of the process, periodogram-like and consistent estimators are proposed for spectral mass estimation when the spectral support of the process consists of lines. Such a process can arise in signals of a moving source from array data or multipath signals with Doppler stretch from a single receiver. Such processes also include periodically correlated (or cyclostationary)…