{"title":"初等双线性时间序列的平稳性","authors":"Lukasz Malinski, J. Figwer","doi":"10.1109/MMAR.2011.6031336","DOIUrl":null,"url":null,"abstract":"In the paper stationarity of random processes obtained from elementary bilinear time-series models is analysed. It is shown in the presented analysis that elementary bilinear time-series models can be interpreted as linear time-series with time varying random parameters. The analysis is illustrated by simulation experiments showing time dependencies of some statistical moments of the discussed random processes.","PeriodicalId":440376,"journal":{"name":"2011 16th International Conference on Methods & Models in Automation & Robotics","volume":"266 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2011-09-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":"{\"title\":\"On stationarity of elementary bilinear time-series\",\"authors\":\"Lukasz Malinski, J. Figwer\",\"doi\":\"10.1109/MMAR.2011.6031336\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In the paper stationarity of random processes obtained from elementary bilinear time-series models is analysed. It is shown in the presented analysis that elementary bilinear time-series models can be interpreted as linear time-series with time varying random parameters. The analysis is illustrated by simulation experiments showing time dependencies of some statistical moments of the discussed random processes.\",\"PeriodicalId\":440376,\"journal\":{\"name\":\"2011 16th International Conference on Methods & Models in Automation & Robotics\",\"volume\":\"266 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2011-09-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"5\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2011 16th International Conference on Methods & Models in Automation & Robotics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/MMAR.2011.6031336\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2011 16th International Conference on Methods & Models in Automation & Robotics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/MMAR.2011.6031336","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
On stationarity of elementary bilinear time-series
In the paper stationarity of random processes obtained from elementary bilinear time-series models is analysed. It is shown in the presented analysis that elementary bilinear time-series models can be interpreted as linear time-series with time varying random parameters. The analysis is illustrated by simulation experiments showing time dependencies of some statistical moments of the discussed random processes.
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