The Locally Stationary AR Model

2010 ◽  
pp. 147-158
Keyword(s):  
2019 ◽  
Vol 33 (4) ◽  
pp. 83-112
Author(s):  
Sangwon Eum ◽  
◽  
Hosun Rhim ◽  
Youngmi Han

1989 ◽  
Vol 21 (10-11) ◽  
pp. 1161-1172 ◽  
Author(s):  
M. Hiraoka ◽  
K. Tsumura

The authors have been developing a hierarchical control system for the activated sludge process which consists of an upper level system controlling long-term seasonal variations, a control system of intermediate level aiming at optimization of the process and a control system of lower level controlling diurnal changes or hourly fluctuations. The control system using the multi-variable statistical model is one of the most appropriate control systems based on the modern control theory, for applying the lower level control of the activated sludge process. This paper introduces our efforts for developing the reliable data acquisition system, the control experiments applying the AR-model, one of the statistical models which were conducted at a pilot plant and present studies on the system identification and control at a field sewage treatment plant.


2013 ◽  
Vol 12 (04) ◽  
pp. 1350022 ◽  
Author(s):  
T. D. FRANK ◽  
S. MONGKOLSAKULVONG

Two widely used concepts in physics and the life sciences are combined: mean field theory and time-discrete time series modeling. They are merged within the framework of strongly nonlinear stochastic processes, which are processes whose stochastic evolution equations depend self-consistently on process expectation values. Explicitly, a generalized autoregressive (AR) model is presented for an AR process that depends on its process mean value. Criteria for stationarity are derived. The transient dynamics in terms of the relaxation of the first moment and the stationary response to fluctuations in terms of the autocorrelation function are discussed. It is shown that due to the stochastic feedback via the process mean, transient and stationary responses may exhibit qualitatively different temporal patterns. That is, the model offers a time-discrete description of many-body systems that in certain parameter domains feature qualitatively different transient and stationary response dynamics.


2012 ◽  
Vol 512-515 ◽  
pp. 803-808
Author(s):  
Ji Long Tong ◽  
Zeng Bao Zhao ◽  
Wen Yu Zhang

This paper presents a new strategy in wind speed prediction based on AR model and wavelet transform.The model uses the adjacent data for short-term wind speed forecasting and the data of the same moment in earlier days for long-term wind speed prediction at that moment,taking the similarity of wind speed at the same moment every day into account.Using the new model to analyze the wind speed of An-xi,China in April,2010,this paper concludes that the model is effective for that the correlation coefficient between the predicted value and the original data is larger than 0.8 when the prediction is less than 48 hours;while the prediction time is long ahead (48-120h),the error is acceptable (within 40%),which demonstrates that the new method is a novel and good idea for prediction on wind speed.


2006 ◽  
Vol 18 (06) ◽  
pp. 276-283 ◽  
Author(s):  
ROBERT LIN ◽  
REN-GUEY LEE ◽  
CHWAN-LU TSENG ◽  
YAN-FA WU ◽  
JOE-AIR JIANG

A multi-channel wireless EEG (electroencephalogram) acquisition and recording system is developed in this work. The system includes an EEG sensing and transmission unit and a digital processing circuit. The former is composed of pre-amplifiers, filters, and gain amplifiers. The kernel of the later digital processing circuit is a micro-controller unit (MCU, TI-MSP430), which is utilized to convert the EEG signals into digital signals and fulfill the digital filtering. By means of Bluetooth communication module, the digitized signals are sent to the back-end such as PC or PDA. Thus, the patient's EEG signal can be observed and stored without any long cables such that the analogue distortion caused by long distance transmission can be reduced significantly. Furthermore, an integrated classification method, consisting of non-linear energy operator (NLEO), autoregressive (AR) model, and bisecting k-means algorithm, is also proposed to perform EEG off-line clustering at the back-end. First, the NLEO algorithm is utilized to divide the EEG signals into many small signal segments according to the features of the amplitude and frequency of EEG signals. The AR model is then applied to extract two characteristic values, i.e., frequency and amplitude (peak to peak value), of each segment and to form characteristic matrix for each segment of EEG signal. Finally, the improved modified k-means algorithm is utilized to assort similar EEG segments into better data classification, which allows accessing the long-term EEG signals more quickly.


Author(s):  
ZONG-CHANG YANG

Climate variability and its changes are issues of broader global concern. This study addresses the annual air temperature movement evaluation and forecasting based on principal component analysis (PCA). An Eigen-temperature model for describing the annual air temperature movement by employing PCA is introduced. Subspace for evaluation is generated by selecting principal orthogonal eigenvectors of covariance matrix of temperature data. The principal eigenvectors are called "Eigen-temperatures", since they are eigenvectors and each temperature movement is described by them. Each temperature movement is projected onto the subspace of eigenspace, and described by a linear combination of the Eigen-temperatures. Then, a forecast method for the temperature movement by employing the Eigen-temperatures is proposed. Forecast is implemented with polynomial curve fitting algorithm to estimate subsequent representation weights for the subsequent temperature movement with respect to the "Eigen-temperatures" generated by its previous temperature movements. The proposed Eigen-temperature model is applied to evaluation and forecasting for annual temperature movement at Tongchuan observation station of China from 1962 to 1971 and from 1994 to 2002. Experimental results agreeing well with actual observation values show workability of the proposed. Result analysis indicates its effectiveness that the proposed Eigen-temperature model is outperforming the classical AR model and the BP-ANN on the forecast tasks.


1997 ◽  
Vol 6 (3) ◽  
pp. 407-413 ◽  
Author(s):  
A. Sarkar ◽  
K.M.S. Sharma ◽  
R.V. Sonak

2016 ◽  
Vol 79 ◽  
pp. 30-46 ◽  
Author(s):  
Feng Deng ◽  
Changchun Bao

Sign in / Sign up

Export Citation Format

Share Document