Cyclostationarity: Theory and Methods III

Contributions to the 9th Workshop on Cyclostationary Systems and Their Applications, Grodek, Poland, 2016

Agnieszka Wylomanska (Hrsg.), Radoslaw Zimroz (Hrsg.), Jacek Leskow (Hrsg.), Fakher Chaari (Hrsg.), Antonio Napolitano (Hrsg.)

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Naturwissenschaften, Medizin, Informatik, Technik / Maschinenbau, Fertigungstechnik

Beschreibung

This book gathers contributions presented at the 9th Workshop on Cyclostationary Systems and Their Applications, held in Gródek nad Dunajcem, Poland in February 2016. It includes both theory-oriented and practice-oriented chapters. The former focus on heavy-tailed time series and processes, PAR models, rational spectra for PARMA processes, covariance invariant analysis, change point problems, and subsampling for time series, as well as the fraction-of-time approach, GARMA models and weak dependence. In turn, the latter report on case studies of various mechanical systems, and on stochastic and statistical methods, especially in the context of damage detection. The book provides students, researchers and professionals with a timely guide to cyclostationary systems, nonstationary processes and relevant engineering applications.

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Schlagwörter

AR Filtering, Rational Spectra, PAR Models, Periodically Correlated Random Processes, Periodically Stationary, Workshop on Nonstationary Systems 2016, Autoregressive Models, Mechanical Systems with Backlash, Non-Stationary Time Series, ARCH Models, Damage Detection in Rotating Machines, PARMA Systems