Results 241 to 250 of about 56,790 (283)

Auto‐Regressive Model for Nonstationary Stochastic Processes

Journal of Engineering Mechanics, 1988
An autoregressive model for univariate, one‐dimensional, nonstationary, Gaussian random processes with evolutionary power spectra is introduced. At the same time, an efficient technique for numerically generating sample functions of such nonstationary processes is developed.
George Deodatis, M. Shinozuka
openaire   +1 more source

Video textures using the auto-regressive process

ACM SIGGRAPH 2002 conference abstracts and applications, 2002
Recently, there have been attempts at creating 'video textures', that is, synthesising new video clips based on existing ones. Schodl et al. showed new video clips by carefully choosing sub-loops of an original video sequence that could be replayed.
Neill Campbell, Colin Dalton, David Gibson, Barry Thomas   +3 more
openaire   +1 more source

Optimal filtering of doubly stochastic auto-regressive processes

Automatica, 1999
Here the authors derive exact finite-dimensional filters for a class of doubly stochastic auto-regressive models, the parameters of such processes varying according to a nonlinear function of a Gauss-Markov process. A characterization of the general solution is provided, and examples in which the state of the filter is determined by a finite number of ...
Evans, Jamie, Krishnamurthy, Vikram
openaire   +2 more sources

Prediction of software reliability using an auto regressive process

International Journal of Systems Science, 1997
Abstract This paper proposes a procedure for predicting software reliability, using an Auto Regressive (AR) model. The parameters of the models are selected using computationally efficient numerical methods like Singular Value Decomposition ( SVD) and QR factorization.
S. CHATTERJEE, R. B. MISRA, S. S. ALAM
openaire   +1 more source

A new order selection method for auto-regressive processes

IEEE Oceanic Engineering Society. OCEANS'98. Conference Proceedings (Cat. No.98CH36259), 2002
An approximate formula for the residual variance of autoregressive modeling with the least-squares-forward (LSF) method is derived. By using this formula the statistical behavior of the residual variance is determined approximately. Based on this formula, a new sequential testing algorithm for order selection of auto-regressive processes is proposed ...
M. Karimi, M.H. Bastani
openaire   +1 more source

2-Dimensional auto-regressive process applied to edge detection

2014 22nd Signal Processing and Communications Applications Conference (SIU), 2014
Edge detection has important applications in image processing area. In addition to well-known deterministic approaches, stochastic models have been developed and validated on edge detection. In this study, a stochastic auto-regressive process method has been presented and this method applied to gray scale and color scale images.
Muammer Catak, Necati Duran
openaire   +1 more source

Exact finite-dimensional filters for doubly stochastic auto-regressive processes

IEEE Transactions on Automatic Control, 1997
The authors consider the classical scalar linear Gaussian model for the state \(x\) and observations \(y\): \[ x_{k+1} =A_{k+1} x_k+ B_{k+1} w_{k+1}, \quad y_k= C_k x_k+ d_k v_k. \] They derive an exact finite-dimensional recursive filter for the vector-valued process \(s_k\): \[ s_{k+1} =F(x_k) s_k+ u_k, \] where \(F(x)\) is a polynomial matrix in \(x\
Krishnamurthy, Vikram, Elliott, Robert J.   +1 more
openaire   +1 more source

Dynamic synthetic control method for evaluating treatment effects in auto-regressive processes

Journal of the Royal Statistical Society Series B: Statistical Methodology, 2023
Abstract Motivated by evaluating the effects of air pollution alerts on air quality, we propose the dynamic synthetic control method for micro-level data with time-varying confounders and spatial dependence under an auto-regressive model setting.
Xiangyu Zheng, Song Xi Chen
openaire   +1 more source

Practical generation of video textures using the auto-regressive process

Image and Vision Computing, 2004
Abstract Recently, there have been several attempts at creating ‘video textures’, that is, synthesising new (potentially infinitely long) video clips based on existing ones. One method for achieving this is to transform each frame of the video into an eigenspace using Principal Components Analysis so that the original sequence can be viewed as a ...
Campbell, NW, Dalton, CJ, Gibson, DP, Oziem, DJ, Thomas, BT   +4 more
openaire   +2 more sources

Nested auto-regressive processes for MPEG-encoded video traffic modeling

IEEE Transactions on Circuits and Systems for Video Technology, 2001
This paper presents a new traffic model for MPEG-encoded video sequences. The hybrid gamma/Pareto distribution is used for all three types of frames in MPEG-encoded video sequences, and the present model takes scene changes into account. The autocorrelation structure is modeled using two second-order auto-regressive (AR) processes nested with each ...
null Derong Liu, E.I. Sara, null Wei Sun
openaire   +1 more source