Results 231 to 240 of about 5,687 (280)
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Generation of the autocorrelation sequence of an ARMA process
IEEE Transactions on Acoustics, Speech, and Signal Processing, 1985A new technique is described for generating the autocorrelation sequence of an autoregressive-moving average process. Unlike some other approaches, the method does not require a matrix inversion.
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Analysis of Autocorrelations in Dynamic Processes
Technometrics, 1994Data collected by process information and control systems are almost always correlated due to process dynamics combined with short sampling times. The traditional time series approach for dealing with autocorrelated data has been to model the autocorrelation. This modeling effort is substantially more difficult than simply treating the time series as a
Nien Fan Zhang, James F. Pollard
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Journal of Time Series Analysis, 1985
Abstract. We shall investigate the asymptotic behaviour of the sample autocorrelations and partial autocorrelations of a multiplicative ARIMA process and derive their limiting distributions. Some simulations are presented to illustrate the results obtained.
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Abstract. We shall investigate the asymptotic behaviour of the sample autocorrelations and partial autocorrelations of a multiplicative ARIMA process and derive their limiting distributions. Some simulations are presented to illustrate the results obtained.
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On the Statistical Process Control of Multivariate Autocorrelated Processes
IFAC Proceedings Volumes, 2000Abstract This paper examines how the dynamic information present in a multivariate set of data can be used to improve the performance of a monitoring scheme of the multivariate mean. Optimum performance of such a scheme requires the use of the covariance/correlation matrix of the time-lagged variables.
E. Kaskavelis +3 more
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On the partial autocorrelations for an explosive process
Communications in Statistics - Theory and Methods, 1990We obtain approximate formulae for the sampled autocovariances, and sampled serial and partial autocorrelations, arising from sufficiently long (but finite) series realisations of explosive first-order autoregressive processes. The correlation results are shown to agree closely with those derived for a length-10 simulation from the literature.
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A new renewal approximation for certain autocorrelated processes
Operations Research Letters, 2008zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mojtaba Araghi, Baris Balcioglu
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A Gaussian process approach for monitoring autocorrelated batch production processes
Quality and Reliability Engineering International, 2021AbstractIn statistical process monitoring, statistical control tools are used to identify deviations from normal operating conditions. In many industrial processes, such as batch production processes, multiple process variables must be monitored as they play a key role in the quality of the final product.
Hussam Alshraideh +3 more
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Autocorrelation processing in convergence zones
The Journal of the Acoustical Society of America, 1985The sensitivity of first and second convergence zone arrivals to small changes in source location has been examined using two simple analytic models and the NUSC Generic Sonar Model (GSM). All three models indicate that the number of arrivals and the interpath time differences vary greatly with the location of the source in a convergence zone.
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The autocorrelation function of a peak-power-limited process
Signal Processing, 1991This paper is concerned with the properties of the autocorrelation function (acf) and power spectral density (psd) function of a stationary, real-valued peak power limited (PPL) process. First, the necessary conditions satisfied by the act of a stationary PPL process is given.
Shlomo Shamai, Naftali Chayat
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MONITORING AUTOCORRELATED PROCESSES WITH WAVELETS
International Journal of Reliability, Quality and Safety Engineering, 2010This paper develops a wavelet control chart for monitoring autocorrelated processes. The procedure uses the discrete wavelet transform of the original series, and traditional control charts are applied to the stream of wavelet coefficients. Unlike other control charts for monitoring autocorrelated processes found in the literature, the wavelet control ...
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