General simulation algorithm for autocorrelated binary processes [PDF]
The apparent ubiquity of binary random processes in physics and many other fields has attracted considerable attention from the modeling community. However, generation of binary sequences with prescribed autocorrelation is a challenging task owing to the discrete nature of the marginal distributions, which makes the application of classical spectral ...
Serinaldi F, Lombardo F
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Autocorrelated process control: Geometric Brownian Motion approach versus Box-Jenkins approach [PDF]
Existing of autocorrelation will bring a significant effect on the performance and accuracy of process control if the problem does not handle carefully.
Kahar, Saliyah +13 more
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Monitoring autocorrelated process: a geometric brownian motion process approach
Autocorrelated process control is common in today's modern industrial process control practice. The current practice of autocorrelated process control is to eliminate the autocorrelation by using an appropriate model such as Box-Jenkins models or other ...
Maman A. Djauhari +3 more
core +1 more source
Cost comparisons of modified X̅ chart for autocorrelated observations
This paper presents the economic design of modified X̅ chart for autocorrelated data and comparison with the economic design of Shewhart’s X̅ chart.
Prajapati D. R.
doaj +1 more source
ON THE AUTOCORRELATION FUNCTION OF A BRP PROCESS
The autocorrelation function of a binary relaxed Poisson process is derived. The process is defined as the following series of transformations of a nonhomogeneous Poisson process: 1) the process of energy bursts (a nonhomogeneous Poisson process), 2) relaxation process of the point process, and 3) its binary transformation.For a stationary BRP process,
Takeharu ETOH, Yasuhiro HAYASHI
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Abstract Analysis of the variation in the bony structures of the inner and middle ear provides critical insights into functional morphology, as well as adaptive morphology across primates. In this study, we investigated whether ear morphology patterns are related to the ecological characteristics of species and their habitats to test two acoustic ...
Myriam Marsot +4 more
wiley +1 more source
Exploring the links between Large Igneous Provinces and dramatic environmental impact
An emerging consensus suggests that Large Igneous Provinces (LIPs) and Silicic LIPs (SLIPs) are a significant driver of dramatic global environmental and biological changes, including mass extinctions.
Yuem Park +3 more
wiley +1 more source
Spatial sampling bias in occurrence data can generate spurious environmental associations in models of species distributions and ecological niches, and can also undermine inferences based on permutation tests made using these models. Geographic randomization tests are often used to generate distributions of expected behavior under the null hypothesis ...
Dan L. Warren +4 more
wiley +1 more source
Robust Recursive Estimation for Uncertain Systems With Delayed Measurements and Noises
In this article, the problem of robust recursive estimation is studied for a class of uncertain systems with delayed measurements and delayed noises. The system model is subject to stochastic uncertainties which can be described by multiplicative noises.
Jianxin Feng +3 more
doaj +1 more source
Intraday Functional PCA Forecasting of Cryptocurrency Returns
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley +1 more source

