Results 101 to 110 of about 4,102,538 (267)

A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces

International Statistical Review, EarlyView.
Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri, Bernardo Nipoti, Emilio Porcu, Philip White   +3 more
wiley   +1 more source

Confidence Lipschitz classifiers: an instrument of guaranteed reliability

Научно-технический вестник информационных технологий, механики и оптики
A new method of guaranteed solution for multiclass classification problem of stochastic objects is proposed. Within the framework of the proposed approach, the classification result is a finite set of class indices which with a predetermined confidence ...
A. V. Timofeev
doaj   +1 more source

On finite lipschitz Orlicz-Sobolev classes

Владикавказский математический журнал, 2015
Найдено достаточное условие конечной липшицевости гомеоморфизмов класса Орлича - Соболева W1,φloc при наличии условия типа Кальдерона на φ.
openaire   +1 more source

Gradual Changes in Functional Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of detecting gradual changes in the sequence of mean functions from a not necessarily stationary functional time series. Our approach is based on the maximum deviation (calculated over a given time interval) between a benchmark function and the mean functions at different time points.
Patrick Bastian, Holger Dette
wiley   +1 more source

INTEGRABILITY OF q -BESSEL FOURIER TRANSFORMS WITH GOGOLADZE – MESKHIA TYPE WEIGHTS

Проблемы анализа
In the paper, we consider the 𝑞-integrability of functions 𝜆(𝑡)|ℱ𝑞,𝜈 (𝑓)(𝑡)|𝑟, where 𝜆(𝑡) is a Gogoladze-Meskhia-Moricz type weight and ℱ𝑞,𝜈(𝑓)(𝑡) is the 𝑞-Bessel Fourier transforms of a function 𝑓 from generalized integral Lipschitz classes.
Yu. I. Krotova
doaj   +1 more source

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth, Gregory Rice, Jeremy VanderDoes   +2 more
wiley   +1 more source

Approximation by double Walsh polynomials

International Journal of Mathematics and Mathematical Sciences, 1992
We study the rate of approximation by rectangular partial sums, Cesàro means, and de la Vallée Poussin means of double Walsh-Fourier series of a function in a homogeneous Banach space X.
Ferenc Móricz
doaj   +1 more source

Nonparametric Detection of a Time‐Varying Mean

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose a nonparametric portmanteau test for detecting changes in the unconditional mean of a univariate time series which may display either long or short memory. Our approach is designed to have power against, among other things, cases where the mean component of the series displays abrupt level shifts, deterministic trending behaviour ...
Fabrizio Iacone, A. M. Robert Taylor
wiley   +1 more source

Detecting Relevant Deviations From the White Noise Assumption for Non‐Stationary Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of detecting deviations from a white noise assumption in time series. Our approach differs from the numerous methods proposed for this purpose with respect to two aspects. First, we allow for non‐stationary time series. Second, we address the problem that a white noise test is usually not performed because one believes ...
Patrick Bastian
wiley   +1 more source

Adaptive Estimation for Weakly Dependent Functional Times Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under 𝕃p−m‐approximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro, Valentin Patilea, Myriam Vimond   +2 more
wiley   +1 more source