Results 201 to 210 of about 23,472 (239)

On the nonstationarity of Internet traffic

ACM SIGMETRICS Performance Evaluation Review, 2001
Traffic variables on an uncongested Internet wire exhibit a pervasive nonstationarity. As the rate of new TCP connections increases, arrival processes (packet and connection) tend locally toward Poisson, and time series variables (packet sizes, transferred file sizes, and connection round-trip times) tend locally toward independent.
Jin Cao, William S. Cleveland, Dong Lin, Don X. Sun   +3 more
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Heterogeneity, Nonstationarity, and Duration-of-Stay Effects in Migration [PDF]

Environment and Planning A: Economy and Space, 1982
This paper briefly outlines the theoretical problem of the identification of duration-of-stay effects in migration. The empirical studies are critically reviewed with particular emphasis upon their treatment of heterogeneity and nonstationarity. New statistical tests developed by the authors are applied to Wisconsin migration data. These tests suggest
A R Pickles, R B Davies, R Crouchley
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Treatment of Some Nonstationarities in the EEG

Neuropsychobiology, 1987
In many situations, EEG recordings cannot be assumed to be second-order stationary. The definition of stationarity is reviewed and the implications of the nonstationarity of the EEG are investigated. Some methods to overcome the problem caused by the nonstationarity are discussed.
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A Multicountry Characterization of the Nonstationarity of Aggregate Output

Journal of Money, Credit and Banking, 1990
The authors compute the scaled varlogram (the variances of kth differences scaled by the variance of first differences) of the log of annual per capita real aggregate output (GDP or GNP), as measured by (1) the long series for the United States and United Kingdom; (2) Angus Maddison's (1982) long series for twelve countries; and (3) the postwar IFS ...
Kormendi, Roger C, Meguire, Philip
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Nonstationarity of dynamic cerebral autoregulation

Medical Engineering & Physics, 2013
Dynamic cerebral autoregulation (dCA), the transient response of cerebral blood flow (CBF) to rapid changes in arterial blood pressure (BP), is usually quantified by parameters extracted from time- or frequency-domain analysis. Reproducibility studies of dCA parameters and consideration of the physiological determinants of the dynamic BP-CBF ...
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A nonparametric test for slowly-varying nonstationarities

Signal Processing, 2018
Abstract This paper develops a new nonparametric method that is suitable for detecting slowly-varying nonstationarities that can be seen as trends in the time marginal of the time-varying spectrum of the signal. The rationale behind the proposed method is to measure the importance of the trend in the time marginal by using a proper test statistic ...
Baptista de Souza, Douglas, Chanussot, Jocelyn, Favre, Anne-Catherine, Borgnat, Pierre   +3 more
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The “hot hand” revisited: A nonstationarity argument

PsyCh Journal, 2012
AbstractThe “hot hand belief,” that a basketball player would experience elevated performance for a certain period of time, during which consecutive shots are made in streaks, has been suggested to be a “cognitive illusion,” because, from the basketball‐shooting data, no significant evidence has been found to reject the simple binomial model.
Yanlong, Sun, Hongbin, Wang
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The extent of nonstationarity of beta

Review of Quantitative Finance and Accounting, 1993
This paper investigates the extent of nonstationarity of beta across the firm size and the beta magnitude by suggesting the sequential parameter stationarity model and estimating change-points of betas. The high-beta firm has shorter stationary interval, which means that its beta changes more frequently than do the low-beta firm's.
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The Nonstationarity of Aggregate Output: Some Additional International Evidence

Journal of Money, Credit and Banking, 1994
In this paper, the stationarity of aggregate output is examined using the scaled variogram for a sample of twelve countries. It is argued that if the true data generating process of output is stationary around a deterministic trend with a change in mean and/or growth rate, the results of previous studies are biased.
Zelhorst, Dick, de Haan, Jakob
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Stationarity of the Market Model: Joint Tests of Process and Parameter Nonstationarity

Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration, 1987
AbstractNonstationarity of the market model is due either to the model being nonstationary (given the nature of the distribution) or to the process generating the stock returns being nonstationary (given that the parameters are stationary) or to both. We demonstrate that when the effects of process nonstationarity are isolated from the effects due to ...
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