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STATIONARY AND NON‐STATIONARY STATE SPACE MODELS

Journal of Time Series Analysis, 1994
Abstract. The concepts of time invariance, stationarity, non‐stationarity and immemorial time are considered for state space models (SSMs). Necessary and sufficient conditions for stationarity are given and connected with standard conditions. Expressions are given for the unconditional mean and covariance matrix of the state of a time‐immemorial SSM ...
De Jong, Piet, Chu-Chun-Lin, Singfat
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Stationary Cardinals

Archive for Mathematical Logic, 1993
Let \(\kappa\) be an uncountable cardinal. A subset \(A\subseteq \kappa\) is said to be a 1-club set if \(A\) is stationary and every stationary reflection point belongs to \(A\). It is clear that this definition is a generalization of the definition of closed unbounded sets.
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Stationary clock changes on stationary processes

Signal Processing, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Stationary Waves on the Sphere

SIAM Journal on Applied Mathematics, 2015
This paper deals with a reaction-diffusion equation on a unit sphere \[ \frac{\partial u}{\partial t} = D \nabla_S^2 u + \Psi (u,\sigma) \eqno (1) \] where \[ \nabla_S^2 := \frac{1}{\sin x} \frac{ \partial}{\partial x} (\sin x \frac{\partial}{\partial x}) = \frac{\partial^2}{\partial x^2} + \cot x \frac{\partial}{\partial x}, \] \(D > 0\) and \(\Psi (u,
Slawomir Bialecki   +2 more
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STATIONARY DEFAULT EXTENSIONS

Fundamenta Informaticae, 1994
Default logic, introduced by Reiter proved to be an important non- monotonic formalism with applications extending over a variety of areas. In particular, default logic is closely related to logic programming. In this paper we introduce the class of so called stationary extensions of a default theory.
Halina Przymusinska   +1 more
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On stationary and cycle-stationary sequences

Bulletin of the Brazilian Mathematical Society, 2002
Let \(Z=(Z_k)\) be a stationary sequence with a state space \((E, {\mathcal E})\). Let \(A\in {\mathcal E}\) be such a set that the events \(\{Z_n\in A\}\) occur infinitely many times for both negative and positive \(n\). The times \(n\) when the events occur are called points. The points split the process into a two-sided sequence of cycles.
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Riemann Integral Operator for Stationary and Non-Stationary Processes

Cybernetics and Systems Analysis, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Alexandrovich, I. M.   +4 more
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The stationary and non-stationary wind profile

pure and applied geophysics, 1965
A method is presented which permits the separation of the non-stationary part of the wind profile from the stationary or smoothed profile. Very little a priori assumption is made, thus, the results can be considered to render information of general purpose.
Oskar Essenwanger, Novella S. Billions
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Clustering univariate time series into stationary and non-stationary

2010 Seventh International Conference on Fuzzy Systems and Knowledge Discovery, 2010
Lots of researchers have paid attention to time series clustering in recent years. This paper studies the stationarity analysis for autoregressive and moving average models of time series with clustering, firstly presents a set of nonlinear functions, or rather the square function along with logarithmic function to better autocorrelation function ...
Heshan Guan   +3 more
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Stationary and non-stationary dynamics of discrete square membrane

Communications in Nonlinear Science and Numerical Simulation, 2020
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Irina P. Koroleva (Kikot)   +1 more
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