DocumentCode
3466125
Title
On stationarity of elementary bilinear time-series
Author
Malinski, L. ; Figwer, Jaroslaw
Author_Institution
Inst. of Automatics, Silesian Univ. of Technol., Gliwice, Poland
fYear
2011
fDate
22-25 Aug. 2011
Firstpage
157
Lastpage
161
Abstract
In the paper stationarity of random processes obtained from elementary bilinear time-series models is analysed. It is shown in the presented analysis that elementary bilinear time-series models can be interpreted as linear time-series with time varying random parameters. The analysis is illustrated by simulation experiments showing time dependencies of some statistical moments of the discussed random processes.
Keywords
random processes; time series; elementary bilinear time-series models; linear time-series; random processes stationarity; simulation experiments; statistical moments; time varying random parameters; Analytical models; Biological system modeling; Finite element methods; Mathematical model; Predictive models; Random processes; Time series analysis;
fLanguage
English
Publisher
ieee
Conference_Titel
Methods and Models in Automation and Robotics (MMAR), 2011 16th International Conference on
Conference_Location
Miedzyzdroje
Print_ISBN
978-1-4577-0912-8
Type
conf
DOI
10.1109/MMAR.2011.6031336
Filename
6031336
Link To Document