Proceedings of the IEEE International Workshop on Applied Time Series Analysis, Beijing, 9 August 1988Chi-hau Chen |
Contents
An Approach Based | 13 |
Application of Several Time Series Models in Prediction | 37 |
A Generalized Kalman Filter with Applications to Seismic Problems | 65 |
Copyright | |
4 other sections not shown
Common terms and phrases
algorithm AMINZADEH amplitude applications Autocorrelation autoregressive average bandpass filter breath sounds classification codebook corresponding death of tumour deconvolution diseases distance distribution engine equation error extraction feature vector flaw signal forecasts formula frequency Gaussian grain noise group delay inequality input Instrumental Variables IPACS Kalman filter limit cycle linear Linear-Quadratic-Gaussian Control loss function LQG problem matrix measured method monthly death rate multi-dimensional AR model MULTI-STAGE PLANNING non-stationary time series nondestructive testing obtained optimal solution order selection paper parameters pattern recognition pattern vector performance population predicted value prediction accuracy random variables rate of death recognition system segment seismic series analysis series model SETAR model shown signal processing simulation speaker-independent spectrum statistical stochastic subset Table techniques tendency term Theorem Toeplitz matrix training set transform true order Tsinghua University ultrasonic nondestructive testing Vector Quantization waveform wavelet Wiener filter