Smoothness Priors Analysis of Time Series addresses some of the problems of modeling stationary and nonstationary time series primarily from a Bayesian stochastic regression "smoothness priors" state space point of view. Prior distributions on model coefficients are parametrized by hyperparameters. Maximizing the likelihood of a small number of hyperparameters permits the robust modeling of a time series with relatively complex structure and a very large number of implicitly inferred parameters. The critical statistical ideas in smoothness priors are the likelihood of the Bayesian...
Smoothness Priors Analysis of Time Series addresses some of the problems of modeling stationary and nonstationary time series primarily from a ...
The pioneering research of Hirotugu Akaike has an international reputation for profoundly affecting how data and time series are analyzed and modelled and is highly regarded by the statistical and technological communities of Japan and the world. His 1974 paper "A new look at the statistical model identification" (IEEE Trans Automatic Control, AC-19, 716-723) is one of the most frequently cited papers in the area of engineering, technology, and applied sciences (according to a 1981 Citation Classic of the Institute of Scientific Information). It introduced the broad scientific community to...
The pioneering research of Hirotugu Akaike has an international reputation for profoundly affecting how data and time series are analyzed and modelled...
This book deals with various theoretical and practical methods for real-time automatic signal processing in local (and regional) seismic networks and associated software developments, including extraction of small seismic signal from noisy observation by piecewise modeling and self-organizing state space modeling, determination of arrival time of S wave by locally multivariate stationary AT modeling, automatic interpretation of seismic signal by combining cumulativ sum and simulative annealing (CUSUM-SA), AR-filtering for local and teleseismic events, the currently high sensitivity seismic...
This book deals with various theoretical and practical methods for real-time automatic signal processing in local (and regional) seismic networks and ...