Periodically correlated random processes: Application in early diagnostics of mechanical systems
Sign Up to like & getrecommendations! Published in 2017 at "Mechanical Systems and Signal Processing"
DOI: 10.1016/j.ymssp.2016.06.022
Abstract: Abstract The covariance and spectral characteristics of periodically correlated random processes (PCRP) are used to describe the state of rotary mechanical systems and in their fault detection. The methods for estimation of mean function, covariance… read more here.
Keywords: correlated random; periodically correlated; processes application; mechanical systems ... See more keywords
Block bootstrap for periodic characteristics of periodically correlated time series
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Nonparametric Statistics"
DOI: 10.1080/10485252.2017.1404060
Abstract: ABSTRACT This research is dedicated to the study of periodic characteristics of periodically correlated time series such as seasonal means, seasonal variances and autocovariance functions. Two bootstrap methods are used: the extension of the usual… read more here.
Keywords: periodically correlated; periodic characteristics; characteristics periodically; bootstrap ... See more keywords