Cyclostationarity: Theory and Methods III

Contributions to the 9th Workshop on Cyclostationary Systems and Their Applications, Grodek, Poland, 2016
Softcover Nachdruck of the original 1. Auflage 2017
ISBN: 978-3-319-84653-8
Verlag: Springer International Publishing

Buch, Englisch, Band 6, 257 Seiten, Previously published in hardcover, Format (B × H): 155 mm x 235 mm, Gewicht: 411 g

Reihe: Applied Condition Monitoring

This book gathers contributions presented at the 9th Workshop on Cyclostationary Systems and Their Applications, held in Gródek nad Dunajcem, Poland in February 2016. It includes both theory-oriented and practice-oriented chapters. The former focus on heavy-tailed time series and processes, PAR models, rational spectra for PARMA processes, covariance invariant analysis, change point problems, and subsampling for time series, as well as the fraction-of-time approach, GARMA models and weak dependence. In turn, the latter report on case studies of various mechanical systems, and on stochastic and statistical methods, especially in the context of damage detection. The book provides students, researchers and professionals with a timely guide to cyclostationary systems, nonstationary processes and relevant engineering applications.

Zielgruppe

Research

Autoren/Hrsg.

Chaari, Fakher

Leskow, Jacek

Wylomanska, Agnieszka

Napolitano, Antonio

Zimroz, Radoslaw

Fachgebiete

• Technische Wissenschaften Maschinenbau | Werkstoffkunde Produktionstechnik Zuverlässigkeitstechnik
• Technische Wissenschaften Maschinenbau | Werkstoffkunde Technische Mechanik | Werkstoffkunde Statik, Dynamik, Kinetik, Kinematik
• Technische Wissenschaften Elektronik | Nachrichtentechnik Nachrichten- und Kommunikationstechnik Regelungstechnik
• Technische Wissenschaften Elektronik | Nachrichtentechnik Nachrichten- und Kommunikationstechnik Signalverarbeitung
• Technische Wissenschaften Maschinenbau | Werkstoffkunde Maschinenbau Triebwerkstechnik, Energieübertragung

Inhaltsverzeichnis

From the content: Weak Dependence: An Introduction Through Asymmetric ARCH Models.- Subsampling for Non-Stationary Time Series With Long Memory and Heavy Tails Using Weak Dependence Condition.- Change-Point Problem in the Fraction of Time Approach.