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A Robust Bayesian Dynamic Linear Model to Detect Abrupt Changes in an Economic Time Series: The Case of Puerto Rico
Dynamic Models Consumer Price Index Bayesian Robustness
2013/4/28
Economic indicators time series are usually complex with high frequency data. The traditional time series methodology requires at least a preliminary transformation of the data to get stationarity. On...
A Sub-Space Method to Detect Multiple Wireless Microphone Signals in TV Band White Space
White Space Signals in TV A Sub-Space Method to Detect Multiple
2011/3/25
The main hurdle in the realization of dynamic spectrum access (DSA) systems from physical layer perspective is the reliable sensing of low power licensed users. One such scenario shows up in the unlic...
Monitoring Procedures to Detect Unit Roots and Stationarity
Autoregressive unit root change-point control chart nonparametric smooth-ing sequential analysis weighted partial sum process
2010/3/9
When analysing time series an important issue is to decide whether the time
series is stationary or a random walk. Relaxing these notions, we consider the problem to
decide in favor of the I(0)- or ...
A Binary Control Chart to Detect Small Jumps
Binary Control Chart Small Jumps independent binary
2010/3/9
The classic N p chart gives a signal if the number of successes in a sequence of inde-
pendent binary variables exceeds a control limit. Motivated by engineering applications
in industrial image pro...