Title :
On stationarity of elementary bilinear time-series
Author :
Malinski, L. ; Figwer, Jaroslaw
Author_Institution :
Inst. of Automatics, Silesian Univ. of Technol., Gliwice, Poland
Abstract :
In the paper stationarity of random processes obtained from elementary bilinear time-series models is analysed. It is shown in the presented analysis that elementary bilinear time-series models can be interpreted as linear time-series with time varying random parameters. The analysis is illustrated by simulation experiments showing time dependencies of some statistical moments of the discussed random processes.
Keywords :
random processes; time series; elementary bilinear time-series models; linear time-series; random processes stationarity; simulation experiments; statistical moments; time varying random parameters; Analytical models; Biological system modeling; Finite element methods; Mathematical model; Predictive models; Random processes; Time series analysis;
Conference_Titel :
Methods and Models in Automation and Robotics (MMAR), 2011 16th International Conference on
Conference_Location :
Miedzyzdroje
Print_ISBN :
978-1-4577-0912-8
DOI :
10.1109/MMAR.2011.6031336
