A Novel Approach for Nonstationary Time Series Analysis with Time-Invariant Correlation Coefficient
We will concentrate on the modeling and analysis of a class of nonstationary time series, called correlation coefficient stationary series, which commonly exists in practical engineering. First, the concept and scope of correlation coefficient stationary series are discussed to get a better understa...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2014-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2014/148432 |