搜索结果: 1-2 共查到“Stochastic Time Series”相关记录2条 . 查询时间(0.359 秒)
A Bayesian method for the analysis of deterministic and stochastic time series
methods:statistical brown dwarf
font style='font-size:12px;'>
2012/11/23
I introduce a general, Bayesian method for modelling univariate time series data assumed to be drawn from a continuous, stochastic process. The method accommodates arbitrary temporal sampling, and tak...
Analytical Determination of Fractal Structure in Stochastic Time Series
Fractal Structure Stochastic Time Series
font style='font-size:12px;'>
2010/4/8
Current methods for determining whether a time series exhibits fractal structure (FS) rely on subjective assessments on estimators of the Hurst exponent (H). Here, I introduce the Bayesian Assessment ...