Publications related to Stationary process

Interpretation of Continuous-Time Autoregressive Processes as Random Exponential Splines

Michaël Unser, Julien René Pierre Fageot, John Paul Ward

We consider the class of continuous-time autoregressive (CAR) processes driven by (possibly non-Gaussian) Lévy white noises. When the excitation is an impulsive noise, also known as compound Poisson noise, the associated CAR process is a random non-uniform ...

IEEE2015

Multiple phase derivative estimation using autoregressive modeling in holographic interferometry

Pramod Rastogi, Rishikesh Dilip Kulkarni

A novel technique is proposed for the direct and simultaneous estimation of multiple phase derivatives from a deformation modulated carrier fringe pattern in a multi-wave holographic interferometry set-up. The fringe intensity is represented as a spatially ...

Institute of Physics2015

Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process

Sebastian Engelke

The convergence of properly time-scaled and normalized maxima of independent standard Brownian motions to the Brown-Resnick process is well-known in the literature. In this paper, we study the extremal functional behavior of non-Gaussian processes, namely ...

Elsevier Science Bv2015

Statistical Optimality of Hermite Splines

Michaël Unser, Julien René Pierre Fageot, Virginie Sophie Uhlmann, Harshit Gupta

Hermite splines are commonly used for interpolating data when samples of the derivative are available, in a scheme called Hermite interpolation. Assuming a suitable statistical model, we demonstrate that this method is actually optimal for reconstructing r ...

IEEE2015

Fast and Accurate Inference of Plackett-Luce Models

Matthias Grossglauser, Lucas Maystre

We show that the maximum-likelihood (ML) estimate of models derived from Luce’s choice axiom (e.g., the Plackett–Luce model) can be expressed as the stationary distribution of a Markov chain. This conveys insight into several recently proposed spectral inf ...

2015

Automatic Identification and Calibration of Stochastic Parameters in Inertial Sensors

Jan Skaloud, Stéphane Guerrier

We present an algorithm for determining the nature of stochastic processes and their parameters based on the analysis of time series of inertial errors. The algorithm is suitable mainly (but not only) for situations where several stochastic processes are s ...

Wiley Periodicals, Inc2015

Stochastic Modelling of Reservoir Sedimentation in a Semi-Arid Watershed

Nicolas Jean François Pascal Ghislain Adam, Michel Pirotton

Sedimentation in large reservoirs is a major concern in semi-arid regions characterized by severe seasonal water scarcity. As a contribution to improved sediment management, this study analyses the real case of the reservoir of Sidi Yacoub in the north of ...

2015

Digital holographic moiré for the direct and simultaneous estimation of strain and slope fields

Pramod Rastogi, Rishikesh Dilip Kulkarni

A novel method is proposed for the direct and simultaneous estimation of multiple phase derivatives corresponding to strain and slope fields from a single moiré fringe pattern in digital holographic moiré. The interference field in a given row/column is a ...

Optical Society of America2014

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Stationary process

Interpretation of Continuous-Time Autoregressive Processes as Random Exponential Splines

Multiple phase derivative estimation using autoregressive modeling in holographic interferometry

Analytical approach to an integrate-and-fire model with spike-triggered adaptation

Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process

Demodulation of time series highlights impacts of hydrologic drivers on the Everglades ecosystem

Statistical Optimality of Hermite Splines

Fast and Accurate Inference of Plackett-Luce Models

Automatic Identification and Calibration of Stochastic Parameters in Inertial Sensors

Stochastic Modelling of Reservoir Sedimentation in a Semi-Arid Watershed

Digital holographic moiré for the direct and simultaneous estimation of strain and slope fields

Graph Chatbot

Chat with Graph Search

Demodulation of time series highlights impacts of hydrologic drivers on the Everglades ecosystem

Analytical approach to an integrate-and-fire model with spike-triggered adaptation

Automatic Identification and Calibration of Stochastic Parameters in Inertial Sensors

Digital holographic moiré for the direct and simultaneous estimation of strain and slope fields

Multiple phase derivative estimation using autoregressive modeling in holographic interferometry

Interpretation of Continuous-Time Autoregressive Processes as Random Exponential Splines

Statistical Optimality of Hermite Splines

Stochastic Modelling of Reservoir Sedimentation in a Semi-Arid Watershed

Fast and Accurate Inference of Plackett-Luce Models

Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process