58 citations · 298 across the 19 of their papers we have counts for
4 papers · 1 filter
Assessment of background noise properties in time and time-frequency domains in the context of vibration-based local damage detection in real environment
Katarzyna Skowronek, Tomasz Barszcz, Jerome Antoni +2
Any measurement in condition monitoring applications is associated with disturbing noise. Till now, most of the diagnostic procedures have assumed the Gaussian distribution for the…
The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1
Prashant Giri, Aleksandra Grzesiek, Wojciech Żuławiński +2
The time series with periodic behavior, such as the periodic autoregressive (PAR) models belonging to the class of the periodically correlated processes, are present in various rea…
Identification and validation of periodic autoregressive model with additive noise: finite-variance case
Wojciech Żuławiński, Aleksandra Grzesiek, Radosław Zimroz +1
In this paper, we address the problem of modeling data with periodic autoregressive (PAR) time series and additive noise. In most cases, the data are processed assuming a noise-fre…
The expectation-maximization algorithm for autoregressive models with normal inverse Gaussian innovations
Monika S. Dhull, Arun Kumar, Agnieszka Wylomanska
The autoregressive (AR) models are used to represent the time-varying random process in which output depends linearly on previous terms and a stochastic term (the innovation). In t…