On stationarity of elementary bilinear time-series

Łukasz Maliński; Jarosław Figwer

doi:10.1109/MMAR.2011.6031336

On stationarity of elementary bilinear time-series

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

2 Citations (Scopus)

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.

Original language	English
Title of host publication	2011 16th International Conference on Methods and Models in Automation and Robotics, MMAR 2011
Pages	157-161
Number of pages	5
DOIs	https://doi.org/10.1109/MMAR.2011.6031336
Publication status	Published - 2011
Event	2011 16th International Conference on Methods and Models in Automation and Robotics, MMAR 2011 - Miedzyzdroje, Poland Duration: 22 Aug 2011 → 25 Aug 2011

Publication series

Name	2011 16th International Conference on Methods and Models in Automation and Robotics, MMAR 2011

Conference

Conference	2011 16th International Conference on Methods and Models in Automation and Robotics, MMAR 2011
Country/Territory	Poland
City	Miedzyzdroje
Period	22/08/11 → 25/08/11

ASJC Scopus subject areas

Artificial Intelligence
Computer Vision and Pattern Recognition
Human-Computer Interaction

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10.1109/MMAR.2011.6031336

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title = "On stationarity of elementary bilinear time-series",

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.",

author = "{\L}ukasz Mali{\'n}ski and Jaros{\l}aw Figwer",

year = "2011",

doi = "10.1109/MMAR.2011.6031336",

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series = "2011 16th International Conference on Methods and Models in Automation and Robotics, MMAR 2011",

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booktitle = "2011 16th International Conference on Methods and Models in Automation and Robotics, MMAR 2011",

note = "2011 16th International Conference on Methods and Models in Automation and Robotics, MMAR 2011 ; Conference date: 22-08-2011 Through 25-08-2011",

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Maliński, Ł & Figwer, J 2011, On stationarity of elementary bilinear time-series. in 2011 16th International Conference on Methods and Models in Automation and Robotics, MMAR 2011., 6031336, 2011 16th International Conference on Methods and Models in Automation and Robotics, MMAR 2011, pp. 157-161, 2011 16th International Conference on Methods and Models in Automation and Robotics, MMAR 2011, Miedzyzdroje, Poland, 22/08/11. https://doi.org/10.1109/MMAR.2011.6031336

On stationarity of elementary bilinear time-series. / Maliński, Łukasz ; Figwer, Jarosław.
2011 16th International Conference on Methods and Models in Automation and Robotics, MMAR 2011. 2011. p. 157-161 6031336 (2011 16th International Conference on Methods and Models in Automation and Robotics, MMAR 2011).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AU - Figwer, Jarosław

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AB - 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.

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DO - 10.1109/MMAR.2011.6031336

M3 - Conference contribution

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BT - 2011 16th International Conference on Methods and Models in Automation and Robotics, MMAR 2011

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ER -

On stationarity of elementary bilinear time-series

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