Moving averages of ergodic processes

Metrika ◽  
1977 ◽  
Vol 24 (1) ◽  
pp. 35-43 ◽  
Author(s):  
A. del Junco ◽  
J. M. Steele
2015 ◽  
Vol 11 (07) ◽  
pp. 2175-2189
Author(s):  
Haibo Chen ◽  
Xiaohua Wang ◽  
Zhixiong Wen

In this paper, the Hausdorff dimensions of level sets described by two kinds of moving averages are determined. The dissimilar results complement the work of Pfaffelhuber [Moving shift averages for ergodic transformation, Metrika22 (1975) 97–101] and del Junco and Steele [Moving averages of ergodic processes, Metrika24 (1977) 35–43], and reveal simultaneously that the two moving averages are of different convergence processes in the ergodic theory.


Energies ◽  
2021 ◽  
Vol 14 (4) ◽  
pp. 1201
Author(s):  
Daniel dos Santos Mota ◽  
Elisabetta Tedeschi

The Conservative Power Theory (CPT) emerged in recent decades as a theoretical framework for coping with harmonically distorted and unbalanced electric networks of ac power systems with a high participation of converter interfaced loads and generation. The CPT measurements are intrinsically linked to moving averages (MA) over one period of the grid. If the CPT is to be used in a low-inertia isolated-grid scenario, which is subjected to frequency variations, adaptive moving averages (AMA) are necessary. This paper reviews an efficient way of computing MAs and turns it into an adaptive one. It shows that an easily available variable time delay block, from MATLAB, causes steady-state errors in the measurements when the grid frequency varies. A new variable time delay block is, thus, proposed. Nonetheless, natural pulsations in the instantaneous power slip through MAs when the discrete moving average window does not fit perfectly the continuously varying period of the grid. A method consisting of weighing two MAs is reviewed and a new and effective hybrid AMA is proposed. The CPT transducers with the different choices of AMAs are compared via computer simulations of a single-phase voltage source feeding either a linear or a nonlinear load.


2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Hiroyuki Kawakatsu

AbstractThis paper considers a class of multivariate ARCH models with scalar weights. A new specification with hyperbolic weighted moving average (HWMA) is proposed as an analogue of the EWMA model. Despite the restrictive dynamics of a scalar weight model, the proposed model has a number of advantages that can deal with the curse of dimensionality. The empirical application illustrates that the (pseudo) out-of-sample multistep forecasts can be surprisingly more accurate than those from the DCC model.


2017 ◽  
Vol 2017 ◽  
pp. 1-9 ◽  
Author(s):  
Ying Yu ◽  
Yirui Wang ◽  
Shangce Gao ◽  
Zheng Tang

With the impact of global internationalization, tourism economy has also been a rapid development. The increasing interest aroused by more advanced forecasting methods leads us to innovate forecasting methods. In this paper, the seasonal trend autoregressive integrated moving averages with dendritic neural network model (SA-D model) is proposed to perform the tourism demand forecasting. First, we use the seasonal trend autoregressive integrated moving averages model (SARIMA model) to exclude the long-term linear trend and then train the residual data by the dendritic neural network model and make a short-term prediction. As the result showed in this paper, the SA-D model can achieve considerably better predictive performances. In order to demonstrate the effectiveness of the SA-D model, we also use the data that other authors used in the other models and compare the results. It also proved that the SA-D model achieved good predictive performances in terms of the normalized mean square error, absolute percentage of error, and correlation coefficient.


2012 ◽  
Vol 40 (5) ◽  
pp. 1091-1122 ◽  
Author(s):  
ROBERT DALAND

ABSTRACTWhat are the sources of variation in the input, and how much do they matter for language acquisition? This study examines frequency variation in manner-of-articulation classes in child and adult input. The null hypothesis is that segmental frequency distributions of language varieties are unigram (modelable by stationary, ergodic processes), and that languages are unitary (modelable as a single language variety). Experiment I showed that English segments are not unigram; they exhibit a ‘bursty’ distribution in which the local frequency varies more than expected by chance alone. Experiment II showed the English segments are approximately unitary: the natural background variation in segmental frequencies that arises within a single language variety is much larger than numerical differences across varieties. Variation in segmental frequencies seems to be driven by variation in discourse topic; topic-associated words cause bursts/lulls in local segmental frequencies. The article concludes with some methodological recommendations for comparing language samples.


Bernoulli ◽  
2006 ◽  
Vol 12 (2) ◽  
pp. 251-269 ◽  
Author(s):  
Andrew B. Nobel

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