Combining Bayesian method and Kalman smoother for detection additive outlier patches in autoregressive time series

2018 ◽  
Vol 48 (7) ◽  
pp. 2191-2209
Author(s):  
Farideh Mohammadinia ◽  
Rahim Chinipardaz
Keyword(s):  
Time Series ◽  
Bayesian Method ◽  
Autoregressive Time Series ◽  
Kalman Smoother ◽  
Additive Outlier

Prediction of Surge Motion Response of Floating Structure Using Kalman Smoother Adaptive Filters Based Time-Domain Volterra Model

2014 ◽  
Vol 660 ◽  
pp. 799-803
Author(s):  
Edwar Yazid ◽  
M.S. Liew ◽  
Setyamartana Parman ◽  
V.J. Kurian ◽  
C.Y. Ng
Keyword(s):  
Time Series ◽  
Transfer Function ◽  
Time Domain ◽  
Adaptive Filters ◽  
Low Frequency ◽  
Volterra Model ◽  
Floating Structure ◽  
Frequency Responses ◽  
Kalman Smoother ◽  
System Output

This work presents an approachto predict the low frequency and wave frequency responses (LFR and WFR) of afloating structure using Kalman smoother adaptive filters based time domain Volterramodel. This method utilized time series of a measured wave height as systeminput and surge motion as system output and used to generate the linear andnonlinear transfer function (TFs). Based on those TFs, predictions of surgemotion in terms of LFR and WFR were carried out in certain frequency ranges ofwave heights. The applicability of the proposed method is then applied in ascaled 1:100 model of a semisubmersible prototype.

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