JSTOR Daily

Consistent Classification of Nonstationary Time Series Using Stochastic Wavelet Representations

Consider the situation when we have training data containing many time series having known group membership and testing data with unknown group membership. The goals are to find timescale features ...
uni

Theory of stochastic processes

Stochastic processes are at the center of probability theory, both from a theoretical and an applied viewpoint. Stochastic processes have applications in many disciplines such as physics, computer ...
JSTOR Daily

Stochastic integral representations and classification of sum- and max-infinitely divisible processes

Introduced is the notion of minimality for spectral representations of sum- and max-infinitely divisible processes and it is shown that the minimal spectral representation on a Borel space exists and ...
EDN

Understanding stochastic process disturbances and the discrete time domain

Editor's note: As the following article is a chapter (Chapter 8) from David Koenig's book, Practical Control Engineering: Guide for Engineers, Managers, and Practitioners (MATLAB Examples) (McGraw ...
lse

Stochastic Processes

This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Financial Mathematics and Statistics, BSc in Mathematics ...
lse

Stochastic Processes

This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Financial Mathematics and Statistics, BSc in Mathematics ...