Representation of Multiplicative Vector Autoregressive Moving Average Processes

Date

2004-08-01

Author

Yozgatlıgil, Ceylan

Metadata

Show full item record

Item Usage Stats

32
views

0
downloads

URI

https://hdl.handle.net/11511/82014

Collections

Unverified, Conference / Seminar

Suggestions

OpenMETU
Core

Representation of Multiplicative Seasonal Vector Autoregressive Moving Average Models Yozgatlıgil, Ceylan (Informa UK Limited, 2009-11-01) Time series often contain observations of several variables and multivariate time series models are used to represent the relationship between these variables. There are many studies on vector autoregressive moving average (VARMA) models, but the representation of multiplicative seasonal VARMA models has not been seriously studied. In a multiplicative vector model, such as a seasonal VARMA model, the representation is not unique because of the noncommutative property of matrix multiplication. In this articl...
Representation of Covariance Matrices in Track Fusion Problems Guenay, Melih; Demirekler, Mübeccel (2008-04-22) Covariance matrix representation problem arised especially from the necessity of the knowledge of covariance matrix information in track fusion algorithms. "Representation" means representing the covariance matrix with its exact or approximate parameters. In this study, representation methods for covariances matrices are proposed and approximate representations is analyzed by Kullback-Leibler distance. We assume that state vector is Gausssan distributed and the means are the same for both the representation...
Representation of covariance matrices in track fusion problems Günay, Melih; Demirekler, Mübeccel; Department of Electrical and Electronics Engineering (2007) Covariance Matrix in target tracking algorithms has a critical role at multi- sensor track fusion systems. This matrix reveals the uncertainty of state es- timates that are obtained from diferent sensors. So, many subproblems of track fusion usually utilize this matrix to get more accurate results. That is why this matrix should be interchanged between the nodes of the multi-sensor tracking system. This thesis mainly deals with analysis of approximations of the covariance matrix that can best represent this...
Representation of IEEE AVR models for transient stability studies Yadipour, Reza; Sevaioğlu, Osman; Department of Electrical and Electronics Engineering (1989)
Representation of human brain by mesh networks Önal Ertuğrul, Itır; Yarman Vural, Fatoş Tunay; Department of Computer Engineering (2017) In this thesis, we propose novel representations to extract discriminative information in functional Magnetic Resonance Imaging (fMRI) data for cognitive state and gender classification. First, we model the local relationship among a set of fMRI time series within a neighborhood by considering temporal information obtained from all measurements in time series. The estimated local relationships, called Mesh Arc Descriptors (MADs), are employed to represent information in fMRI data. Second, we adapt encoding ...

Citation Formats

C. Yozgatlıgil, “Representation of Multiplicative Vector Autoregressive Moving Average Processes,” 2004, Accessed: 00, 2021. [Online]. Available: https://hdl.handle.net/11511/82014.