Find link

language:

Find link is a tool written by Edward Betts.

Longer titles found: Matérn covariance function (view), Rational quadratic covariance function (view)

searching for Covariance function 28 found (59 total)

Cross-correlation (4,089 words) [view diff] exact match in snippet view article find links to article

processes that are jointly wide-sense stationary. Then the cross-covariance function and the cross-correlation function are given as follows. R X Y ⁡

Bayesian interpretation of kernel regularization (2,780 words) [view diff] exact match in snippet view article find links to article

of Gaussian processes, where the kernel function is known as the covariance function. Kernel methods have traditionally been used in supervised learning

Cross-covariance (1,365 words) [view diff] exact match in snippet view article find links to article

{\displaystyle \{Y(t)\}} denote stochastic processes. Then the cross-covariance function of the processes K X Y {\displaystyle K_{XY}} is defined by:: p.172

Autocorrelation (5,833 words) [view diff] exact match in snippet view article find links to article

defined. Subtracting the mean before multiplication yields the auto-covariance function between times t 1 {\displaystyle t_{1}} and t 2 {\displaystyle t_{2}}

Regression-kriging (3,277 words) [view diff] exact match in snippet view article find links to article

deterministic part of variation is estimated using OLS, then the covariance function of the residuals is used to obtain the GLS coefficients. Next, these

Brownian surface (346 words) [view diff] exact match in snippet view article find links to article

Brownian surface represents a Gaussian process with a nonstationary covariance function, one can use the Cholesky decomposition method. A more efficient

Autocovariance (1,345 words) [view diff] exact match in snippet view article find links to article

Cross-covariance function For deterministic signals Autocorrelation function Cross-correlation function Autocovariance function Cross-covariance function v

Covariance and correlation (638 words) [view diff] exact match in snippet view article find links to article

Cross-covariance function For deterministic signals Autocorrelation function Cross-correlation function Autocovariance function Cross-covariance function v

Gradient-enhanced kriging (2,245 words) [view diff] exact match in snippet view article find links to article

matrix P {\displaystyle P} is generated from a covariance function. One example of a covariance function is the Gaussian covariance: P i j = σ 2 exp ⁡

Gaussian process approximations (2,033 words) [view diff] exact match in snippet view article find links to article

{\displaystyle \mu :{\mathcal {X}}\rightarrow {\mathcal {Y}}} and covariance function K : X × X → R {\displaystyle K:{\mathcal {X}}\times {\mathcal {X}}\rightarrow

Time–frequency analysis (3,734 words) [view diff] exact match in snippet view article find links to article

The value of x(t) is expressed as a probability function. Auto-covariance function (ACF) R x ( t , τ ) {\displaystyle R_{x}(t,\tau )} R x ( t , τ )

Cross-covariance matrix (1,255 words) [view diff] exact match in snippet view article find links to article

Cross-covariance function For deterministic signals Autocorrelation function Cross-correlation function Autocovariance function Cross-covariance function v

Modes of variation (1,668 words) [view diff] exact match in snippet view article find links to article

t ) ) {\displaystyle \mu (t)=\operatorname {E} (X(t))} , and the covariance function by G ( s , t ) = Cov ⁡ ( X ( s ) , X ( t ) ) = ∑ k = 1 ∞ λ k φ k

Cross-spectrum (533 words) [view diff] exact match in snippet view article find links to article

{\displaystyle \gamma _{xx}} and γ y y {\displaystyle \gamma _{yy}} and cross-covariance function γ x y {\displaystyle \gamma _{xy}} . Then the cross-spectrum Γ x

Subspace identification method (637 words) [view diff] no match in snippet view article find links to article

realization problem where we have knowledge only of the Auto-correlation (covariance) function of the output of an LTI system driven by white noise, was derived

Functional data analysis (6,704 words) [view diff] exact match in snippet view article find links to article

Σ {\displaystyle \Sigma } are continuous functions and then the covariance function Σ {\displaystyle \Sigma } defines a covariance operator C : H → H

Stationary process (2,606 words) [view diff] exact match in snippet view article find links to article

stationary if they are both wide-sense stationary and their cross-covariance function K X Y ( t 1 , t 2 ) = E ⁡ [ ( X t 1 − m X ( t 1 ) ) ( Y t 2 − m Y

Pisarenko harmonic decomposition (388 words) [view diff] exact match in snippet view article find links to article

Processing", 2000. Pisarenko, V. F. The retrieval of harmonics from a covariance function Geophysics, J. Roy. Astron. Soc., vol. 33, pp. 347-366, 1973.

Václav E. Beneš (1,186 words) [view diff] exact match in snippet view article find links to article

Traffic, Bell System Technical Journal, 39, pp. 1297–1320, 1960 Covariance function of simple trunk group, with applications to traffic measurement,

Functional principal component analysis (2,147 words) [view diff] exact match in snippet view article find links to article

local linear smoothing or spline smoothing. Then the estimate of the covariance function G ^ ( s , t ) {\displaystyle {\hat {G}}(s,t)} is obtained by averaging

Autoregressive model (5,421 words) [view diff] exact match in snippet view article find links to article

There is a direct correspondence between these parameters and the covariance function of the process, and this correspondence can be inverted to determine

Vecchia approximation (1,848 words) [view diff] exact match in snippet view article find links to article

{\displaystyle {\mathcal {S}}} with mean function μ {\displaystyle \mu } and covariance function K {\displaystyle K} . Assume that S = { s 1 , … , s n } ⊂ S {\displaystyle

Bootstrapping (statistics) (9,338 words) [view diff] exact match in snippet view article

(normal) distribution. A GP is defined by a mean function and a covariance function, which specify the mean vectors and covariance matrices for each

Brownian sheet (1,011 words) [view diff] exact match in snippet view article find links to article

{\displaystyle t=(t_{1},\dots t_{n})\in \mathbb {R} _{+}^{n}} for the covariance function cov ⁡ ( B s ( i ) , B t ( j ) ) = { ∏ l = 1 n min ⁡ ( s l , t l )

Wigner distribution function (3,607 words) [view diff] exact match in snippet view article find links to article

time series x [ t ] {\displaystyle x[t]} , its non-stationary auto-covariance function is given by C x ( t 1 , t 2 ) = ⟨ ( x [ t 1 ] − μ [ t 1 ] ) ( x [

History of network traffic models (3,516 words) [view diff] exact match in snippet view article find links to article

set of statistics (e.g. mean, variance, density function or auto covariance function, multifractal characteristics) that are measured or calculated from

Distributional data analysis (4,575 words) [view diff] exact match in snippet view article find links to article

] {\displaystyle \mu (t)=\mathbb {E} \left[f(t)\right]} and the covariance function as G ( s , t ) = Cov ⁡ ( f ( s ) , f ( t ) ) {\displaystyle G(s,t)=\operatorname

Jorge Mateu (1,954 words) [view diff] exact match in snippet view article find links to article

nonseparable functions. In addition, his research of space-time covariance function estimation introduced two methods based on the concept of composite