Relevant bibliographies by topics / Local stationary

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers

Academic literature on the topic 'Local stationary'

Author: Grafiati
Published: 7 February 2023

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Local stationary.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Local stationary"

1

Conni, Michele, and Hilda Deborah. "Texture Stationarity Evaluation with Local Wavelet Spectrum." London Imaging Meeting 2020, no. 1 (September 29, 2020): 24–27. http://dx.doi.org/10.2352/issn.2694-118x.2020.lim-20.

Full text
Abstract:
In texture analysis, stationarity is a fundamental property. There are various ways to evaluate if a texture image is stationary or not. One of the most recent and effective of these is a standard test based on non-decimated stationary wavelet transform. This method permits to evaluate how stationary is an image depending on the scale considered. We propose to use this feature to characterize an image and we discuss the implication of such approach.
APA, Harvard, Vancouver, ISO, and other styles
2

Genton, Marc G., and Olivier Perrin. "On a time deformation reducing nonstationary stochastic processes to local stationarity." Journal of Applied Probability 41, no. 1 (March 2004): 236–49. http://dx.doi.org/10.1239/jap/1077134681.

Full text
Abstract:
A stochastic process is locally stationary if its covariance function can be expressed as the product of a positive function multiplied by a stationary covariance. In this paper, we characterize nonstationary stochastic processes that can be reduced to local stationarity via a bijective deformation of the time index, and we give the form of this deformation under smoothness assumptions. This is an extension of the notion of stationary reducibility. We present several examples of nonstationary covariances that can be reduced to local stationarity. We also investigate the particular situation of exponentially convex reducibility, which can always be achieved for a certain class of separable nonstationary covariances.
APA, Harvard, Vancouver, ISO, and other styles
3

Genton, Marc G., and Olivier Perrin. "On a time deformation reducing nonstationary stochastic processes to local stationarity." Journal of Applied Probability 41, no. 01 (March 2004): 236–49. http://dx.doi.org/10.1017/s0021900200014170.

Full text
Abstract:
A stochastic process is locally stationary if its covariance function can be expressed as the product of a positive function multiplied by a stationary covariance. In this paper, we characterize nonstationary stochastic processes that can be reduced to local stationarity via a bijective deformation of the time index, and we give the form of this deformation under smoothness assumptions. This is an extension of the notion of stationary reducibility. We present several examples of nonstationary covariances that can be reduced to local stationarity. We also investigate the particular situation of exponentially convex reducibility, which can always be achieved for a certain class of separable nonstationary covariances.
APA, Harvard, Vancouver, ISO, and other styles
4

Moltchanov, D. "Modeling local stationary behavior of Internet traffic." Journal of Communications Software and Systems 4, no. 1 (March 20, 2008): 41. http://dx.doi.org/10.24138/jcomss.v4i1.236.

Full text
Abstract:
Non-stationary behavior of aggregated IP traffic patterns was demonstrated in a number of studies. However, noneof those did either consider practical aspects of this phenomenon or propose suitable model to capture it. Searching for model for IP traffic aggregates we introduce the concept of local stationarity and demonstrate that it allows to model traffic patterns measured in high-speed operational networks. The proposed model is on-line in nature and suitable for real-time estimation of the traffic state in terms of piecewise covariance stationary stochasticprocess. As a basic tool of the model we use change-pointstatistical test allowing us to dynamically and automaticallydetermine whether statistical characteristics of the traffic pattern changes and, if so, estimate new parameters of the traffic pattern. We provide numerical examples and discuss applications of the proposed model that include but not limited to dynamic resource reservation, routing with guaranteed bandwidth, etc.
APA, Harvard, Vancouver, ISO, and other styles
5

Pitman, Jim. "Cyclically stationary Brownian local time processes." Probability Theory and Related Fields 106, no. 3 (November 4, 1996): 299–329. http://dx.doi.org/10.1007/s004400050066.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Deléamont, P. Y., and D. La Vecchia. "Semiparametric segment M-estimation for locally stationary diffusions." Biometrika 106, no. 4 (September 16, 2019): 941–56. http://dx.doi.org/10.1093/biomet/asz042.

Full text
Abstract:
Summary We develop and implement a novel M-estimation method for locally stationary diffusions observed at discrete time-points. We give sufficient conditions for the local stationarity of general time-inhomogeneous diffusions. Then we focus on locally stationary diffusions with time-varying parameters, for which we define our M-estimators and derive their limit theory.
APA, Harvard, Vancouver, ISO, and other styles
7

Divine, D. V., J. Polzehl, and F. Godtliebsen. "A propagation-separation approach to estimate the autocorrelation in a time-series." Nonlinear Processes in Geophysics 15, no. 4 (July 23, 2008): 591–99. http://dx.doi.org/10.5194/npg-15-591-2008.

Full text
Abstract:
Abstract. The paper presents an approach to estimate parameters of a local stationary AR(1) time series model by maximization of a local likelihood function. The method is based on a propagation-separation procedure that leads to data dependent weights defining the local model. Using free propagation of weights under homogeneity, the method is capable of separating the time series into intervals of approximate local stationarity. Parameters in different regions will be significantly different. Therefore the method also serves as a test for a stationary AR(1) model. The performance of the method is illustrated by applications to both synthetic data and real time-series of reconstructed NAO and ENSO indices and GRIP stable isotopes.
APA, Harvard, Vancouver, ISO, and other styles
8

Cunderlik, Juraj M., Véronique Jourdain, Taha B. M. J. Quarda, and Bernard Bobée. "Local Non-Stationary Flood-Duration-Frequency Modelling." Canadian Water Resources Journal 32, no. 1 (January 2007): 43–58. http://dx.doi.org/10.4296/cwrj3201043.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Feng, Qi, and Thomas Jech. "Local Clubs, Reflection, and Preserving Stationary Sets." Proceedings of the London Mathematical Society s3-58, no. 2 (March 1989): 237–57. http://dx.doi.org/10.1112/plms/s3-58.2.237.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Connaughton, Colm, Alan C. Newell, and Yves Pomeau. "Non-stationary spectra of local wave turbulence." Physica D: Nonlinear Phenomena 184, no. 1-4 (October 2003): 64–85. http://dx.doi.org/10.1016/s0167-2789(03)00213-6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Local stationary"

1

Engel, Maximilian. "Local phenomena in random dynamical systems : bifurcations, synchronisation, and quasi-stationary dynamics." Thesis, Imperial College London, 2017. http://hdl.handle.net/10044/1/57613.

Full text
Abstract:
We consider several related topics in the bifurcation theory of random dynamical systems: synchronisation by noise, noise-induced chaos, qualitative changes of finite-time behaviour and stability of systems surviving in a bounded domain. Firstly, we study the dynamics of a two-dimensional ordinary differential equation exhibiting a Hopf bifurcation subject to additive white noise. Depending on the deterministic Hopf bifurcation parameter and a phase-amplitude coupling parameter called shear, three dynamical phases can be identified: a random attractor with uniform synchronisation of trajectories, a random attractor with non-uniform synchronisation of trajectories and a random attractor without synchronisation of trajectories. We prove the existence of the first two phases which both exhibit a random equilibrium with negative top Lyapunov exponent but differ in terms of finite-time and uniform stability properties. We provide numerical results in support of the existence of the third phase which is characterised by a so-called random strange attractor with positive top Lyapunov exponent implying chaotic behaviour. Secondly, we reduce the model of the Hopf bifurcation to its linear components and study the dynamics of a stochastically driven limit cycle on the cylinder. In this case, we can prove the existence of a bifurcation from an attractive random equilibrium to a random strange attractor, indicated by a change of sign of the top Lyapunov exponent. By establishing the existence of a random strange attractor for a model with white noise, we extend results by Qiudong Wang and Lai-Sang Young on periodically kicked limit cycles to the stochastic context. Furthermore, we discuss a characterisation of the invariant measures associated with the random strange attractor and deduce positive measure-theoretic entropy for the random system. Finally, we study the bifurcation behaviour of unbounded noise systems in bounded domains, exhibiting the local character of random bifurcations which are usually hidden in the global analysis. The systems are analysed by being conditioned to trajectories which do not hit the boundary of the domain for asymptotically long times. The notion of a stationary distribution is replaced by the concept of a quasi-stationary distribution and the average limiting behaviour can be described by a so-called quasi-ergodic distribution. Based on the well-explored stochastic analysis of such distributions, we develop a dynamical stability theory for stochastic differential equations within this context. Most notably, we define conditioned average Lyapunov exponents and demonstrate that they measure the typical stability behaviour of surviving trajectories. We analyse typical examples of random bifurcation theory within this environment, in particular the Hopf bifurcation with additive noise, with reference to whom we also study (numerically) a spectrum of conditioned Lyapunov exponents. Furthermore, we discuss relations to dynamical systems with holes.
APA, Harvard, Vancouver, ISO, and other styles
2

Wells-Day, Benjamin Michael. "Structure of singular sets local to cylindrical singularities for stationary harmonic maps and mean curvature flows." Thesis, University of Cambridge, 2019. https://www.repository.cam.ac.uk/handle/1810/290409.

Full text
Abstract:
In this paper we prove structure results for the singular sets of stationary harmonic maps and mean curvature flows local to particular singularities. The original work is contained in Chapter 5 and Chapter 8. Chapters 1-5 are concerned with energy minimising maps and stationary harmonic maps. Chapters 6-8 are concerned with mean curvature flows and Brakke flows. In the case of stationary harmonic maps we consider a singularity at which the spine dimension is maximal, and such that the weak tangent map is homotopically non-trivial, and has minimal density amongst singularities of maximal spine dimen- sion. Local to such a singularity we show the singular set is a bi-Hölder continuous homeomorphism of the unit disk of dimension equal to the maximal spine dimension. A weak tangent map is translation invariant along a subspace, and invariant under dilations, so it completely defined by its values on a sphere. Such a map is said to be homotopically non-trivial if the mapping of a sphere into some target manifold cannot be deformed by a homotopy to a constant map. For an n-dimensional mean curvature flow we consider a singularity at which we can find a shrinking cylinder as a tangent flow, that collapses on an (n−1)-dimensional plane. Local to such a singularity we show that all singularities have such a cylindrical tangent, or else have lower Gaussian density than that of the shrinking cylinder. The subset of cylindrical singularities can be shown to be contained in a finite union of parabolic (n − 1)-dimensional Lipschitz submanifolds. In the case that the mean curvature flow arises from elliptic regularisation we can show that all singularities local to a cylindrical singularity with (n − 1)-dimensional spine are either cylindrical singularities with (n − 1)-dimensional spine, or contained in a parabolic Hausdorff (n − 2)-dimensional set.
APA, Harvard, Vancouver, ISO, and other styles
3

Clark, Daniel Lee Jr. "Locally Optimized Covariance Kriging for Non-Stationary System Responses." Wright State University / OhioLINK, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=wright1464092652.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Mayer, Ulrike [Verfasser], and Henryk [Akademischer Betreuer] Zähle. "Functional weak limit theorem for a local empirical process of non-stationary time series and its application to von Mises-statistics / Ulrike Mayer ; Betreuer: Henryk Zähle." Saarbrücken : Saarländische Universitäts- und Landesbibliothek, 2019. http://d-nb.info/119175555X/34.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Mayer, Ulrike Verfasser], and Henryk [Akademischer Betreuer] [Zähle. "Functional weak limit theorem for a local empirical process of non-stationary time series and its application to von Mises-statistics / Ulrike Mayer ; Betreuer: Henryk Zähle." Saarbrücken : Saarländische Universitäts- und Landesbibliothek, 2019. http://nbn-resolving.de/urn:nbn:de:bsz:291--ds-281226.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Dröge, Janis [Verfasser], Ruth [Akademischer Betreuer] Müller, Ruth [Gutachter] Müller, and Jörn [Gutachter] Lötsch. "Mobile measurements of particulate matter in a car cabin: Local variations, contrasting data from mobile versus stationary measurements and the effect of an opened versus a closed window / Janis Dröge ; Gutachter: Ruth Müller, Jörn Lötsch ; Betreuer: Ruth Müller." Frankfurt am Main : Universitätsbibliothek Johann Christian Senckenberg, 2020. http://d-nb.info/1213349052/34.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Turek, Lukáš. "Časový snímek z obrazu stacionární kamery." Master's thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2015. http://www.nusl.cz/ntk/nusl-264954.

Full text
Abstract:
The topic of this master's thesis is the time lapse from stationary camera images. Unwanted phenomena, which arise in time lapse, were analyzed and algorithms to overcome these limitations were designed. The algorithms were implemented and compared using the captured dataset. The resulting application creates time lapse from the video input and allows users to choose the processing technique including the setting of appropriate parameters.
APA, Harvard, Vancouver, ISO, and other styles
8

Pezo, Danilo Verfasser], Jürgen [Akademischer Betreuer] [Franke, and Rainer [Akademischer Betreuer] Dahlhaus. "Local stationarity for spatial data / Danilo Pezo ; Jürgen Franke, Rainer Dahlhaus." Kaiserslautern : Technische Universität Kaiserslautern, 2018. http://d-nb.info/1151120537/34.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Soukarieh, Inass. "Theoretical contribution to the U-processes in Markov and dependent setting : asymptotic and bootstraps." Thesis, Compiègne, 2022. http://www.theses.fr/2022COMP2709.

Full text
Abstract:
Le monde produit 2,5 quintillions d’octets par jour, appelés mégadonnées. Le volume, la valeur, la variété, la vélocité et la véracité définissent les cinq caractéristiques du Big Data qui représentent une complexité fondamentale pour de nombreux algorithmes d’apprentissage automatique, tels que le clustering, la reconnaissance d’images et d’autres techniques d’apprentissage modernes. Avec ces données volumineuses, les estimations d’hyperparamètres ne prennent pas la forme de la moyenne de l’échantillon (non linéaire), mais celle de la forme de la moyenne sur m-tuples, appelée l’estimateur U-statistique. Nous considérons dans cette thèse la collection de U-statistiques, connue sous le nom de U-processus, pour deux types de variables dépendantes, les données Markoviennes et les variables aléatoires localement stationnaires. Ainsi, nous avons divisé notre travail en deux parties pour aborder chaque type indépendamment. Dans la première partie, nous considérons les variables Markoviennes. Nous nous concentrons particulièrement sur les développements de U-processus bootstrappés dans un cadre de Harris. L’idée fondamentale utilisée repose sur les méthodes régénératives consistant essentiellement à diviser l’échantillon en blocs de données indépendants et identiquement distribués (i.i.d.), où chaque bloc correspond à des segments de chemin entre deux visites à un atome appelé A formant une séquence de renouvellement. Nous caractérisons les propriétés limites pour les U-processus indexés par des classes de fonctions uniformément bornées et non bornées. Nous montrons la consistance du bootstrap dans ce cadre. L’approche du bootstrap permet de contourner les problèmes fréquemment rencontrés pour l’évaluation des lois limites dépendants d’une manière complexe de paramètres inconnus. La technique de bootstrap que nous utilisons dans cette thèse est le bootstrap de renouvellement, où l’échantillon bootstrap est formé par rééchantillonnage à partir des blocs. Comme les blocs non bootstrapés sont indépendants, une partie des preuves se réduit au cas i.i.d. Les principales difficultés sont liées à la taille aléatoire des blocs rééchantillonnés, ce qui crée un problème non trivial de temps d’arrêts aléatoires, constituant un des grands obstacles de la généralisation de la théorie dans notre contexte. Pour contourner cette difficulté, nous avons utilisé comme étape intermédiaire la substitution du temps d’arrêt aléatoire par son espérance. La convergence faible des U-processus bootstrappés est très délicate dans notre cadre, en particulier l’équicontinuité en utilisant la comparaison avec le U-processus initial. Nous avons étendu les résultats susmentionnés au cas où le degré du U-processus croît avec la taille de l’échantillon n, le noyau variant dans une classe de fonctions. Nous avons caractérisé la convergence faible pour le bootstrap de renouvellement pour le U-processus à degré infini en faisant usage de la technique de découplage combinée avec des techniques de symétrisation. Enfin, nous considérons un bootstrap pondéré échangeable des U-processus empiriques. Dans la deuxième partie de cette thèse, les données dépendantes sont représentées par des fonctions aléatoires localement stationnaires. Propulsés par la représentation croissante des séries temporelles par des données fonctionnelles ou courbes, et le comportement non stationnaire de ces dernières, nous nous sommes intéressés au U-processus conditionnel des séries temporelles fonctionnelles localement stationnaires. Plus précisément, nous avons étudié la convergence faible des U-processus conditionnels, indexée par des classes de fonctions, dans le cadre de données fonctionnelles localement stationnaires. Nous avons caractérisé la convergence faible dans les deux cas lorsque la classe de fonctions est bornée ou non bornée satisfaisant certaines conditions de moment
The world is producing 2.5 quintillion bytes daily, known as big data. Volume, value, variety, velocity, and veracity define the five characteristics of big data that represent a fundamental complexity for many machine learning algorithms, such as clustering, image recognition, and other modern learning techniques. With this large data, hyperparameter estimations do not take the form of the sample mean (not linear). Instead, they takethe form of average over m-tuples, known as the U-statistic estimator in probabilityand statistics. In this work, we treat the collection of U-statistics, known as the Uprocess,for two types of dependent variables, the Markovian data, and locally stationary random variables. Thus, we have divided our work into two parts to address each type independently.In the first part, we deal with Markovian data. The approach relies on regenerative methods, which essentially involve dividing the sample into independent and identically distributed (i.i.d.) blocks of data, where each block corresponds to the path segments between two visits of an atom called A, forming a renewal sequence. We derive the limiting theory for Harris recurrent Markov chain over uniformly bounded and unbounded classes of functions. We show that the results can be generalized also to the bootstrappe dU statistics. The bootstrap approach bypasses the problems faced with the asymptotic behavior due to the unknown parameters of limiting distribution. Furthermore, the bootstrap technique we use in this thesis is the renewal bootstrap, where the bootstrap samplevis formed by resampling the blocks. Since the non-bootstrapped blocks are independent, most proofs reduce to the i.i.d. case. The main difficulties are related to the randomsize of the resampled blocks, which creates a problem with random stopping times. This problem is degraded by replacing the random stopping time with their expectation. Also, since we resample from a random number of blocks, and the bootstrap equicontinuity can be verified by comparing with the initial process, the weak convergence of the bootstrap U-process must be treated very carefully. We successfully derive the results in the case of the k-Harris Markov chain. We extend all the above results to the case where the degreeof U-statistic grows with the sample size n, with the kernel varying in a class of functions. We provide the uniform limit theory for the renewal bootstrap for the infinite-degree U-process with the help of the decoupling technique combined with symmetrization techniques in addition to the chaining inequality. Remaining in the Markovian setting, we extend the weighted bootstrap empirical processes to a high-dimensional estimation. We consider an exchangeably weighted bootstrap of the general function-indexed empirical U-processes. In the second part of this thesis, dependent data are represented by locally stationary random variables. Propelled by the increasing representation of the data by functionalor curves time series and the non-stationary behavior of the latter, we are interested in the conditional U-process of locally stationary functional time series. More precisely, we investigate the weak convergence of the conditional U-processes in the locally stationary functional mixing data framework. We treat the weak convergence in both caseswhen the class of functions is bounded or unbounded, satisfying some moment conditions. Finally, we extend the asymptotic theory of conditional U-process to the locallystationary functional random field {Xs,An : s ∈ Rn} observed at irregular spaced locations in Rn = [0,An]d ∈ Rd, and include both pure increasing domain and mixed increasing domain. We treat the weak convergence in both cases when the class of functions is boundedor unbounded, satisfying some moment conditions. These results are established underfairly general structural conditions on the classes of functions and the underlying models
APA, Harvard, Vancouver, ISO, and other styles
10

Salazar, Duvan Humberto Cataño. "Modelo fatorial com cargas funcionais para séries temporais." Universidade de São Paulo, 2018. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-20032018-090755/.

Full text
Abstract:
No contexto dos modelos fatoriais existem diferentes metodologias para abordar a modelagem de séries temporais multivariadas que exibem uma estrutura não estacionária de segunda ordem, co- movimentos e transições no tempo. Modelos com mudanças estruturais abruptas e restrições rigorosas (muitas vezes irreais) nas cargas fatoriais, quando elas são funções determinísticas no tempo, foram propostos na literatura para lidar com séries multivariadas que possuem essas características. Neste trabalho, apresentamos um modelo fatorial com cargas variando continuamente no tempo para modelar séries temporais não estacionárias e um procedimento para sua estimação que consiste em dois estágios. No primeiro, os fatores latentes são estimados empregando os componentes principais das séries observadas. Em um segundo estágio, tratamos estes componentes principais como co-variáveis e as cargas funcionais são estimadas através de funções de ondaletas e mínimos quadrados generalizados. Propriedades assintóticas dos estimadores de componentes principais e de mínimos quadrados dos coeficientes de ondaletas são apresentados. O desempenho da metodologia é ilustrado através de estudos de simulação. Uma aplicação do modelo proposto no mercado spot de energia do Nord Pool é apresentado.
In the context of the factor models there are different methodologies to modeling multivariate time series that exhibit a second order non-stationary structure, co-movements and transitions over time. Models with abrupt structural changes and strict restrictions (often unrealistic) in factor loadings, when they are deterministic functions of time, have been proposed in the literature to deal with multivariate series that have these characteristics. In this work, we present a factor model with time-varying loadings continuously to modeling non-stationary time series and a procedure for its estimation that consists of two stages. First, latent factors are estimated using the principal components of the observed series. Second, we treat principal components obtained in first stage as covariate and the functional loadings are estimated by wavelet functions and generalized least squares. Asymptotic properties of the principal components estimators and least squares estimators of the wavelet coefficients are presented. The per- formance of the methodology is illustrated by simulations. An application to the model proposed in the energy spot market of the Nord Pool is presented.
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "Local stationary"

1

Grandmont, Jean-Michel. Local bifurcations and stationary sunspots. Stanford, Calif: Institute for Mathematical Studies in the Social Sciences, Stanford University, 1987.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

Convergence of mobile and stationary next-generation networks. Hoboken, N.J: John Wiley & Sons, 2010.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

LaDonna, Bobbitt, ed. Peoria: A postcard history. Charleston, SC: Arcadia, 1998.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
4

Iniewski, Krzysztof. Convergence of Mobile and Stationary Next-Generation Networks. Wiley & Sons, Incorporated, John, 2010.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

Iniewski, Krzysztof. Convergence of Mobile and Stationary Next-Generation Networks. Wiley & Sons, Limited, John, 2010.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

), San Francisco (Calif, and International Union of Operating Engineers. Local 39 (San Francisco, Calif.), eds. Letter of understanding by and between the City and County of San Francisco and the International Union of Operating Engineers, Stationary Local No. 39 for fiscal years 1987-89. [San Francisco, Calif: s.n., 1987.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Ballot boxes: An account of the local elections being held almost at same time as the municipal elections .. [S.l: s.n.,$18--?], 1986.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
8

Ballot boxes: An account of the local elections being held almost at same time as the municipal elections ... [S.l: s.n., 1986.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

Petersson, Magnus. Denmark and Norway. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198790501.003.0021.

Full text
Abstract:
Denmark and Norway joined NATO in 1949. Since then, their goal has been to be a loyal alliance member. After the cold war, the two countries e transformed their defence forces into small, capabilities-based semi-professional and highly mobile units suitable for coalition warfare far away from their territories. They have participated in all major US- and NATO-led operations since 1991. The defence transformation since the end of the cold war has been more far-reaching in Denmark than in Norway. Norway kept the focus on its territory during the whole period, and saved important elements of its territorial defence, while Denmark shut down whole services, such as submarines and stationary ground-to-air defence, which in some ways became a problem after the Ukraine crisis started in 2014, when the defence of the territory again came more into focus.
APA, Harvard, Vancouver, ISO, and other styles
10

States, Echo. Notebook: CHELSEA Style Notebook for the Loyal Fans with 100 Blank Lined Sheets Designed with CHELSEA Logo for His/Her Daily Stationery Journal Set. Independently Published, 2021.

Find full text
APA, Harvard, Vancouver, ISO, and other styles

Book chapters on the topic "Local stationary"

1

Baccelli, François, and Pierre Brémaud. "Local Aspects of Palm Probability." In Palm Probabilities and Stationary Queues, 21–23. New York, NY: Springer New York, 1987. http://dx.doi.org/10.1007/978-1-4615-7561-0_6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Castro-Hoyos, C., F. M. Grisales-Franco, J. D. Martínez-Vargas, Carlos D. Acosta-Medina, and Germán Castellanos-Domínguez. "Stationary Signal Separation Using Multichannel Local Segmentation." In Advanced Information Systems Engineering, 183–90. Berlin, Heidelberg: Springer Berlin Heidelberg, 2014. http://dx.doi.org/10.1007/978-3-319-12568-8_23.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Baran, Wojciech, Krystian Kurnik, and Shareif Albasher. "Local Stationary Heat Fields in Fibrous Composites." In Trends in Mathematics, 219–30. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-87502-2_22.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Makowski, Ryszard, and Radoslaw Zimroz. "Application of Schur Filtering for Local Damage Detection in Gearboxes." In Condition Monitoring of Machinery in Non-Stationary Operations, 301–8. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-28768-8_32.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

M. Altaher, Alsaidi, and Mohd Tahir Ismail. "Hybrid Local Polynomial Wavelet Shrinkage for Stationary Correlated Data." In Informatics Engineering and Information Science, 262–73. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-25462-8_23.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Naskrent, Julia, and Jonas Vierschilling. "Encouragement of Local Stationary Retail Trade with the Help of Local Online Marketplaces." In FOM-Edition, 85–102. Wiesbaden: Springer Fachmedien Wiesbaden, 2021. http://dx.doi.org/10.1007/978-3-658-29367-3_5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Tarnev, KH. "Non-Local Regime of Self-Consistency in Stationary Waveguided Discharges." In Advanced Technologies Based on Wave and Beam Generated Plasmas, 501–2. Dordrecht: Springer Netherlands, 1999. http://dx.doi.org/10.1007/978-94-017-0633-9_36.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Wang, Zhen, Ji Li, Zijia Ding, and Yanhui Song. "Non-stationary Fault Diagnosis Based on Local-Wave Neural Network." In Lecture Notes in Computer Science, 549–54. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-28648-6_88.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Wacker, Benjamin, and Gert Lube. "A Local Projection Stabilization FEM for the Linearized Stationary MHD Problem." In Lecture Notes in Computational Science and Engineering, 765–74. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-10705-9_76.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Leuchter, Sandro, Thomas Partmann, and Lothar Berger. "Mobile and Stationary Sensors for Local Surveillance: System Architecture and Applications." In Intelligence and Security Informatics, 216–25. Berlin, Heidelberg: Springer Berlin Heidelberg, 2008. http://dx.doi.org/10.1007/978-3-540-89900-6_22.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Local stationary"

1

Arben, Shtuka, Piriac Florent, and Sandjivy Luc. "Local Stationary Modeling for Reservoir Characterization." In 12th International Congress of the Brazilian Geophysical Society & EXPOGEF, Rio de Janeiro, Brazil, 15-18 August 2011. Society of Exploration Geophysicists and Brazilian Geophysical Society, 2011. http://dx.doi.org/10.1190/sbgf2011-277.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Zvyagin, Petr, and Gesa Ziemer. "Study of Local Ice Loads Measured at Norströmsgund Lighthouse." In ASME 2017 36th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2017. http://dx.doi.org/10.1115/omae2017-62416.

Full text
Abstract:
It is believed that ice loading can be a stationary process at least sometimes during the state of continuous brittle crushing. Confidence in the distribution law, stationarity in time, and autocorrelation function of local ice loads is the key factor for assessment of such loads and their successful simulation. Good understanding of the load process on the level of a single transducer record can be helpful in future analysis and simulation of loads on wider contact areas. In this paper local loads, simultaneously measured by two middle subpanels at the Norströmsgrund lighthouse in March 2001, are studied. Stationary time series of lognormal origin of 50 seconds duration are extracted from both of the subpanel records. From the studied data, stationarity was not observed simultaneously at different subpanels. The correlation of one stationary subpanel record with simultaneous record of the other subpanel found to be weak. A simple function with good fit to the observed autocorrelation curve of stationary load fragments is suggested. The findings are compared with parameters obtained for local loads in previous studies. A transition from autocorrelation function for raw lognormal data to autocorrelation function of logarithmic normal data is performed.
APA, Harvard, Vancouver, ISO, and other styles
3

James, Cyriac, and Hema A. Murthy. "Decoupling non-stationary and stationary components in long range network time series in the context of anomaly detection." In 2012 IEEE 37th Conference on Local Computer Networks (LCN 2012). IEEE, 2012. http://dx.doi.org/10.1109/lcn.2012.6423689.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Cherneva, Z., and C. Guedes Soares. "Local Non-Stationary Properties of Wind Wave Groups." In Design and operation For Abnormal Conditions 2. RINA, 2001. http://dx.doi.org/10.3940/rina.aco.2001.9.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Kvitko, Alexander. "About local controllability of a nonlinear stationary system." In INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS (ICNAAM 2016). Author(s), 2017. http://dx.doi.org/10.1063/1.4992347.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Jungen, Sascha, Matteo Ceriotti, Valentin Fitz, Alexander J. Golkowski, and Pedro Jose Marron. "Where are You? Localising Stationary Nodes with Limited Information." In 2019 IEEE 44th Conference on Local Computer Networks (LCN). IEEE, 2019. http://dx.doi.org/10.1109/lcn44214.2019.8990749.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

DESVILLETTES, LAURENT, and CHUNJIN LIN. "NON LOCAL THERMODYNAMICAL EQUILIBRIUM LINE RADIATIVE TRANSFER QUASI-STATIONARY APPROXIMATION." In Proceedings of the 14th Conference on WASCOM 2007. WORLD SCIENTIFIC, 2008. http://dx.doi.org/10.1142/9789812772350_0032.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Abbas, Ahmad, and Mohamed Younis. "Interconnecting disjoint network segments using a mix of stationary and mobile nodes." In 2012 IEEE 37th Conference on Local Computer Networks (LCN 2012). IEEE, 2012. http://dx.doi.org/10.1109/lcn.2012.6423631.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Yoon, Susik, Jae-Gil Lee, and Byung Suk Lee. "Ultrafast Local Outlier Detection from a Data Stream with Stationary Region Skipping." In KDD '20: The 26th ACM SIGKDD Conference on Knowledge Discovery and Data Mining. New York, NY, USA: ACM, 2020. http://dx.doi.org/10.1145/3394486.3403171.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Levchunets, Denis, and Ivan Chesanovskyi. "Some aspects of local-base transformation in non-stationary signals processing tasks." In 2015 Second International Scientific-Practical Conference Problems of Infocommunications Science and Technology (PIC S&T). IEEE, 2015. http://dx.doi.org/10.1109/infocommst.2015.7357313.

Full text
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Local stationary' for particular source types:
Journal articles Dissertations / Theses
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography