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Prediction for the processes with almost cyclostationary structure
Journal of Statistical Computation and Simulation ( IF 1.1 ) Pub Date : 2020-07-10 , DOI: 10.1080/00949655.2020.1791117
Kim-Hung Pho 1 , Zhenshuai Fu 2 , Mohammad Reza Mahmoudi 3, 4 , Bui Anh Tuan 5
Affiliation  

This study aims to establish a computational method to predict the processes with almost cyclostationary structure. The primary idea is relied on the estimating of the support of spectra and using the discrete Fourier transform and periodogram of almost cyclostationary processes. The simulation study and a real dataset are executed to test the performance of our proposed method. Our obtained results in this paper indicate that the proposed approach performs efficiently for both the simulated data and real dataset.

中文翻译:

几乎循环平稳结构过程的预测

本研究旨在建立一种计算方法来预测具有几乎循环平稳结构的过程。主要思想依赖于谱支持的估计以及使用离散傅立叶变换和几乎循环平稳过程的周期图。执行模拟研究和真实数据集以测试我们提出的方法的性能。我们在本文中获得的结果表明,所提出的方法对模拟数据和真实数据集都有效。
更新日期:2020-07-10
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