Modeling of Nonstationary Distributed Processes on the Basis of Multidimensional Time Series

被引:2
|
作者
Matveev, M. G. [1 ]
Kopytin, A. V. [1 ]
Sirota, E. A. [1 ]
Kopytina, E. A. [1 ]
机构
[1] Voronezh State Univ, 1 Univ Skaya Sq, Voronezh 394018, Russia
来源
3RD INTERNATIONAL CONFERENCE INFORMATION TECHNOLOGY AND NANOTECHNOLOGY (ITNT-2017) | 2017年 / 201卷
关键词
Partial Differential Equations; Structural Identification; Parametric Identification; Multidimensional Autoregression; Statistical Hypotheses;
D O I
10.1016/j.proeng.2017.09.643
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
A method for identifying the equations of mathematical physics describing the dynamics of spatially-distributed processes on the basis of experimental multidimensional time series is proposed. The method includes the LSM (Least square method) estimates of the parameters of multidimensional autoregression and the construction of versions of systems of algebraic equations connecting the estimates of autoregression and the parameters of the corresponding differential equations. The system of algebraic equations satisfied by the obtained estimates determines the structure of the model and the corresponding values of the parameters of differential equation. A numerical example of identifying the processes of changing the temperature of atmospheric air is given. (C) 2017 The Authors. Published by Elsevier Ltd.
引用
收藏
页码:511 / 516
页数:6
相关论文
共 50 条
  • [11] Testing for Linear and Nonlinear Gaussian Processes in Nonstationary Time Series
    Rios, Ricardo Araujo
    Small, Michael
    de Mello, Rodrigo Fernandes
    INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS, 2015, 25 (01):
  • [12] Towards a logical basis for modeling and querying distributed multidimensional information systems
    Du, WC
    Orgun, MA
    ISE'2001: PROCEEDINGS OF THE INTERNATIONAL SYMPOSIUM ON INFORMATION SYSTEMS AND ENGINEERING, 2001, : 341 - 347
  • [13] Dynamic Neural Networks for Nonstationary Hydrological Time Series Modeling
    Coulibaly, P.
    Baldwin, C. K.
    PRACTICAL HYDROINFORMATICS: COMPUTATIONAL INTELLIGENCE AND TECHNOLOGICAL DEVELOPMENTS IN WATER APPLICATIONS, 2008, 68 : 71 - +
  • [14] Bayesian state space modeling for nonlinear nonstationary time series
    Kitagawa, G
    SOFT COMPUTING IN INDUSTRIAL APPLICATIONS, 2000, : 371 - 382
  • [15] Modeling Nonstationary Extreme Dependence With Stationary Max-Stable Processes and Multidimensional Scaling
    Chevalier, Clement
    Martius, Olivia
    Ginsbourger, David
    JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2021, 30 (03) : 745 - 755
  • [16] Modeling of processes of mobile control of mechanical systems on the basis of multidimensional matrices
    Alpatov, Anatoliy P.
    Mishchanin, Lyubov V.
    2001, Begell House Inc. (33) : 9 - 12
  • [17] Nonstationary Tropospheric Processes in Geodetic Precipitable Water Vapor Time Series
    Botai, O. J.
    Combrinck, W. L.
    Rautenbanch, C. J. deW
    OBSERVING OUR CHANGING EARTH, 2009, 133 : 625 - +
  • [18] Gradient radial basis function networks for nonlinear and nonstationary time series prediction
    Chng, ES
    Chen, S
    Mulgrew, B
    IEEE TRANSACTIONS ON NEURAL NETWORKS, 1996, 7 (01): : 190 - 194
  • [19] Spectral Estimation of Irregularly Sampled Nonstationary Multidimensional Processes by Time-Varying Periodogram
    Li Chao
    Mathematical Geology, 1998, 30 : 43 - 56
  • [20] Spectral estimation of irregularly sampled nonstationary multidimensional processes by time-varying periodogram
    Chao, L
    MATHEMATICAL GEOLOGY, 1998, 30 (01): : 43 - 56