Analysis of Autocorrelation Function of Random Processes by Higher Degree F-transform

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17610%2F21%3AA22025DQ" target="_blank" >RIV/61988987:17610/21:A22025DQ - isvavai.cz</a>

Výsledek na webu

<a href="https://link.springer.com/article/10.1007/s00500-020-05543-x" target="_blank" >https://link.springer.com/article/10.1007/s00500-020-05543-x</a>

DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Analysis of Autocorrelation Function of Random Processes by Higher Degree F-transform

Popis výsledku v původním jazyce

The autocorrelation function of a random process is one of the essential tools in the description of variability that is successfully applied in many scientific fields such as statistical signal processing or financial time series analysis and forecasting. The aim of the paper is to provide the analysis of the autocorrelation function of a stochastic process with the help of the fuzzy transform of higher degree, where a bivariate fuzzy transform is newly introduced in the tensor product of polynomial spaces. We prove several approximation properties of the tensor product based fuzzy transform and show that such a bivariate fuzzy transform of multiplicative separable functions can be easily obtained as a product of univariate fuzzy transforms of the respective functions. The main contribution of the paper is a proven relationship between the fuzzy transform of the autocorrelation function of a stochastic process and the autocorrelation function of the fuzzy transform of the stochastic process.

Název v anglickém jazyce

Analysis of Autocorrelation Function of Random Processes by Higher Degree F-transform

Popis výsledku anglicky

The autocorrelation function of a random process is one of the essential tools in the description of variability that is successfully applied in many scientific fields such as statistical signal processing or financial time series analysis and forecasting. The aim of the paper is to provide the analysis of the autocorrelation function of a stochastic process with the help of the fuzzy transform of higher degree, where a bivariate fuzzy transform is newly introduced in the tensor product of polynomial spaces. We prove several approximation properties of the tensor product based fuzzy transform and show that such a bivariate fuzzy transform of multiplicative separable functions can be easily obtained as a product of univariate fuzzy transforms of the respective functions. The main contribution of the paper is a proven relationship between the fuzzy transform of the autocorrelation function of a stochastic process and the autocorrelation function of the fuzzy transform of the stochastic process.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

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OECD FORD obor

10103 - Statistics and probability

Projekt

Výsledek vznikl pri realizaci vícero projektů. Více informací v záložce Projekty.

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2021

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Soft Computing

ISSN

1432-7643

e-ISSN

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Svazek periodika

25

Číslo periodika v rámci svazku

12

Stát vydavatele periodika

DE - Spolková republika Německo

Počet stran výsledku

24

Strana od-do

7707-7730

Kód UT WoS článku

000608667000003

EID výsledku v databázi Scopus

2-s2.0-85100157572