Representation and Characterization of Nonstationary Processes by Dilation Operators and Induced Shape Space Manifolds

Representation and Characterization of Nonstationary Processes by Dilation Operators and Induced Shape Space Manifolds

We proposed in this work the introduction of a new vision of stochastic processes through geometry induced by dilation. The dilation matrices of a given process are obtained by a composition of rotation matrices built in with respect to partial correlation coefficients. Particularly interesting is t...

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Bibliographic Details
Main Authors: Maël Dugast, Guillaume Bouleux, Eric Marcon
Format: Article
Language:English
Published: MDPI AG 2018-09-01
Series:Entropy
Subjects:
nonstationary processes
spectral measure
differential geometry
shape manifold
square root velocity function
Lie group
Online Access:http://www.mdpi.com/1099-4300/20/9/717

Internet

http://www.mdpi.com/1099-4300/20/9/717

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