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单词 Weak stationarity
释义

Weak stationarity

中文百科

平稳过程 Stationary process

(重定向自Weak stationarity)

在数学中,平稳过程英语:Stationary process),又称严格平稳过程英语:Strict(ly) stationary process)或强平稳过程英语:Strong(ly) stationary process)是一种特殊的随机过程,在其中任取一段期间或空间(t=t_1-t_k)里的联合机率分布,与将这段期间任意平移后的新期间(t=t_1+\tau-t_k+\tau)之联合机率分布相等。这样,数学期望和方差这些参数也不随时间或位置变化。

例如,白噪声(AWGN)就是平稳过程,铙钹的敲击声是非平稳的。尽管铙钹的敲击声基本上是白噪声,但是这个噪声随着时间变化:在敲击前是安静的,在敲击后声音逐渐减弱。

英语百科

Stationary process 平稳过程

(重定向自Weak stationarity)
Two simulated time series processes, one stationary the other non-stationary.  The Augmented Dickey–Fuller test is reported for each process and non-stationarity cannot be rejected for the second process.

In mathematics and statistics, a stationary process (or strict(ly) stationary process or strong(ly) stationary process) is a stochastic process whose joint probability distribution does not change when shifted in time. Consequently, parameters such as the mean and variance, if they are present, also do not change over time and do not follow any trends.

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更新时间:2025/6/20 0:40:52