Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 196 for “"Stationarity"”.
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Stationarity Perception and Virtual Reality Sickness
Stationarity perception involves accurately perceiving a stable visual environment, a critical skill for self-motion. This perception relies on evaluating signals from eye and head movements for congruence. Through a series of experiments, we systematically manipulated the consistency between …
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Clustering Methods for Delineating Regions of Spatial Stationarity
… methods that can be used to delineate regions of stationarity. One of the major assumptions used in spatial estimation is that the data field is homogeneous with respect to the mean and the covariance function. As such, any spatial estimation presupposes that these criteria are met. With respect …
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Quickest change detection under post-change non-stationarity and uncertainty
Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2023-12-04 without embargo terms
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Quantile Inference and Change Point Test under Time Series Non-stationarity
… and change point test under time series non-stationarity. The first part of the thesis considers the simultaneous or functional inference of time-varying quantile curves for a class of non-stationary and long memory time series. New uniform Bahadur representations and Gaussian approximation …
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Constraint qualifications and stationarity concepts for mathematical programs with equilibrium constraints
… discussion of constraint qualifications (CQ) and stationarity concepts for mathematical programs with equilibrium constraints (MPEC) is presented. It is demonstrated that all but the weakest CQ, Guignard CQ, are too strong for a discussion of MPECs. Therefore, MPEC variants of all the standard CQs …
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Essays on Testing Hypotheses When Non-stationarity Exists in Panel Data Models
… testing hypotheses in panel data models when non-stationarity exists in the model. This is done under the high-dimensional framework where both n (cross-section dimension) and T (time series dimension) are large. In the first essay, I discuss the limiting distribution of the t-statistic; using …
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AI/ML tools for early decision making in water system operations: managing non-stationarity water quality
… 'normal state' of the water system. However, non-stationarity events such as wildfires, droughts, and floods shift water systems to new 'states' that negatively impact water quality and complicate water treatment decision-making and performance. Many water system managers do not account for these …
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Non-Stationarity, Forecast Performance and Fluctuations in Macroeconomic Series: Experience With United States Seasonal Data and Simulations
… to the outcomes of the unit root tests. If non-stationarity is present in the series then this framework also enables us to assess the value of the test in the conduct of a forecasting exercise. It is generally agreed that most economic time series contains substantial MA component in the DGP. …
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Non-stationarity, forecast performance and fluctuations in macroeconomic series: Experience with United States seasonal data and simulations
… to investigate the question of seasonal non-stationarity in the data generating process (DGP) and examine the properties of such series. This dissertation undertakes such an exercise using seasonally unadjusted US data.
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Testing for Structural Change: Evaluation of the Current Methodologies, a Misspecification Testing Perspective and Applications
… has created substantial interest in non- stationarity and its implications for empirical modeling. Beyond the original interest in trend vs. di¤erence non-stationarity, there has been renewed interest in testing and modeling structural breaks. The focus of my dissertation is on testing …
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Monte Carlo Experiments on Maximum entropy Constructive Ensembles for Time Series Analysis and Inference
… related methods often require the assumption of stationarity. This assumption says that the distribution function of the process remains unchanged when shifted in time by an arbitrary value, imposing perfect time-homogeneity. In terms of the joint distribution, stationarity implies that the date …
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Evaluating the use of surface source banking to accelerate Monte Carlo transport simulations of far-field particle fluxes
… neutron transport codes, two surface source stationarity criteria were developed and evaluated. Surface sources were considered defined, or an accurate proxy for fission sources in eigenvalue simulations once enough particles have been banked such that these criteria were met. One criterion …
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Effective Learning in Non-Stationary Multiagent Environments
… learn in MARL, leading to natural non-stationarity in the experiences encountered and thus requiring each agent to its behavior with respect to potentially large changes in other agents' policies. This thesis aims to address the non-stationarity challenge in multiagent learning from …
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Using Geovisual Analytics to investigate the performance of Geographically Weighted Discriminant Analysis
… spatially. This is also referred to spatial non-stationarity. If spatial non-stationarity exists, GWDA should model the relationship between the categories and predictor variables more accurately, thus resulting in a lower classification uncertainty and ultimately a higher classification …
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Reinforcement Learning in Time-Varying Systems: an Empirical Study
… changes over time, i.e. it exhibits non-stationarity. In this work, we characterize the challenges introduced by non-stationarity and develop a framework for addressing them to train RL agents in live systems. Such agents must explore and learn new environments, without hurting the …
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The Influence of Sea-Level Rise on Salinity in the Lower St. Johns River and the Associated Physics
… and therefore there is a quantifiable non-stationarity of salinity in the lower St Johns River (shifts in the probability distribution of salinity, as representative of salinity increase) due to sea-level rise. The numerical modeling is validated against data, then the model is applied to …
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Inflation and Macroeconomic Effects of Inflation Targeting in Asia: Time-Series and Cross-Country Analysis
… at the lower quantiles only. Where stationarity is present, results indicate varied speed of adjustment process across quantiles. The regime-switching results indicate that inflation and output growth are generally characterized by partial stationarity, while there is mostly varied …
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The use and application of performance metrics with regional climate models
… metric combinations and exploration of the stationarity of historical RCM bias characteristics. The sensitivity of metric combination procedure is found to be low with respect to the combination method and potentially high for the type of metric included, but remains uncertain for the number …
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Leading the Economy: Do both the banking sector and stock market development independently lead economic activity in South Africa? Evidence from South Africa using Granger-causality tests
… but it also conducts several additional stationarity tests to provide more conclusive evidence of the data’s stationarity before Granger-causality testing is performed. The additional stationarity tests in this study establish that some time series data, which Sayed et al. (2017) …
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