Approach for extending sequence memory based on fractionally differenced model
Based on the decorrelation and frequency-band partitions of DWT for long memory process （LMP）, a ap-proximating covariance matrix was given and a related transform was constructed, which could transform an IID stochas-tic vector into a sample realization of fractionally differenced （FD） process. To...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | zho |
| Published: |
Editorial Department of Journal on Communications
2006-01-01
|
| Series: | Tongxin xuebao |
| Subjects: | |
| Online Access: | http://www.joconline.com.cn/zh/article/74661025/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|