A Time-Varying Autoregressive Model for Characterizing Nonstationary Processes

de Souza, DB; Kuhn, EV; Seara, R

de Souza, DB (reprint author), GE Renewable Energy, Data Analyt Team, Sao Paulo, SP, Brazil.

IEEE SIGNAL PROCESSING LETTERS, 2019; 26 (1): 134

Abstract

This letter presents a time-varying autoregressive (TVAR) model aiming to characterize nonstationary behaviors often observed in real-world processes,......

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