Vector autoregressive (VAR) modelling is one of the most popular approaches in multivariate time series analysis. The parameters interpretation is simple, and provide an intuitive...
Spectral expansion and matrix analytic methods are important solution mechanisms for matrix polynomial equations. These equations are encountered in the steady-state analysis of M...
Stochastic Petri nets (SPNs) have proven to be a powerful and enduring graphically-oriented framework for modelling and performance analysis of complex systems. This tutorial focu...
In this paper we propose a nonparametric hypothesis test for stationarity based on local Fourier analysis. We employ a test statistic that measures the variation of time-localized...
Background: Periodogram analysis of time-series is widespread in biology. A new challenge for analyzing the microarray time series data is to identify genes that are periodically ...
Alan Wee-Chung Liew, Jun Xian, Shuanhu Wu, David K...