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    • Modeling of non-stationary autoregressive alpha-stable processe

    Metadata Updated: April 10, 2025

    In the literature, impulsive signals are mostly modeled by symmetric alpha-stable processes. To represent their temporal dependencies, usually autoregressive models with time-invariant coefficients are utilized. We propose a general sequential Bayesian modeling methodology where both unknown autoregressive coefficients and distribution parameters can be estimated successfully, even when they are time-varying. In contrast to most work in the literature on signal processing with alpha-stable distributions, our work is general and models also skewed alpha-stable processes. Successful performance of our method is demonstrated by computer simulations. We support our empirical results by providing posterior Cramer–Rao lower bounds. The proposed method is also tested on a practical application where seismic data events are modeled.

    Access & Use Information

    Public: This dataset is intended for public access and use. License: No license information was provided. If this work was prepared by an officer or employee of the United States government as part of that person's official duties it is considered a U.S. Government Work.

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    Dates

    Metadata Created Date November 12, 2020
    Metadata Updated Date April 10, 2025
    Data Update Frequency irregular

    Metadata Source

    Harvested from NASA Data.json

    Other Data Resources

    Additional Metadata

    Resource Type Dataset
    Metadata Created Date November 12, 2020
    Metadata Updated Date April 10, 2025
    Publisher Dashlink
    Maintainer
    Identifier DASHLINK_208
    Data First Published 2010-09-22
    Data Last Modified 2025-03-31
    Public Access Level public
    Data Update Frequency irregular
    Bureau Code 026:00
    Metadata Context https://project-open-data.cio.gov/v1.1/schema/catalog.jsonld
    Schema Version https://project-open-data.cio.gov/v1.1/schema
    Catalog Describedby https://project-open-data.cio.gov/v1.1/schema/catalog.json
    Harvest Object Id 3cc3898b-4802-4441-99d5-0429e8b1896d
    Harvest Source Id 58f92550-7a01-4f00-b1b2-8dc953bd598f
    Harvest Source Title NASA Data.json
    Homepage URL https://c3.nasa.gov/dashlink/resources/208/
    Program Code 026:029
    Source Datajson Identifier True
    Source Hash f6544bfb0467ea3d3a19862c2f80cc24d39bb3ef4173c237ae41c5ad3369c1ac
    Source Schema Version 1.1

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