- nonstationary filter
- мат. нестационарный фильтр
Большой англо-русский и русско-английский словарь. 2001.
Большой англо-русский и русско-английский словарь. 2001.
Hilbert-Huang transform — The Hilbert Huang Transform (HHT) is a way to decompose a signal into so called intrinsic mode functions (IMF), and obtain instantaneous frequency data. It is designed to work well for data that are nonstationary and nonlinear. In contrast to… … Wikipedia
Martin's maximum — In set theory, Martin s maximum, introduced by Foreman, Magidor Shelah (1988), is a generalization of the proper forcing axiom, which is in turn a generalization of Martin s axiom. Martin s maximum (MM) states that if D is a collection of dense… … Wikipedia
Nobel Prizes — ▪ 2009 Introduction Prize for Peace The 2008 Nobel Prize for Peace was awarded to Martti Ahtisaari, former president (1994–2000) of Finland, for his work over more than 30 years in settling international disputes, many involving ethnic,… … Universalium
Ideal (set theory) — In the mathematical field of set theory, an ideal is a collection of sets that are considered to be small or negligible . Every subset of an element of the ideal must also be in the ideal (this codifies the idea that an ideal is a notion of… … Wikipedia
Choi-Williams distribution function — is one of the members of Cohen s class distribution function. It was first proposed by Hyung Ill Choi and William J. Williams in 1989. This distribution function adopts exponential kernel to suppress the cross term. However, the kernel gain dose… … Wikipedia
Cone-shape distribution function — In mathematics, cone shape distribution function is one of the members of Cohen s class distribution function. It was first proposed by Yunxin Zhao, Lee. E. Atlas, and Robert J. Marks in 1990. The reason why this distribution is so named is… … Wikipedia
Choi–Williams distribution function — is one of the members of Cohen s class distribution function. It was first proposed by Hyung Ill Choi and William J. Williams in 1989. This distribution function adopts exponential kernel to suppress the cross term. However, the kernel gain does… … Wikipedia
Markov switching multifractal — In financial econometrics, the Markov switching multifractal (MSM) is a model of asset returns that incorporates stochastic volatility components of heterogeneous durations.[1][2] MSM captures the outliers, log memory like volatility persistence… … Wikipedia