论文标题
循环技术研究两个环固化时间序列与分数布朗运动误差之间的关系
Cyclocopula Technique to Study the Relationship Between Two Cyclostationary Time Series with Fractional Brownian Motion Errors
论文作者
论文摘要
在环境和水文研究中，检测两个时间序列之间的关系非常重要。可以应用几种参数和非参数方法来检测关系。这些技术通常对平稳性假设敏感。在这项研究中，引入了一种新的基于Copula的方法，以检测两个胞体时间序列与分数布朗运动（FBM）误差之间的关系。数值研究验证了引入方法的性能。
Detection of the relationship between two time series is so important in environmental and hydrological studies. Several parametric and non-parametric approaches can be applied to detect relationships. These techniques are usually sensitive to stationarity assumptions. In this research, a new copula-based method is introduced to detect the relationship between two cylostationary time series with fractional Brownian motion (fBm) errors. The numerical studies verify the performance of the introduced approach.
