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Data Analysis and Statistics for Geography, Environmental Science, and Engineering
book

Data Analysis and Statistics for Geography, Environmental Science, and Engineering

by Miguel F. Acevedo
December 2012
Beginner content levelBeginner
557 pages
19h 5m
English
CRC Press
Content preview from Data Analysis and Statistics for Geography, Environmental Science, and Engineering
389Dependent Stochastic Processes and Time Series
a time series. It is often of interest to separate the signal from the noise. Several options are moving
average lter, running median lter, and exponential smoothing lter with forecast.
11.5 EXERCISES
Exercise 11.1
What is the stationary probability distribution when p
21
= 0.6 and p
12
= 0.4?
Exercise 11.2
Calculate the steady state for the matrix
P =
..
..
..
..
54
00
0095
56
00
00
15
Demonstrate that it is equal to X* = [0.27, 0.33, 0.33, 0.07]
T
. Conrm by examining the steady state
in Figure 11.8.
Exercise 11.3
Evaluate the stationary states according to Equation 11.23 and demonstrate that we g ...
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Publisher Resources

ISBN: 9781439885017