Non-linear threshold autoregressive models for non-linear random vibrations
- 1 June 1981
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 18 (2), 443-451
- https://doi.org/10.2307/3213290
Abstract
Time series models for non-linear random vibrations are discussed from the viewpoint of the specification of the dynamics of the damping and restoring force of vibrations, and a non-linear threshold autoregressive model is introduced. Typical non-linear phenomena of vibrations are demonstrated using the models. Stationarity conditions and some structural aspects of the model are briefly discussed. Applications of the model in the statistical analysis of real data are also shown with numerical results.Keywords
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