Abstract:We propose a general methodology to characterize a non-stationary random process that can be used for simulating random realizations that keep the probabilistic behavior of the original time series. The probability distribution of the process is assumed to be a piecewise function defined by several weighted parametric probability models. The weights are obtained analytically by ensuring that the probability density function is well defined and that it is continuous at the common endpoints. Any number of subint… Show more
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