Analysis of pseudo-periodic chronological series with irregularly time-spaced data in view to their prediction. III. Symbolic analysis

The problem originates from the necessity to predict luminosities of large-amplitude variable stars that are to be observed by the astronomical satellite HIPPARCOS. The data have a specific character: they are unequally time-spaced and can be missing during a long time in comparison to the pseudo-period. So the classical method of time-series analysis must be adapted and new methods are to be searched. In this paper we present a symbolic solution.     

Analysis of pseudo-periodic chronological series with irregularly time-spaced data in view to their prediction. I. Proposed problem

The problem originates from the necessity to predict luminosities of large-amplitude variable stars that are to be observed by the astronomical satellite HIPPARCOS. The data have a specific character: they are unequally time-spaced and can be missing during a long time in comparison to the pseudo-period. So the classical method of time-series analysis must be adapted and new methods are to be searched. In the following papers we present two solutions: a numerical one derived from a Fourier analysis and a symbolic one.     

Analysis of pseudo-periodic chronological series with irregularly time-spaced data in view to their prediction. IV. Using a symbolic learning method

We first present briefly the CALM learning method, based upon the idea of belief. Then we state the multi-agents scheme in which such a method can be used to predict numerical values. The basic idea is to simulate the expert's reasoning in front of a graphical display of the numerical values representing the phenomenon he wants to study:

• (a) First, looking at local shapes in the curve
• (b) Secondly, using maxima, minima and/or zero-crossings to prevent long range errors in the prediction.

We present some results on the astronomy problem presented by M. O. Menessier about the prediction of brightness variation of Mira stars.     

AbsoluteN qα -summability of the series conjugate to a Fourier series

The object of the paper is to study the absolute N_qα-summability of the series conjugate to a Fourier series, generalising a known result.     

Fourier series of additive vector measures and their term-by-term differentiation

On a measurable space (T, , ) we choose an additive measure: Z (Z is a Banach space) with the following property: for alle , we have ; this measure defines an indefinite integral over the measure onL ² (T, ,). We prove that if { _n (t)} _n ^=1/ is an orthonormal basis inL ² and _n (e)=e _n (t) d, then any additive measure: Z whose Radon-Nikodým derivatived/d belongs toL ² is uniquely expandable in a series(e)= _n ^=1/ _n n(e) that converges to(e) uniformly with respect toe can be differentiated term-by-term, and satisfies _n ^=1/ _n ^/2 <. In the caseL ²[0,2],Z=, the Fourier series of a 2-periodic absolutely continuous functionF(t) such thatF'(t) L ²[0, 2] is superuniformly convergent toF(t).Translated fromMatematicheskie Zametki, Vol. 64, No. 2, pp. 180–184, August, 1998.     

Radial limit of lacunary Fourier series with coefficients in non-commutative symmetric spaces

Let be a rearrangement invariant space, an arbitrary set and a von Neumann algebra with a semifinite normal faithful trace. It is proved that the associated symmetric space of measurable operators has -RNP if and only if has -RNP extending in this way some previous results by Q. Xu.

     

Divergent Fourier series of integrable functions with respect to orthonormal systems

There exist two orthonormal systems such that the Fourier series of each functionƒ ∈ L[0, 1],ƒ ≠ 0, with respect to at least one of these systems diverges on a set of positive measure. Translated fromMatematicheskie Zametki, Vol. 63, No. 5, pp. 717–724, May, 1998.     

Infinite type homeomorphisms of the circle and convergence of Fourier series

We consider the problem of convergence of Fourier series when we make a change of variable. Under a certain reasonable hypothesis, we give a necessary and sufficient condition for a homeomorphism of the circle to transform absolutely convergent Fourier series into uniformly convergent Fourier series.

     

Application of the absolute Euler method to some series related to Fourier series and its conjugate series

We study the absolute Euler summability problem of some series associated with Fourier series and its conjugate series generalizing some known results in the literature. Also, it is shown that absolute Euler summability of rth derived Fourier series and rth derived conjugate series can be ensured under local conditions.     

Summability of Fourier series with the method of lacunary arithmetical means at the Lebesgue points

The existence of the `rare' sequence of partial sums summable with the method of arithmetical means at each Lebesgue point is proved in the paper. The proof is based on the strategy of random choice.

     

Applications of general monotone sequences to strong approximation by Fourier series

We consider the strong means of Fourier series generated by infinite nonnegative triangular matrices and prove some estimates of such means in the case of a matrix with rows stating the sequences from the class GM(₅β)$GM\left({}_5\beta \right)$. Our theorems correspond to the results of L. Leindler [L. Leindler, A note on strong approximation of Fourier series, Anal. Math. 29 (2003) 195–199] and essentially extend the result of S.M. Mazhar and V. Totik [S.M. Mazhar, V. Totik, Approximation of continuous functions by T -means of Fourier series, J. Approx. Theory, 60 (1990) 174–182].     

On the set of all continuous functions with uniformly convergent Fourier series

In this article we calculate the exact location in the Borel hierarchy of the set of all continuous functions on the unit circle with uniformly convergent Fourier series. It turns out to be complete Also we prove that any set that includes must contain a continuous function with divergent Fourier series.

     

On application of matrix summability to Fourier series

Bor has recently obtained a main theorem dealing with absolute weighted mean summability of Fourier series. In this paper, we generalized that theorem for summability method. Also, some new and known results are obtained dealing with some basic summability methods.     

Concerning the multiplicators of Fourier series in the trigonometric system

In this paper we prove theorems on multiplicators of Fourier series inL _p, where the conditions depend on a parameterp. An example illustrating the importance of these conditions is constructed. Translated fromMatematicheskie Zametki, Vol. 63, No. 2, pp. 235–247, February, 1998.     

Strong means and oscillation of multiple Fourier series in multiplicative systems

In this paper we establish a general assertion relating the oscillation of the sequence of rectangular partial sums of a multiple Fourier series in a multiplicative system to the strong summability of this series. The systems of group generators are assumed to be uniformly bounded. Earlier these assertions were obtained by the author for the Walsh and Chrestenson series.Translated fromMatematicheskie Zametki, Vol. 63, No. 4, pp. 607–616, April, 1998.This research was supported by the Russian Foundation for Basic Research under grant No. 95-01-00135.     

Fundamental solution and Fourier series in eigenfunctions of degenerate elliptic operator

We study the degenerate elliptic differential operator of the second order in the divergence form. The operator is assumed to be symmetric. The weight function which is describing the degeneration of the coefficients (or singularity) assumed to be in the Muckenhoupt class. We prove the uniform estimates for the fundamental solution of this operator and obtain the conditions which guarantee the absolute and uniform convergence of Fourier series in eigenfunctions. These results might be applied to the ground of Fourier method.     

On determination of jumps in terms of Abel-Poisson mean of Fourier series

In this paper, we generalize some well-known results (Theorems A, C, and D) by establishing two general results (Theorems 1 and 3). As special applications, we find that the (generalized) jumps of f can be determined by the higher order partial derivatives of its Abel-Poisson means. This is different from the determination of jumps by higher order derivatives of the partial sums. We also give some estimates of the higher order partial derivatives of the Abel-Poisson mean of an integrable function F at those points at which F is smooth.     

Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis

A method is proposed to compute a time‐varying correlation matrix between asset prices. The method has a natural geometric interpretation in terms of dynamic principal components analysis. The paper illustrates, via Monte Carlo experiments and data analysis, the potential of the method in computing cross‐correlations; and it describes market integration, introducing the concept of reference asset.     

Relative asymptotics and Fourier series of orthogonal polynomials with a discrete Sobolev inner product

Let μ be a finite positive Borel measure supported in [−1,1] and introduce the discrete Sobolev-type inner product

where the mass points a_k belong to [−1,1], M_k,i0, i=0,…,N_k−1, and M_k,Nk>0. In this paper, we study the asymptotics of the Sobolev orthogonal polynomials by comparison with the orthogonal polynomials with respect to the measure μ and we prove that they have the same asymptotic behaviour. We also study the pointwise convergence of the Fourier series associated to this inner product provided that μ is the Jacobi measure. We generalize the work done by F. Marcellán and W. Van Assche where they studied the asymptotics for only one mass point in [−1,1]. The same problem with a finite number of mass points off [−1,1] was solved by G. López, F. Marcellán and W. Van Assche in a more general setting: they consider the constants M_k,i to be complex numbers. As regards the Fourier series, we continue the results achieved by F. Marcellán, B. Osilenker and I.A. Rocha for the Jacobi measure and mass points in .     

On pointwise convergence of Fourier series of radial functions in several variables

We prove the pointwise convergence of the Fourier series for radial functions in several variables, which in the case is the Dirichlet-Jordan theorem itself. In our proof the method for the case of the indicator function of the ball is very useful.