P
Peter A. W. Lewis
Researcher at Naval Postgraduate School
Publications - 41
Citations - 2130
Peter A. W. Lewis is an academic researcher from Naval Postgraduate School. The author has contributed to research in topics: Time series & Nonlinear system. The author has an hindex of 17, co-authored 41 publications receiving 2009 citations. Previous affiliations of Peter A. W. Lewis include Government of the United States of America.
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Simulation of Nonhomogeneous Poisson Processes by Thinning
TL;DR: In this article, a simple and relatively efficient method for simulating one-dimensional and two-dimensional nonhomogeneous Poisson processes is presented, which is applicable for any rate function and is based on controlled deletion of points in a Poisson process whose rate function dominates the given rate function.
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Nonlinear Modeling of Time Series Using Multivariate Adaptive Regression Splines (MARS)
Peter A. W. Lewis,James Stevens +1 more
TL;DR: A significant feature of this extension of MARS is its ability to produce models with limit cycles when modeling time series data that can have multiple partitions and predictor variable interactions.
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Stationary discrete autoregressive‐moving average time series generated by mixtures
TL;DR: This work is supported in part by the National Science Foundation under Grant NSF-ENG-79-01438 and NSF -79-10825 and by the Office of Naval Research under Grant NR-42-284 and NR- 42-469.
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Discrete Time Series Generated by Mixtures Ii: Asymptotic Properties
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Modelling and Residual Analysis of Nonlinear Autoregressive Time Series in Exponential Variables
A. J. Lawrance,Peter A. W. Lewis +1 more
TL;DR: In this article, an approach to modelling and residual analysis of nonlinear autoregressive time series in exponential variables is presented; the approach is illustrated by analysis of a long series of wind velocity data which has first been detrended and then transformed into a stationary series with an exponential marginal distribution.