Using Time Deformation to Filter Nonstationary Time Series with Multiple Time-Frequency Structures
Joint Authors
Woodward, Wayne A.
Xu, Mengyuan
Gray, Henry L.
Source
Journal of Probability and Statistics
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-15, 15 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-03-20
Country of Publication
Egypt
No. of Pages
15
Main Subjects
Abstract EN
For nonstationary time series consisting of multiple time-varying frequency (TVF) components where the frequency of components overlaps in time, classical linear filters fail to extract components.
The G-filter based on time deformation has been developed to extract components of multicomponent G-stationary processes.
In this paper, we explore the wide application of the G-filter for filtering different types of nonstationary processes with multiple time-frequency structure.
Simulation examples illustrate that the G-filter can be applied to filter a broad range of multicomponent nonstationary process where TVF components may in fact overlap in time.
American Psychological Association (APA)
Xu, Mengyuan& Woodward, Wayne A.& Gray, Henry L.. 2013. Using Time Deformation to Filter Nonstationary Time Series with Multiple Time-Frequency Structures. Journal of Probability and Statistics،Vol. 2013, no. 2013, pp.1-15.
https://search.emarefa.net/detail/BIM-481512
Modern Language Association (MLA)
Xu, Mengyuan…[et al.]. Using Time Deformation to Filter Nonstationary Time Series with Multiple Time-Frequency Structures. Journal of Probability and Statistics No. 2013 (2013), pp.1-15.
https://search.emarefa.net/detail/BIM-481512
American Medical Association (AMA)
Xu, Mengyuan& Woodward, Wayne A.& Gray, Henry L.. Using Time Deformation to Filter Nonstationary Time Series with Multiple Time-Frequency Structures. Journal of Probability and Statistics. 2013. Vol. 2013, no. 2013, pp.1-15.
https://search.emarefa.net/detail/BIM-481512
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-481512