On comparing and clustering the spectral densities of several almost cyclostationary processes

Autor: Mohammad Reza Mahmoudi, Mohsen Maleki, Kirill Borodin, Kim-Hung Pho, Dumitru Baleanu
Jazyk: angličtina
Rok vydání: 2020
Předmět:
Zdroj: Alexandria Engineering Journal, Vol 59, Iss 4, Pp 2555-2565 (2020)
Druh dokumentu: article
ISSN: 1110-0168
DOI: 10.1016/j.aej.2020.03.043
Popis: In time series analysis, comparing spectral densities of several processes with almost periodic spectra is an interested problem. The contribution of this work is to give a technique to compare and to cluster the spectral densities of some independent almost periodically correlated (cyclostationary) processes. This approach is based on the limiting distribution for the periodogram and the discrete Fourier transform. The real world examples and simulation results indicate that the approach well acts.
Databáze: Directory of Open Access Journals