Using Time Deformation to Filter Nonstationary Time Series with Multiple Time-Frequency Structures

Autor:	Mengyuan Xu, Wayne A. Woodward, Henry L. Gray
Jazyk:	angličtina
Rok vydání:	2013
Předmět:	Probabilities. Mathematical statistics QA273-280
Zdroj:	Journal of Probability and Statistics, Vol 2013 (2013)
Druh dokumentu:	article
ISSN:	1687-952X 1687-9538
DOI:	10.1155/2013/569597
Popis:	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.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/df373b7717174cf9b87d89f00e83e6bb Zobrazit plný text záznamu View record in DOAJ Plný text ve formátu PDF