Principal component analysis of \(1/f^{\alpha}\) noise

DOI10.1016/S0375-9601(03)00938-1zbMath1031.65018OpenAlexW2162435139MaRDI QIDQ1397729

Yinhe Cao, Jianbo Gao, Jae Min Lee

Publication date: 3 August 2003

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0375-9601(03)00938-1

zbMATH Keywords

eigenvaluesfractional Brownian motionprincipal component analysisdata analysisDNA sequencesrandom-walk processes

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Protein sequences, DNA sequences (92D20) Stochastic particle methods (65C35)

Related Items (2)

Testing stationarity of the detrended price return in stock markets ⋮ Random Fourier series with dependent random variables

Cites Work

• Fractal time and 1/f spectra in dynamic images and human vision
• ESTIMATION AND TESTING OF SIMPLEX MODELS
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