Using time deformation to filter nonstationary time series with multiple time-frequency structures

DOI10.1155/2013/569597zbMath1273.62230OpenAlexW1971690809WikidataQ59021407 ScholiaQ59021407MaRDI QIDQ1952475

Henry L. Gray, Mengyuan Xu, Wayne A. Woodward

Publication date: 31 May 2013

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/569597

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Uses Software

• GW-WINKS

Cites Work

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• G-filtering nonstationary time series
• The generalized linear chirp process
• Time-frequency analysis -- \(G(\lambda)\)-stationary processes
• ON A CLASS OF NONSTATIONARY PROCESSES
• Nonstationary Data Analysis by Time Deformation

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