Smoothing non-stationary time series using the discrete cosine transform

DOI10.1007/s11424-015-4071-7zbMath1376.37124OpenAlexW2219049371MaRDI QIDQ328074

Dimitrios D. Thomakos

Publication date: 20 October 2016

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-015-4071-7

zbMATH Keywords

discrete cosine transformnon-stationary time seriessingular spectrum analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

Related Items (1)

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Uses Software

• CaterpillarSSA

Cites Work

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• Discrete Cosine Transform
• Windowed discrete cosine and sine transforms for shifting data

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