Time-variant power spectral analysis of heart-rate time series by autoregressive moving average (ARMA) method
نویسندگان
چکیده
منابع مشابه
Censored Time Series Analysis with Autoregressive Moving Average Models
Time series measurements are often observed with data irregularities, such as censoring due to a detection limit. Practitioners commonly disregard censored data cases which often result into biased estimates. We present an attractive remedy for handling autocorrelated censored data based on a class of autoregressive and moving average (ARMA) models. In particular, we introduce an imputation met...
متن کاملIdentification of Autoregressive Moving-Average Parameters of Time Series
,4bstme—A pmeedurefor sequentiaffy eatirnating the parameters and orders of mixed autoregmsive moving-average signaf modefs from tirneserfes data is presented. Iderrtfffftion ia performed by first fderstffying a purely asrtoregmwive aignaf model. Tire parametem and orders of tbe mixed autoregmsaive moving-average proeeaa are then gfven from tbe solutton of sfmple sdgebraic equations involving t...
متن کاملRank-Based Estimation for Autoregressive Moving Average Time Series Models
We establish asymptotic normality and consistency for rank-based estimators of autoregressive-moving average model parameters. The estimators are obtained by minimizing a rank-based residual dispersion function similar to the one given in L.A. Jaeckel [Estimating regression coefficients by minimizing the dispersion of the residuals, Ann. Math. Statist. 43 (1972) 1449–1458]. These estimators can...
متن کاملDissertation Time - Frequency - Autoregressive - Moving - Average Modeling of Nonstationary Processes
This thesis introduces time-frequency-autoregressive-moving-average (TFARMA) models for underspread nonstationary stochastic processes (i.e., nonstationary processes with rapidly decaying TF correlations). TFARMAmodels are parsimonious as well as physically intuitive and meaningful because they are formulated in terms of time shifts (delays) and Doppler frequency shifts. They are a subclass of ...
متن کاملDual-component model of respiratory motion based on the periodic autoregressive moving average (periodic ARMA) method.
A new approach to the problem of modelling and predicting respiration motion has been implemented. This is a dual-component model, which describes the respiration motion as a non-periodic time series superimposed onto a periodic waveform. A periodic autoregressive moving average algorithm has been used to define a mathematical model of the periodic and non-periodic components of the respiration...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Sadhana
سال: 2003
ISSN: 0256-2499,0973-7677
DOI: 10.1007/bf02703813