Using Time Deformation to Filter Nonstationary Time Series with Multiple Time-Frequency Structures
نویسندگان
چکیده
منابع مشابه
Using Time Deformation to Filter Nonstationary Time Series with Multiple Time-Frequency Structures
For nonstationary time series consisting ofmultiple time-varying frequency (TVF) componentswhere 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 di...
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ژورنال
عنوان ژورنال: Journal of Probability and Statistics
سال: 2013
ISSN: 1687-952X,1687-9538
DOI: 10.1155/2013/569597