Multi-spectral decomposition of functional autoregressive models
✍ Scribed by R. Salmerón; M. D. Ruiz-Medina
- Publisher
- Springer
- Year
- 2008
- Tongue
- English
- Weight
- 718 KB
- Volume
- 23
- Category
- Article
- ISSN
- 1436-3240
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
The use of autoregressive modelling has acquired great importance in time series analysis and in principle it may also be applicable in the spectral analysis of point processes with similar advantages over the nonparametric approach. Most of the methods used for autoregressive spectral analysis requ
A new simple method using singular-value decomposition (SVD) to find the optimal order for an autoregressive (AR) model of a deterministic time series is proposed. The method is particularly effective when the signal is contaminated with additive noise, and it is shown that the choice of sampling ra