Practical Bispectral Analysis
In the previous chapter, we considered the estimation of the bispectral density function of a stationary time series, and we obtained an optimum two-dimensional “weight function” which leads to an estimate with minimum mean square error. In this chapter, the practical aspects of computation of the bispectral density function from a sample is considered. For illustration purposes, we have simulated time series from a bilinear model and considered the estimation of the spectral density function and the bispectral density function of these series. A comparison with the theoretical (parametric) spectral density and the bispectral density is then made.
KeywordsSunspot Number Spectral Density Function Optimum Window Bispectral Analysis Limit Cycle Behaviour
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