Advertisement

Filtering

  • James B. Elsner
  • Anastasios A. Tsonis
Chapter

Abstract

As with other statistical procedures, in time-series analysis it is useful to consider more than one approach. The simultaneous and flexible application of more than one spectral estimation method can provide thorough and reliable information on a given time record. A traditional method of spectral estimation is called Fourier analysis. Fourier analysis can be used to define spectral peaks in time records. Spectral peaks correspond to regular oscillations of sine and cosine functions.

Keywords

Power Spectrum Window Length Noise Floor Original Time Series Singular Spectrum Analysis 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media New York 1996

Authors and Affiliations

  • James B. Elsner
    • 1
  • Anastasios A. Tsonis
    • 2
  1. 1.Florida State UniversityTallahasseeUSA
  2. 2.University of Wisconsin-MilwaukeeMilwaukeeUSA

Personalised recommendations