Constructing trends of time series segments

DOI10.1134/S0005117917030067MaRDI QIDQ2399469zbMATH OpenFDO

Authors E. G. Zhilyakov

Publication date 23 August 2017

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S0005117917030067

zbMATH Keywords

nonstationary time seriessub-band analysis

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42B10)

Recommendations

• Multiscale trend analysis
• A method of trend extraction using singular spectrum analysis
• Sharp filters for short sequences
• A review of some modern approaches to the problem of trend extraction
• Semi-nonparametric singular spectrum analysis with projection

Cites work

• scientific article; zbMATH DE number 3837140 (Why is no real title available?)
• scientific article; zbMATH DE number 3839183 (Why is no real title available?)
• scientific article; zbMATH DE number 41614 (Why is no real title available?)
• scientific article; zbMATH DE number 3562245 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• scientific article; zbMATH DE number 3388870 (Why is no real title available?)
• Optimal sub-band methods for analysis and synthesis of finite-duration signals

Cited in

(3)

• Multiscale trend analysis
• Trends by adaptive Fourier decomposition and application in prediction
• Trend extraction using average interpolating subdivision

This page was built for publication: Constructing trends of time series segments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2399469)