Approximation of quasiperiodic signal phase trajectory using directional regression

DOI10.3103/S0278641920040068zbMath1461.62162OpenAlexW3119442999MaRDI QIDQ2657897

K. R. Usmanova, K. V. Rudakov, Yu. I. Zhuravlev, Vadim V. Strijov

Publication date: 18 March 2021

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s0278641920040068

zbMATH Keywords

time seriesdirectional regressionphase trajectorydimension of eigenspacetrajectory matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)

Uses Software

• CaterpillarSSA
• GitHub
• MVR Composer

Cites Work

• Unnamed Item
• Detecting Causality in Complex Ecosystems
• General directional regression
• Singular spectrum analysis for time series.
• On the detection of changes in autoregressive time series. I: Asymptotics.
• Contour regression: a general approach to dimension reduction
• Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression
• On Directional Regression for Dimension Reduction

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