Walsh Fourier transform of locally stationary time series

DOI10.1111/JTSA.12509MaRDI QIDQ5111847zbMATH OpenOpenAlexFDO

Authors Zhelin Huang, Ngai Hang Chan

Publication date 27 May 2020

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/jtsa.12509

zbMATH Keywords

Walsh-Fourier transformclassification methoddyadic stationary processlocally dyadic stationary processes

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Stationary stochastic processes (60G10) Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10)

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Cites work

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• Walsh Spectral Analysis

Cited in

(4)

• Classification of multiple time signals using localized frequency characteristics applied to industrial process monitoring
• MULTIVARIATE WALSH-FOURIER ANALYSIS
• Spatio-spectral limiting on Boolean cubes
• Consistent classification of nonstationary time series using stochastic wavelet representations

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