Time Series Decomposition into Oscillation Components and Phase Estimation

DOI10.1162/NECO_a_00916zbMath1418.62339WikidataQ39168136 ScholiaQ39168136MaRDI QIDQ5380648

Fumiyasu Komaki, Takeru Matsuda

Publication date: 6 June 2019

Published in: Neural Computation (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (1)

Multivariate Time Series Decomposition into Oscillation Components

Uses Software

• CircStat
• astsa

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
• Time series: Theory and methods
• Estimation and information in stationary time series
• Bayesian Inference on Periodicities and Component Spectral Structure in Time Series
• Introduction to Time Series Modeling
• Miscellanea. Time series decomposition
• The Estimation and Tracking of Frequency
• Priors and Component Structures in Autoregressive Time Series Models

This page was built for publication: Time Series Decomposition into Oscillation Components and Phase Estimation