Time series decomposition into oscillation components and phase estimation

DOI10.1162/NECO_A_00916MaRDI QIDQ5380648zbMATH OpenWikidataFDO

Authors T. Matsuda, Fumiyasu Komaki

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)

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Cites work

• scientific article; zbMATH DE number 3738710 (Why is no real title available?)
• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
• Bayesian inference on periodicities and component spectral structure in time series
• Estimation and information in stationary time series
• Introduction to time series modeling. Translated from the Japanese by the author
• Miscellanea. Time series decomposition
• Priors and Component Structures in Autoregressive Time Series Models
• Rhythms of the brain.
• The Estimation and Tracking of Frequency
• Time series: Theory and methods

Cited in

(4)

• The Effect of the Elimination of Trend on Oscillation in Time-Series
• Time Series Source Separation Using Dynamic Mode Decomposition
• Phase-based order separation for Volterra series identification
• Multivariate time series decomposition into oscillation components

Describes a project that uses

Uses Software

• astsa
• CircStat

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