Time series decomposition into oscillation components and phase estimation

DOI10.1162/NECO_A_00916zbMATH Open1418.62339WikidataQ39168136 ScholiaQ39168136MaRDI QIDQ5380648FDOQ5380648

Authors: T. Matsuda, Fumiyasu Komaki 

Publication date: 6 June 2019

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

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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)

Cites Work

• AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
• Title not available (Why is that?)
• Estimation and information in stationary time series
• Time series: Theory and methods
• Rhythms of the brain.
• Title not available (Why is that?)
• Bayesian inference on periodicities and component spectral structure in time series
• Priors and Component Structures in Autoregressive Time Series Models
• Introduction to time series modeling. Translated from the Japanese by the author
• Miscellanea. Time series decomposition
• The Estimation and Tracking of Frequency

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

Uses Software

• CircStat
• astsa

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