Generalized singular spectrum analysis for the decomposition and analysis of non-stationary signals

DOI10.1016/J.JFRANKLIN.2024.106696MaRDI QIDQ6495028FDOQ6495028

Authors: Jialiang Gu, Kevin Hung, Bingo Wing-Kuen Ling, Daniel Hung-Kay Chow, Yang Zhou, Yaru Fu, Sio Hang Pun 

Publication date: 30 April 2024

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

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zbMATH Keywords

frequency spectrumsingular spectrum analysisspectral leakagewindowing technique

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

• Probability and Random Processes for Electrical and Computer Engineers
• Sampling theory. Beyond bandlimited systems
• A review on singular spectrum analysis for economic and financial time series
• Filtering and frequency interpretations of singular spectrum analysis
• Noise cross PSD estimation using phase information in diffuse noise field
• Dependence measures for model selection in singular spectrum analysis
• The Sliding Singular Spectrum Analysis: A Data-Driven Nonstationary Signal Decomposition Tool

Cited In (1)

• A queued variational mode decomposition method

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