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

DOI10.1016/J.JFRANKLIN.2024.106696MaRDI QIDQ6495028zbMATH OpenFDO

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)

zbMATH Keywords

frequency spectrumsingular spectrum analysisspectral leakagewindowing technique

Mathematics Subject Classification ID

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

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Cites work

• A review on singular spectrum analysis for economic and financial time series
• Dependence measures for model selection in singular spectrum analysis
• Filtering and frequency interpretations of singular spectrum analysis
• Noise cross PSD estimation using phase information in diffuse noise field
• Probability and Random Processes for Electrical and Computer Engineers
• Sampling theory. Beyond bandlimited systems
• 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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