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

DOI10.1016/J.JFRANKLIN.2024.106696MaRDI QIDQ6495028FDOQ6495028

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

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)

Cites Work

• Probability and Random Processes for Electrical and Computer Engineers
• Sampling Theory
• 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

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