From zero crossings to quantile-frequency analysis of time series with an application to nondestructive evaluation

DOI10.1002/ASMB.2499MaRDI QIDQ6578174zbMATH OpenFDO

Authors Ta-Hsin Li

Publication date 25 July 2024

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/ASMB.2499

zbMATH Keywords

classificationdiscriminant analysisfunctional principal componentlevel crossingsmachine learningquantile regressionspectral analysistime series

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• scientific article; zbMATH DE number 3660674 (Why is no real title available?)
• scientific article; zbMATH DE number 724468 (Why is no real title available?)
• scientific article; zbMATH DE number 2118472 (Why is no real title available?)
• Laplace Periodogram for Time Series Analysis
• Linear Model Selection by Cross-Validation
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• Quantile regression.
• Selecting the number of principal components in functional data
• Statistical Analysis of Financial Data in S-Plus
• Support-vector networks
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• Time Series Characterization, Poisson Integral, and Robust Divergence Measures
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Cited in

(3)

• Quantile-crossing spectrum and spline autoregression estimation
• Spline Autoregression Method for Estimation of Quantile Spectrum
• Quantile Fourier transform, quantile series, and nonparametric estimation of quantile spectra

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