A semi-parametric estimation method for the quantile spectrum with an application to earthquake classification using convolutional neural network

DOI10.1016/J.CSDA.2020.107069OpenAlexW3082609979MaRDI QIDQ829707FDOQ829707

Authors: Tianbo Chen, Ying Sun, Ta-Hsin Li 

Publication date: 6 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.07155

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zbMATH Keywords

autoregressive approximationconvolutional neural networkearthquake data classificationquantile periodogram

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Time series: theory and methods.
• Estimating the dimension of a model
• Regression and time series model selection in small samples
• A new look at the statistical model identification
• Quantile regression.
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• On Information and Sufficiency
• On the parametrization of autoregressive models by partial autocorrelations
• Quantile Spectral Analysis for Locally Stationary Time Series
• Estimation and information in stationary time series
• Bayesian copula spectral analysis for stationary time series
• Model assessment for time series dynamics using copula spectral densities: a graphical tool
• Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
• Quantile-based spectral analysis: asymptotic theory and computation
• On Consistent Estimates of the Spectrum of a Stationary Time Series
• Laplace Periodogram for Time Series Analysis
• Quantile periodograms
• Quantile periodogram and time-dependent variance
• Automatic Smoothing of the Log Periodogram
• Miscellanea. A simple span selector for periodogram smoothing
• A sieve method for the spectral density
• Nonparametric Spectral Density Estimation Using Penalized Whittle Likelihood
• A simple generalized crossvalidation method of span selection for periodogram smoothing
• Autoregressive model order selection by a finite sample estimator for the Kullback-Leibler discrepancy
• Spectral estimation via the high-order Yule-Walker equations
• Composite quantile periodogram for spectral analysis
• Quantile coherency: A general measure for dependence between cyclical economic variables

Cited In (2)

• Explainable time-frequency convolutional neural network for microseismic waveform classification
• 1-D CNNs with lock-free asynchronous adaptive stochastic gradient descent algorithm for classification of astronomical spectra

Uses Software

• astsa
• quantspec
• ImageNet
• AlexNet

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