.png){kind=icon}
Return
Multi-taper S-transform method for evolutionary spectrum estimation
.png){kind=icon}
PRE
AI
DOI：10.1016/j.ymssp.2021.108667.png)
.png){kind=icon}
Original request for help.png){kind=icon}
Share.png){kind=icon}
Save
Abstract
En 中文
A multi-taper S-transform (MTST) method for estimating evolutionary power spectral density (EPSD) and coherence of multi-variate non-stationary processes is introduced in this paper. With a set of orthogonal time-frequency Hermite windows, the MTST method can simultaneously lead to sufficient resolution for the EPSD and coherence estimates and reduce their estimation variance. This method is applicable even in the case of only one realization available. The bias and variance of the EPSD and coherence estimators from the MTST method are deduced under the assumption that two univariate non-stationary processes are Gaussian and their auto-EPSDs have the same shape. The superiority of the MTST method is numerically confirmed through a comparison with the Priestley method and wavelet-based method. The applicability of the MTST method is finally demonstrated by applying the method to wind speed data measured during Tropical Storm Wipha.
Keywords:
MTST method
Non-stationary process
Evolutionary power spectral density
Coherence
Journal
IF:
8.9
Papers:
1.3W
Citations:
6.6W
Organization
Cited Papers
ShareSave
Stereoselective synthesis of carbocyclic ring systems by pinacol-terminated Prins cyclizations.png)
Tetrahedron
TetrahedronIF0
PREAI
ShareSaveChallenging the Standard Model of Sexual Response: Evidence of a Variable Male Sexual Response Cycle
PREAI
ShareSave
View more