Composite Quantile Periodogram for Spectral Analysis
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Lim, Yaeji | - |
dc.contributor.author | Oh, Hee-Seok | - |
dc.date.accessioned | 2021-08-13T02:40:25Z | - |
dc.date.available | 2021-08-13T02:40:25Z | - |
dc.date.issued | 2016-03 | - |
dc.identifier.issn | 0143-9782 | - |
dc.identifier.issn | 1467-9892 | - |
dc.identifier.uri | https://scholarworks.bwise.kr/cau/handle/2019.sw.cau/48291 | - |
dc.description.abstract | We propose a new type of periodogram for identifying hidden frequencies and providing a better understanding of the frequency behaviour. The quantile periodogram by Li () provides richer information on the frequency of signal than a single estimation of the mean frequency does. However, it is difficult to find a specific quantile that identifies hidden frequencies. In this study, we consider a weighted linear combination of quantile periodograms, termed 'composite quantile periodogram'. It is completely data adaptive and does not require prior knowledge of the signal. Simulation results and real-data example demonstrate significant improvement in the quality of the periodogram. | - |
dc.format.extent | 27 | - |
dc.language | 영어 | - |
dc.language.iso | ENG | - |
dc.publisher | WILEY | - |
dc.title | Composite Quantile Periodogram for Spectral Analysis | - |
dc.type | Article | - |
dc.identifier.doi | 10.1111/jtsa.12143 | - |
dc.identifier.bibliographicCitation | JOURNAL OF TIME SERIES ANALYSIS, v.37, no.2, pp 195 - 221 | - |
dc.description.isOpenAccess | N | - |
dc.identifier.wosid | 000368783000004 | - |
dc.identifier.scopusid | 2-s2.0-84930885045 | - |
dc.citation.endPage | 221 | - |
dc.citation.number | 2 | - |
dc.citation.startPage | 195 | - |
dc.citation.title | JOURNAL OF TIME SERIES ANALYSIS | - |
dc.citation.volume | 37 | - |
dc.type.docType | Article | - |
dc.publisher.location | 미국 | - |
dc.subject.keywordAuthor | Composite quantiles | - |
dc.subject.keywordAuthor | frequency | - |
dc.subject.keywordAuthor | periodogram | - |
dc.subject.keywordAuthor | quantiles | - |
dc.subject.keywordAuthor | spectral analysis | - |
dc.relation.journalResearchArea | Mathematics | - |
dc.relation.journalWebOfScienceCategory | Mathematics, Interdisciplinary Applications | - |
dc.relation.journalWebOfScienceCategory | Statistics & Probability | - |
dc.description.journalRegisteredClass | sci | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
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