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Tapering and padding are mathematical manipulations sometimes performed on the time series before periodogram analysis to improve the statistical properties of the spectral estimates or to speed up the computations.
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An Extremely Simple Method of Periodogram Analysis. Dinsmore Alter. Department of Physics and Astronomy, University of Kansas. Full text ...
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Least-squares spectral analysis - Wikipedia, the free encyclopedia
Least-squares spectral analysis (LSSA) is a method of estimating a frequency spectrum, based on a least squares fit of sinusoids to data samples, similar to Fourier analysis.
en.wikipedia.org/wiki/Least-squares_spectral_analysis |
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Periodogram Analysis of Precipitates. ERIC PONDER. Service de Biophysique, Institut Pasteur, Paris. THIELE et al. 1 have provided many examples of partially ...
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Now we compute the periodogram of the differenced logg Dow-Jones series and look at that. We also test to see if there might be a periodic effect of period 5 from day of the week (e.g, Mondays would be five trading days apart, so there might be an effect from Mondays).
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Periodogram analysis. One of the characteristics of a self-similar time series is that the logarithm of its spectral density. as , with C a constant. ...
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In the multi-frequential periodogram analysis, the least-squares estimator of frequencies is proved to be theoretically unbiased in finite samples if the ...
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PERIODIC VARIATIONS, SOLAR ACTIVITY, SOLAR CYCLES, SOLAR RADIATION, SOLAR ROTATION, SPECTRUM ANALYSIS, SUNSPOTS, TIME SERIES ANALYSIS, POWER SPECTRA, EARTH ATMOSPHERE, MAGNETIC VARIATIONS, PREDICTION ANALYSIS TECHNIQUES, SOLAR CONSTANT...
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Periodogram analysis of the high state data reveals ``positive superhumps" with a period of 0.1455 deg in 2002 and 0.1461 deg in 2003, in accord with the results of Patterson et al. However, we cannot confirm the quasi-periodic oscillations reported by these authors.
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classification ; ARMA and ARFIMA models ; time series ; periodogram ; cluster analysis ... However, existing spectral methods for discrimination and clustering analysis of time series cannot be applied directly to series with unequal lengths. Some studies use time series of unequal length and had to truncate time series...
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