Bayesian Wavelet Shrinkage of the Haar-Fisz Transformed Wavelet Periodogram
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چکیده
منابع مشابه
Bayesian Wavelet Shrinkage of the Haar-Fisz Transformed Wavelet Periodogram
It is increasingly being realised that many real world time series are not stationary and exhibit evolving second-order autocovariance or spectral structure. This article introduces a Bayesian approach for modelling the evolving wavelet spectrum of a locally stationary wavelet time series. Our new method works by combining the advantages of a Haar-Fisz transformed spectrum with a simple, but po...
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ژورنال
عنوان ژورنال: PLOS ONE
سال: 2015
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0137662