Transformation-cost time-series method for analyzing irregularly sampled data
نویسندگان
چکیده
منابع مشابه
Time Series Analysis for Irregularly Sampled Data
Many spectral estimation methods for irregularly sampled data tend to be heavily biased at higher frequencies or fail to produce a spectrum that is positive for all frequencies. A time series spectral estimator is introduced that applies the principles of a new automatic equidistant missing data algorithm to unevenly spaced data. This time series estimator approximates the irregular data by a n...
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Estimation of time-delayed mutual information and bias for irregularly and sparsely sampled time-series.
A method to estimate the time-dependent correlation via an empirical bias estimate of the time-delayed mutual information for a time-series is proposed. In particular, the bias of the time-delayed mutual information is shown to often be equivalent to the mutual information between two distributions of points from the same system separated by infinite time. Thus intuitively, estimation of the bi...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2015
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.91.062911