A frequency domain test for detecting nonstationary time series.
Yen-Hung ChenNan-Jung HsuPublished in: Comput. Stat. Data Anal. (2014)
Keyphrases
- non stationary
- frequency domain
- fourier analysis
- spatial domain
- fourier transform
- cross correlation
- autoregressive
- power spectrum
- random fields
- feature extraction
- financial time series
- denoising
- frequency domain analysis
- spectrum analysis
- phase correlation
- filter bank
- frequency analysis
- power spectral
- frequency spectrum
- high quality
- fast fourier transform
- discrete fourier transform
- blind source separation
- subband
- bandpass
- empirical mode decomposition
- feature vectors
- machine learning
- wavelet transform
- speech signal
- power spectra
- image coding