A fast approach of implementing the Fourier decomposition method for nonlinear and non-stationary time series analysis.
Aydin KizilkayaMehmet Dogan ElbiPublished in: Signal Process. (2023)
Keyphrases
- non stationary
- decomposition method
- decomposition methods
- decomposition algorithm
- tree decomposition
- adaptive algorithms
- temporal evolution
- empirical mode decomposition
- stock price
- radon transform
- autoregressive
- image reconstruction
- fourier transform
- change point detection
- white noise
- computer vision
- hilbert transform
- fractional brownian motion
- financial time series
- multiresolution