SPECTRAL ESTIMATION OF NON-GAUSSIAN TIME SERIES

被引：0

作者：

Fabian, Zdenek ^{[1
]}

机构：

[1] Acad Sci Czech Republic, Inst Comp Sci, Prague 18207, Czech Republic

来源：

NEURAL NETWORK WORLD | 2010年 / 20卷 / 04期

关键词：

Scalar score; power spectra; processes with infinite variance; processes with skewed distributions; CENTRAL TENDENCY; DISTRIBUTIONS;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

Based on the concept of the scalar score of a probability distribution, we introduce a concept of a scalar score of time series and propose to characterize a non-Gaussian time series by spectral density of its scalar score.

引用

页码：491 / 499

页数：9

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