Time-frequency analysis of econometric time series

被引：0

作者：

Corinaldi, Sharif ^{[1
]}

Cohen, Leon ^{[1
]}

机构：

[1] CUNY, Hunter Coll, New York, NY 10021 USA

来源：

NOISE AND STOCHASTICS IN COMPLEX SYSTEMS AND FINANCE | 2007年 / 6601卷

关键词：

econometric time series; Beveridge wheat price series; time-frequency analysis;

D O I：

10.1117/12.726112

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

We review the basic concepts of time-frequency analysis which are methods that indicate not only that which frequencies in a time series but alos when they existed. A number of examples are given to illustrate the possible use of these methods to econometric series. The methods are applied to the Beveridge Wheat Price Series.

引用

页数：9

共 50 条

[21] A Novel Time-Frequency Analysis Approach for Nonstaionary Time Series Using Multiresolution Wavelet
Tan, Si-Rui
Li, Yang
Li, Ke
2014 IEEE INTERNATIONAL CONFERENCE ON DATA MINING WORKSHOP (ICDMW), 2014, : 990 - 995
[22] Multi-Resolution Expansion of Analysis in Time-Frequency Domain for Time Series Forecasting
Yan, Kaiwen
Long, Chen
Wu, Huisi
Wen, Zhenkun
IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING, 2024, 36 (11) : 6667 - 6680
[23] Detection of events in seismic time series by time-frequency methods
Gabarda, S.
Cristobal, G.
IET SIGNAL PROCESSING, 2010, 4 (04) : 413 - 420
[24] Time-Frequency Analysis in Rn
Vuojamo, Vesa
Turunen, Ville
Orelma, Heikki
JOURNAL OF FOURIER ANALYSIS AND APPLICATIONS, 2021, 28 (01)
[25] INEQUALITIES IN TIME-FREQUENCY ANALYSIS
Ghobber, Saifallah
Omri, Slim
Oueslati, Ons
MATHEMATICAL INEQUALITIES & APPLICATIONS, 2023, 26 (02): : 377 - 400
[26] Time-Frequency Analysis and Applications
Flandrin, Patrick
Amin, Moeness
McLaughlin, Stephen
Torresani, Bruno
IEEE SIGNAL PROCESSING MAGAZINE, 2013, 30 (06) : 19 - +
[27] Joint time-frequency analysis
Qian, Shie
Chen, Dapang
IEEE Signal Processing Magazine, 1999, 16 (02): : 52 - 67
[28] Time-frequency analysis of tremors
O'Suilleabhain, PE
Matsumoto, JY
BRAIN, 1998, 121 : 2127 - 2134
[29] Evolutionary time-frequency analysis
da Silva, ARF
PROCEEDINGS OF THE 2000 CONGRESS ON EVOLUTIONARY COMPUTATION, VOLS 1 AND 2, 2000, : 1102 - 1109
[30] The beginning of time-frequency analysis
Fulop, Sean A.
JOURNAL OF THE ACOUSTICAL SOCIETY OF AMERICA, 2022, 152 (05): : R9 - R10

← 1 2 3 4 5 →