Belcher, John and Tunnicliffe Wilson, Granville (2000) Time scale estimation by tracking parameter variation. Journal of Time Series Analysis, 21 (3). pp. 237-248.
Full text not available from this repository.Official URL: http://dx.doi.org/10.1111/1467-9892.00183
Abstract
A quasi-periodic time series is sampled at a varying but unknown rate. An autoregressive moving-average model is fitted to the resulting discrete series and the time variation of its parameters is estimated. The functional dependence of the parameters on the sampling rate is then used to estimate this rate and to reconstruct the true time scale.
| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Journal of Time Series Analysis |
| Uncontrolled Keywords: | Cyclical series • variable sampling rate • ARMA model |
| Subjects: | Q Science > QA Mathematics |
| Departments: | Faculty of Science and Technology > Mathematics and Statistics |
| ID Code: | 19327 |
| Deposited By: | ep_ss_importer |
| Deposited On: | 18 Nov 2008 11:35 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 15:28 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/19327 |
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