Time scale estimation by tracking parameter variation.

Belcher, John and Tunnicliffe Wilson, Granville (2000) Time scale estimation by tracking parameter variation. Journal of Time Series Analysis, 21 (3). pp. 237-248. ISSN 0143-9782

Full text not available from this repository.

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:

Journal Article

Journal or Publication Title:

Journal of Time Series Analysis

Uncontrolled Keywords:

/dk/atira/pure/subjectarea/asjc/2600/2604

Subjects:

?? cyclical series • variable sampling rate • arma modelapplied mathematicsstatistics and probabilitystatistics, probability and uncertaintyqa 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:

15 Jul 2024 09:42

URI:

https://eprints.lancs.ac.uk/id/eprint/19327