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

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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 ??
ID Code:
19327
Deposited By:
Deposited On:
18 Nov 2008 11:35
Refereed?:
Yes
Published?:
Published
Last Modified:
15 Jul 2024 09:42