Adaptive coherence analysis of nonstationary time series using the adaptive Lomb spectrum

被引:0
|
作者
Chan, S. C. [1 ]
Zhang, Z. G. [1 ]
机构
[1] Univ Hong Kong, Dept Elect & Elect Engn, Hong Kong, Hong Kong, Peoples R China
关键词
D O I
暂无
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
This paper proposes an adaptive spectral coherence analysis of nonstationary time series using the adaptive Lomb spectrum. Unlike conventional coherence analysis using the Fourier transform, the proposed algorithm employs Lomb spectrum as the basic spectral analysis tool and the intersection of confidence intervals (ICI) rule for computing adaptively the window sizes to achieve a better time-frequency resolution of the coherence and the associated phase differences. Simulation results show that the proposed method can achieve a better time-frequency resolution than other conventional coherence measurements for nonstationary signals.
引用
收藏
页码:837 / 840
页数:4
相关论文
共 50 条
  • [1] Adaptive window selection and smoothing of Lomb periodogram for time-frequency analysis of time series
    Chan, SC
    Zhang, ZG
    [J]. 2004 47TH MIDWEST SYMPOSIUM ON CIRCUITS AND SYSTEMS, VOL II, CONFERENCE PROCEEDINGS, 2004, : 137 - 140
  • [2] Adaptive Wavelet Domain Principal Component Analysis for Nonstationary Time Series
    Knight, Marina I.
    Nunes, Matthew A.
    Hargreaves, Jessica K.
    [J]. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2024, 33 (03) : 941 - 954
  • [3] Conditional adaptive Bayesian spectral analysis of nonstationary biomedical time series
    Bruce, Scott A.
    Hall, Martica H.
    Buysse, Daniel J.
    Krafty, Robert T.
    [J]. BIOMETRICS, 2018, 74 (01) : 260 - 269
  • [4] A New Regularized Adaptive Windowed Lomb Periodogram for Time-Frequency Analysis of Nonstationary Signals With Impulsive Components
    Zhang, Zhiguo
    Chan, Shing-Chow
    Wang, Chong
    [J]. IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT, 2012, 61 (08) : 2283 - 2304
  • [5] AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series
    Rosen, Ori
    Wood, Sally
    Stoffer, David S.
    [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2012, 107 (500) : 1575 - 1589
  • [6] Adaptive spectral estimation for nonstationary multivariate time series
    Zhang, Shibin
    [J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2016, 103 : 330 - 349
  • [7] Adaptive Bayesian Spectral Analysis of High-Dimensional Nonstationary Time Series
    Li, Zeda
    Rosen, Ori
    Ferrarelli, Fabio
    Krafty, Robert T.
    [J]. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2021, 30 (03) : 794 - 807
  • [8] Time-frequency Coherence Analysis of Multi-channel Event-related Potential using Adaptive Windowed Lomb Periodogram
    Zhang, Z. G.
    Cai, X. L.
    Chan, S. C.
    Hu, Y.
    Hu, L.
    Chang, C. Q.
    [J]. 2009 4TH INTERNATIONAL IEEE/EMBS CONFERENCE ON NEURAL ENGINEERING, 2009, : 650 - +
  • [9] Locally adaptive fitting of semiparametric models to nonstationary time series
    Dahlhaus, R
    Neumann, MH
    [J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2001, 91 (02) : 277 - 308
  • [10] Adaptive tests for changing unit roots in nonstationary time series
    Grillenzoni, C
    [J]. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 1999, 8 (04) : 763 - 778