A new algorithm to accelerate harmonic analysis of time series
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http://hdl.handle.net/10045/33734
Títol: | A new algorithm to accelerate harmonic analysis of time series |
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Autors: | Martinez-Ortiz, Pedro A. | Ferrandiz, Jose M. |
Grups d'investigació o GITE: | Geodesia Espacial y Dinámica Espacial |
Centre, Departament o Servei: | Universidad de Alicante. Departamento de Matemática Aplicada |
Paraules clau: | Harmonic analysis | Time series | Periodogram |
Àrees de coneixement: | Matemática Aplicada |
Data de publicació: | 2013 |
Editor: | Hindawi Publishing Corporation |
Citació bibliogràfica: | Pedro A. Martínez-Ortiz and José M. Ferrándiz, “A New Algorithm to Accelerate Harmonic Analysis of Time Series,” ISRN Applied Mathematics, vol. 2013, Article ID 916731, 8 pages, 2013. doi:10.1155/2013/916731 |
Resum: | The Lomb periodogram has been traditionally a tool that allows us to elucidate if a frequency turns out to be important for explaining the behaviour of a given time series. Many linear and nonlinear reiterative harmonic processes that are used for studying the spectral content of a time series take into account this periodogram in order to avoid including spurious frequencies in their models due to the leakage problem of energy from one frequency to others. However, the estimation of the periodogram requires long computation time that makes the harmonic analysis slower when we deal with certain time series. Here we propose an algorithm that accelerates the extraction of the most remarkable frequencies from the periodogram, avoiding its whole estimation of the harmonic process at each iteration. This algorithm allows the user to perform a specific analysis of a given scalar time series. As a result, we obtain a functional model made of (1) a trend component, (2) a linear combination of Fourier terms, and (3) the so-called mixed secular terms by reducing the computation time of the estimation of the periodogram. |
Patrocinadors: | Sponsored by a Grant from Generalitat Valenciana, BEFPI 2010-021, and the project ACOMP/2012/128. Partial support of the Spanish Project of MICIN, AYA 2010-22039-C02-01. |
URI: | http://hdl.handle.net/10045/33734 |
ISSN: | 2090-5564 (Print) | 2090-5572 (Online) |
DOI: | 10.1155/2013/916731 |
Idioma: | eng |
Tipus: | info:eu-repo/semantics/article |
Drets: | © 2013 Pedro A. Martínez-Ortiz and José M. Ferrándiz. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. |
Revisió científica: | si |
Versió de l'editor: | http://dx.doi.org/10.1155/2013/916731 |
Apareix a la col·lecció: | INV - GEDE - Artículos de Revistas |
Arxius per aquest ítem:
Arxiu | Descripció | Tamany | Format | |
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2013_Martinez-Ortiz_Ferrandiz_ISRNApplMath.pdf | 997,81 kB | Adobe PDF | Obrir Vista prèvia | |
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