Using Spectral Density Function in Analysis of Stationary Time Series

2007 ◽  
Author(s):  
Daniel Sorin Manole
Keyword(s):  
Time Series ◽  
Spectral Density ◽  
Density Function ◽  
Spectral Density Function ◽  
Stationary Time Series ◽  
Stationary Time

Spectral analysis of palaeomagnetic time series and the geomagnetic spectrum

1982 ◽  
Vol 306 (1492) ◽  
pp. 203-209 ◽  
Keyword(s):  
Time Series ◽  
Spectral Analysis ◽  
Spectral Density ◽  
Density Function ◽  
Power Density ◽  
Spectral Density Function ◽  
Power Spectral Density Function ◽  
Power Spectral ◽  
Polarity Reversals ◽  
The Continuum

There are now sufficient archaeomagnetic data from rapidly deposited sediments and baked clays to start bridging the gap in the geomagnetic spectrum between the frequency ranges covered by observatory records and polarity reversals. The form of the continuum spectrum of internal origin can be only loosely constrained but is broadly consistent with earlier speculations. The power spectral density function appears to increase rapidly with period up to periods of about 60 years, then more slowly up to a plateau in the region of 10 4 to 10 5 years, and thereafter starts to fall. There is somewhat inconclusive evidence for a drop in power density at periods around 10 2 years. Prospects for refining the spectrum are excellent.

scholarly journals USING THE FUZZY TIME SERIES TECHNIQUE TO IMPROVE THE ESTIMATION OF THE SPECTRAL DENSITY FUNCTION

2018 ◽  
Vol 19 (2) ◽  
pp. 151-170
Author(s):  
Abd El-Moneim A. M. Teamah ◽  
◽  
Hasnaa M. Faied ◽  
Mohammed H. El-Menshawy ◽  
◽  
...  
Keyword(s):  
Time Series ◽  
Spectral Density ◽  
Density Function ◽  
Spectral Density Function ◽  
Fuzzy Time Series ◽  
Series Technique

On the spectral decomposition of stationary time series using walsh functions. II

1980 ◽  
Vol 12 (02) ◽  
pp. 462-474 ◽  
Author(s):  
R. Kohn
Keyword(s):  
Time Series ◽  
Spectral Density ◽  
Spectral Decomposition ◽  
Asymptotic Properties ◽  
Stationary Time Series ◽  
Walsh Functions ◽  
Stationary Time ◽  
Class Of Estimators

The paper derives the asymptotic properties of a class of estimators of the Walsh–Fourier spectral density of a stationary time series. The spectral density is defined in Kohn (1980).

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