The concept of the spectral envelope was recently introduced as a
statistical basis for the frequency domain analysis and scaling of
qualitative-valued time series. In the process of developing the spectral
envelope methodology, many other interesting extensions became evident. In this
article we explain the basic concept and give numerous examples of the
usefulness of the technology. These examples include analyses of DNA sequences,
finding optimal transformations for the analysis of real-valued time series,
residual analysis, detecting common signals in many time series,and the
analysis of textures.
Publié le : 2000-08-01
Classification:
Spectral envelope,
optimal scaling,
Fourier analysis,
latent roots and vectors,
principal components,
canonical correlation,
signal detection,
optimal transformations,
coherency,
random fields,
categorical-valued time series,
EEG sleep states,
DNA,
US GNP growth rate,
residual analysis,
long range dependence,
matching sequences,
functional magnetic resonance imaging (fMRI),
pain perception,
textures,
image retrival
@article{1009212816,
author = {Stoffer, David S. and Tyler, David E. and Wendt, David A.},
title = {The spectral envelope and its applications},
journal = {Statist. Sci.},
volume = {15},
number = {1},
year = {2000},
pages = { 224-253},
language = {en},
url = {http://dml.mathdoc.fr/item/1009212816}
}
Stoffer, David S.; Tyler, David E.; Wendt, David A. The spectral envelope and its applications. Statist. Sci., Tome 15 (2000) no. 1, pp. 224-253. http://gdmltest.u-ga.fr/item/1009212816/