The Smooth Complex Logarithm and Quasi-Periodic Models
The Smooth Complex Logarithm and Quasi-Periodic Models
复制标题
光滑复对数和准周期模型
DOI:
10.1007/978-3-7908-2413-1_1
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发表时间:
2010
影响因子:
3
通讯作者:
H. C. Eilers
中科院分区:
文献类型:
--
作者:
H. C. Eilers
Quasi-periodic signals, which look like sine waves with variable frequency and amplitude, are common in nature and society. Examples that will be analyzed in this paper are sounds of crickets, counts of sunspots, movements of ocean currents, and brightness of variable stars. Euler’s formula for the complex logarithm, combined with smoothly changing real and imaginary components, provides a powerful model. It is highly non-linear and special care is needed to get starting values for an iterative estimating algorithm. The model is extended with a trend and harmonics. A cascaded link function allows modeling of quasi-periodic series of counts. The model and real-world applications are described in an expository style.