Empirical Frequency Band Analysis of Nonstationary Time Series.
Empirical Frequency Band Analysis of Nonstationary Time Series.
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DOI：
10.1080/01621459.2019.1671199
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发表时间：
2020
影响因子：
3.7
通讯作者：
Krafty RT
中科院分区：
文献类型：
--
作者：
Bruce SA;Tang CY;Hall MH;Krafty RT
时间序列过程的时变功率谱是一个二元函数，它量化了不同频率和不同时刻的振荡幅度。为了从这个函数参数中获得低维、简约的度量，应用研究人员考虑了划分频率空间的局部频带内的功率折叠度量。科学文献中常用的频段是历史派生的，但不能保证它们是最优的，也不能保证它们是充分总结当前研究中给定时间序列过程的信息的理由。对于给定的信号，缺乏经验性地构造统计最优频带的方法。本文的目标是提供一种标准化、统一的方法来派生和分析定制的频段。提出了一种一致的、频域的、基于迭代累积和的扫描过程，以识别最好地保存非平稳信息的频带。还开发了一种正式的假设检验程序来检验哪些频段保持稳定。所提出的方法被用于分析患者在睡眠期间的心率变异性，并揭示了最好地总结时变功率谱的频段的精细划分。
The time-varying power spectrum of a time series process is a bivariate function that quantifies the magnitude of oscillations at different frequencies and times. To obtain low-dimensional, parsimonious measures from this functional parameter, applied researchers consider collapsed measures of power within local bands that partition the frequency space. Frequency bands commonly used in the scientific literature were historically derived, but they are not guaranteed to be optimal or justified for adequately summarizing information from a given time series process under current study. There is a dearth of methods for empirically constructing statistically optimal bands for a given signal. The goal of this article is to provide a standardized, unifying approach for deriving and analyzing customized frequency bands. A consistent, frequency-domain, iterative cumulative sum based scanning procedure is formulated to identify frequency bands that best preserve nonstationary information. A formal hypothesis testing procedure is also developed to test which, if any, frequency bands remain stationary. The proposed method is used to analyze heart rate variability of a patient during sleep and uncovers a refined partition of frequency bands that best summarize the time-varying power spectrum.
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影响因子：
3.7
作者：
RAND, WM
通讯作者：
RAND, WM
DOI：
10.1198/016214506000001211
发表时间：
2007-03-01
影响因子：
3.7
作者：
Efron, Bradley
通讯作者：
Efron, Bradley
DOI：
10.1198/016214503000000549
发表时间：
2003-09-01
影响因子：
3.7
作者：
Guo, WS;Dai, M;von Sachs, R
通讯作者：
von Sachs, R
影响因子：
2.5
作者：
Daubechies, Ingrid;Lu, Jianfeng;Wu, Hau-Tieng
通讯作者：
Wu, Hau-Tieng
影响因子：
3.7
作者：
Adak, S
通讯作者：
Adak, S