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The Spectral Envelope

光谱包络

基本信息

批准号：
9404343
负责人：
David Stoffer
金额：
$ 5.9万
依托单位：
University of Pittsburgh
依托单位国家：
美国
项目类别：
Standard Grant
财政年份：
1994
资助国家：
美国
起止时间：
1994-07-01 至 1997-06-30
项目状态：
已结题

来源：
https://www.nsf.gov/awardsearch/showAward?AWD_ID=9404343&HistoricalAwards=false
关键词：
Spectral Envelope

项目摘要

The spectral envelope was recently introduced as a method for analyzing categorical time series in the spectral domain and has been successfully applied in analyzing DNA sequences. In developing the theory and methodology of the spectral envelope for categorical time series, it was discovered that there are many interesting extensions to the concept. Although there are numerous directions in which to pursue this idea, this research will focus, at least, on extending the concept of the spectral envelope to the analysis of real-valued time series. Here, the main goals will be to obtain optimal transformations of real-valued (univariate and multivariate) time series that may be nonlinear, non-Gaussian, or have some unsuspected dependence structure, and to envelop (or blanket) the spectrum of any such transformation of the time series. The spectral envelope was recently introduced as a method for analyzing qualitative data observed sequentially in time or space (time series) and has been successfully applied in analyzing DNA sequences. In developing the theory and methodology of the spectral envelope for such data, it was discovered that there are many interesting extensions to the concept. Although there are numerous directions in which to pursue this idea, this research will focus, at least, on extending the concept of the spectral envelope to the analysis of quantitative time series data. Here, the main goals will be to obtain optimal transformations of time series that may be nonlinear, non-Normal, or have some unsuspected dependence structure, and to discover any interesting cyclic (repetitive) properties of these data.

谱包络是近年来提出的一种在谱域分析分类时间序列的方法，并已成功地应用于DNA序列的分析。在发展分类时间序列的谱包络的理论和方法的过程中，人们发现这个概念有许多有趣的扩展。虽然有许多方向追求这一想法，本研究将集中，至少，在扩展的概念的频谱包络的分析实值时间序列。在这里，主要目标是获得实值（单变量和多变量）时间序列的最佳变换，这些时间序列可能是非线性的，非高斯的，或者具有一些意料之外的依赖结构，并且包络（或覆盖）时间序列的任何此类变换的频谱。谱包络最近被引入作为分析在时间或空间上连续观察到的定性数据（时间序列）的方法，并且已经成功地应用于分析DNA序列。在发展这种数据的频谱包络的理论和方法时，人们发现这个概念有许多有趣的扩展。虽然有许多方向，在追求这一想法，本研究将集中，至少，在扩展的概念的频谱包络的定量时间序列数据的分析。在这里，主要目标是获得时间序列的最佳变换，这些时间序列可能是非线性的，非正态的，或者具有一些未知的依赖结构，并发现这些数据的任何有趣的循环（重复）特性。