1.
Singular Spectrum Analysis Demo
The latter in turn assumed to include the components that lie in the flattish tail of the eigenvalue spectrum, i.e. components from about 10 to 60. ...
2.
Multi-channel Singular Spectrum/Principal Component Analysis Theory
Standard PCA slides a flat and narrow window, of length 1 and width L, over the data set's N fields, each of which contains L data points. ...
3.
Maximum Entropy Method
Given a stationary time series x(t), and its first M auto-correlation coefficients, the purpose of MEM is to obtain the power spectrum PX by determining the ...
4.
Maximum Entropy Method Demo
If results from several MEM runs have been stored in different matrices, the parameters used in a particular Maximum Entropy analysis will be restored in ...
5.
Blackman-Tukey Correlogram and Cross-Spectrum
The correlogram constructs an estimate of the power spectrum using a windowed fast Fourier transforms (FFT) of the autocorrelation function of the time ...
6.
Maximum Entropy Method
Given a stationary time series x(t), and its first M auto-correlation coefficients, the purpose of MEM is to obtain the power spectrum PX by determining the ...
7.
Blackman-Tukey Correlogram and Cross-Spectrum
It was developed by Blackman and Tukey (1958) and is based on the Wiener-Khinchin theorem, which states that if the Fourier transform of a series x(t) is ...
8.
Univariate Gap Filling
Then gap-filling can be done just by clicking Fill in Gap-filling box of Advanced options. The filled-in data is stored in the vector with a name specified ...
9.
MultiTaper Method Demo
MultiTaper Method. Selecting the `MTM' button from the Tools menu on the ... Multitaper method. Having selected the data vector to be analyzed (here our ...
10.
Maximum Entropy Method
In terms of information theory, this is the notion of maximal entropy, ... From the Wiener-Khintchin identity, the maximal entropy process and the series ...
