Journal Article
Spectral Analysis and Time Series
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In this article, the authors introduce the concept of Stationary Random Processes and Spectral Analysis in the Time Domain and Frequency Domain, and present an analysis of Processes with Mixed Spectra.Abstract:
Preface. Preface to Volume 2. Contents of Volume 2. List of Main Notation. Basic Concepts. Elements of Probability Theory. Stationary Random Processes. Spectral Analysis. Estimation in the Time Domain. Estimation in the Frequency Domain. Spectral Analysis in Practice. Analysis of Processes with Mixed Spectra.read more
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Testing a Time Series for Difference Stationarity
Brendan McCabe,A. R. Tremayne +1 more
TL;DR: In this paper, a locally best invariant test is developed assuming Gaussianity, and a representation of its asymptotic distribution as a mixture of Brownian motions is found.
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Modeling of non-Gaussian array data using cumulants: DOA estimation of more sources with less sensors
TL;DR: It is proved that using higher-than-second-order cumulants, it is possible to estimate more angles-of-arrival (or harmonics) with fewer sensors and the problem of detecting the number of sources using output Cumulants only is addressed.
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Walsh-Fourier Analysis and its Statistical Applications
TL;DR: The need for Walsh-Fourier analysis is explained, the history and properties of Walsh functions are reviewed, and the existing Walsh-fourier theory for real-time stationary time series is outlined.
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From nonlinearity to causality: statistical testing and inference of physical mechanisms underlying complex dynamics
TL;DR: The computational realizations of the test null hypothesis known as the surrogate data are introduced within the context of discerning nonlinear dynamics from noise, and the concept is further generalized for detection of directional interactions, or causality in bivariate time series.
Journal ArticleDOI
Regional scale transport in a Karst Aquifer: 2. Linear systems and time moment analysis
TL;DR: In this paper, the authors used the chemical fluctuations at Maramec Spring, Missouri described in paper 1 (Dreiss, this issue) and results from a previous tracer test to derive a set of kernal functions that represent regional scale transport in the karst conduit network.
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