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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Annals of the Institute of Statistical Mathematics 43 (1991), S. 469-492 
    ISSN: 1572-9052
    Keywords: Time series ; Bayesian approach ; signal decomposition ; linear filter ; variable kernel ; curve smoothing ; smoothness prior ; seasonal component model ; quasi-sinusoidal wave extraction
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Frequency domain properties of the operators to decompose a time series into the multi-components along the Akaike's Bayesian model (Akaike (1980, Bayesian Statistics, 143–165, University Press, Valencia, Spain)) are shown. In that analysis a normal disturbance-linear-stochastic regression prior model is applied to the time series. A prior distribution, characterized by a small number of hyperparameters, is specified for model parameters. The posterior distribution is a linear function (filter) of observations. Here we use frequency domain analysis or filter characteristics of several prior models parametrically as a function of the hyperparameters.
    Type of Medium: Electronic Resource
    Library Location Call Number Volume/Issue/Year Availability
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Annals of the Institute of Statistical Mathematics 46 (1994), S. 405-428 
    ISSN: 1572-9052
    Keywords: Time series ; Bayesian approach ; outlier detection ; smoothing ; nonlinear modeling
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In the measurements of VLF electric fields with the Pioneer Venus spacecraft in sunlight, spin synchronized signals often dominate over the naturally generated emissions. We present a method to separate natural emissions from the several possible sources of noise. Our major objective by this method is not to remove all spin modulation, but to effectively subtract the background noise caused by the identifiable noise sources. Examination of the data shows that the background spin synchronized noise is quite sensitive to ϑ(n), the angle between the sense axis and the solar direction. We model the observed data asy(n)=w(n)t(n)f(ϑ(n))+x(n), wheref(ϑ) represents the phase response of the background noise andx(n) is the estimated natural emissions.t(n) andw(n) are the long-term trend component and time- and phase-independent component of the intensity of the background noise, respectively. The method to decomposey(n) is based on the Bayesian approach which has been recently applied to various inversion problems such as nonstationary time series modeling and image reconstruction. In this procedure, the estimated parametersw(n),t(n),f(ϑ), andx(n) can be determined automatically. We will describe the Bayesian scheme and its application to the Pioneer Venus VLF electric field data.
    Type of Medium: Electronic Resource
    Library Location Call Number Volume/Issue/Year Availability
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