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Spectral density estimation

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142: 7451: 3080: 122: 2629: 7437: 354:). In these approaches, the task is to estimate the parameters of the model that describes the stochastic process. When using the semi-parametric methods, the underlying process is modeled using a non-parametric framework, with the additional assumption that the number of non-zero components of the model is small (i.e., the model is sparse). Similar approaches may also be used for missing data recovery as well as 98: 7475: 130: 7463: 3075:{\displaystyle {\begin{aligned}x_{n}&=\sum _{k}A_{k}\sin(2\pi \nu _{k}n+\phi _{k})\\&=\sum _{k}A_{k}\left(\sin(\phi _{k})\cos(2\pi \nu _{k}n)+\cos(\phi _{k})\sin(2\pi \nu _{k}n)\right)\\&=\sum _{k}\left(\overbrace {a_{k}} ^{A_{k}\sin(\phi _{k})}\cos(2\pi \nu _{k}n)+\overbrace {b_{k}} ^{A_{k}\cos(\phi _{k})}\sin(2\pi \nu _{k}n)\right)\end{aligned}}} 305:. But the periodogram does not provide processing-gain when applied to noiselike signals or even sinusoids at low signal-to-noise ratios. In other words, the variance of its spectral estimate at a given frequency does not decrease as the number of samples used in the computation increases. This can be mitigated by averaging over time ( 1353: 2534: 2388: 267:
representation. Linear operations that could be performed in the time domain have counterparts that can often be performed more easily in the frequency domain. Frequency analysis also simplifies the understanding and interpretation of the effects of various time-domain operations, both linear and
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analysis or spectral density estimation, is the technical process of decomposing a complex signal into simpler parts. As described above, many physical processes are best described as a sum of many individual frequency components. Any process that quantifies the various amounts (e.g. amplitudes,
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Some SDE techniques assume that a signal is composed of a limited (usually small) number of generating frequencies plus noise and seek to find the location and intensity of the generated frequencies. Others make no assumption on the number of components and seek to estimate the whole generating
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The power spectrum of this example is not continuous, and therefore does not have a derivative, and therefore this signal does not have a power spectral density function. In general, the power spectrum will usually be the sum of two parts: a line spectrum such as in this example, which is not
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into a signal subspace and a noise subspace. After these subspaces are identified, a frequency estimation function is used to find the component frequencies from the noise subspace. The most popular methods of noise subspace based frequency estimation are
1134: 2397: 2239: 1015: 313:). Welch's method is widely used for spectral density estimation (SDE). However, periodogram-based techniques introduce small biases that are unacceptable in some applications. So other alternatives are presented in the next section. 4302: 4527: 3312: 3514: 3995: 2097: 526: 3414: 1983: 1890: 3190:
If these data were samples taken from an electrical signal, this would be its average power (power is energy per unit time, so it is analogous to variance if energy is analogous to the amplitude squared).
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are found by treating the Yule–Walker equations as a form of ordinary least squares problem. The Burg estimators are generally considered superior to the Yule–Walker estimators. Burg associated these with
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of a function produces a frequency spectrum which contains all of the information about the original signal, but in a different form. This means that the original function can be completely reconstructed
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is a periodogram-based method that uses multiple tapers, or windows, to form independent estimates of the spectral density to reduce variance of the spectral density estimate
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Many other techniques for spectral estimation have been developed to mitigate the disadvantages of the basic periodogram. These techniques can generally be divided into
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of the signal, and which provides a mathematical approximation to the full integral solution. The DFT is almost invariably implemented by an efficient algorithm called
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or the spectrum of the process without assuming that the process has any particular structure. Some of the most common estimators in use for basic applications (e.g.
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Welch, P. D. (1967), "The use of Fast Fourier Transform for the estimation of power spectra: A method based on time averaging over short, modified periodograms",
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Again, for simplicity, we will pass to continuous time, and assume that the signal extends infinitely in time in both directions. Then these two formulas become
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given assumptions about the number of the components. This contrasts with the general methods above, which do not make prior assumptions about the components.
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is a time series (discrete time) with zero mean. Suppose that it is a sum of a finite number of periodic components (all frequencies are positive):
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If the average power is bounded, which is almost always the case in reality, then the following limit exists and is the variance of the data.
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the (possibly complex) frequency components of a received signal (including transmitted signal and noise), one uses a multiple-tone approach.
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Spectrum analysis can be performed on the entire signal. Alternatively, a signal can be broken into short segments (sometimes called
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process as a regression problem and solves that problem using forward-backward method. They are competitive with the Burg estimators.
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continuous and does not have a density function, and a residue, which is absolutely continuous and does have a density function.
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is the average of the periodograms taken of multiple segments of the signal to reduce variance of the spectral density estimate
393: 379: 6101: 7161: 6373: 6180: 6069: 6027: 4715:"New Method of Sparse Parameter Estimation in Separable Models and Its Use for Spectral Analysis of Irregularly Sampled Data" 2090: 1969: 1956: 31: 5266: 7404: 6363: 72:) of a signal from a sequence of time samples of the signal. Intuitively speaking, the spectral density characterizes the 45: 6413: 3574: 389: 6955: 6904: 6889: 6879: 6748: 6620: 6587: 6368: 6198: 459: 449: 284: 7024: 6325: 5029: 4625: 7299: 6079: 5748: 5212: 4640: 369: 7184: 7151: 137:) and its frequency spectrum, showing a "fundamental" frequency at 220 Hz followed by multiples (harmonics) of 220 Hz 7506: 7156: 6899: 6658: 6564: 6544: 6452: 6163: 5981: 5464: 5336: 445: 280: 6330: 6096: 5954: 6916: 6684: 6405: 6259: 6188: 6108: 5966: 5947: 5655: 5376: 1670: 1644: 1023: 323: 236:
of each frequency component. These two pieces of information can be represented as a 2-dimensional vector, as a
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The variance is the covariance of the data with itself. If we now consider the same data but with a lag of
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has a certain structure that can be described using a small number of parameters (for example, using an
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The power spectral density of a segment of music is estimated by two different methods, for comparison
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In practice, nearly all software and electronic devices that generate frequency spectra utilize a
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Now, for simplicity, suppose the signal extends infinitely in time, so we pass to the limit as
1010:{\displaystyle Y_{t}=\phi _{1}Y_{t-1}+\phi _{2}Y_{t-2}+\cdots +\phi _{p}Y_{t-p}+\epsilon _{t},} 817: 7361: 7331: 7323: 7143: 7134: 7059: 6990: 6846: 6831: 6806: 6694: 6635: 6501: 6489: 6115: 6032: 5976: 5899: 5743: 5665: 5444: 5318: 5103: 5082: 5063: 5011: 4974: 4934: 4889: 4822: 4785: 4742: 3721: 1636: 1409: 1361: 516: 453: 433: 343: 306: 293:(FFT). The array of squared-magnitude components of a DFT is a type of power spectrum called 241: 216: 173: 121: 77: 61: 3879: 179: 7386: 7341: 7105: 7092: 6985: 6960: 6894: 6826: 6704: 6312: 6205: 6138: 6051: 5998: 5817: 5688: 5482: 5281: 5248: 5146: 4926: 4879: 4871: 4814: 4777: 4734: 4685: 4310: 1945: 1676:
If the dominant frequency changes over time, then the problem becomes the estimation of the
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approach. This involves a nonlinear optimization and is more complex than the first three.
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SParse Iterative Covariance-based Estimation (SPICE) estimation, and the more generalized
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Yardibi, Tarik; Li, Jian; Stoica, Petre; Xue, Ming; Baggeroer, Arthur B. (January 2010).
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method useful for SDE when singular spectral features, such as sharp peaks, are expected.
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in the data, by observing peaks at the frequencies corresponding to these periodicities.
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content of the signal. One purpose of estimating the spectral density is to detect any
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2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
7495: 7409: 7376: 7239: 7200: 7011: 6980: 6444: 6398: 6003: 5705: 5532: 5296: 5291: 4920: 4020: 383: 248:). A common technique in signal processing is to consider the squared amplitude, or 233: 158: 134: 5562: 4901: 4754: 4697: 338:(also called sparse) methods. The non-parametric approaches explicitly estimate the 7351: 7284: 7261: 7176: 6506: 5802: 5700: 5635: 5577: 5499: 5454: 4948: 4836: 4659: 269: 17: 5158: 4522:{\displaystyle c(\tau )=\sum _{k}{\frac {1}{2}}A_{k}^{2}\cos(2\pi \nu _{k}\tau ).} 129: 4806: 4769: 7394: 7356: 7039: 6940: 6802: 6615: 6582: 6074: 5991: 5986: 5630: 5587: 5567: 5547: 5537: 5306: 4818: 4781: 4620: 4610: 1757: 417: 294: 4851: 4714: 4552:
over the different frequencies, and is related to the distribution of power of
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The most common methods for frequency estimation involve identifying the noise
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In parametric spectral estimation, one assumes that the signal is modeled by a
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that can deal with noise, incomplete data, and instrumental response functions
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2009 IEEE International Conference on Acoustics, Speech and Signal Processing
4746: 4738: 4689: 3307:{\displaystyle \lim _{N\to \infty }{\frac {1}{N}}\sum _{n=0}^{N-1}x_{n}^{2}.} 6393: 6245: 5865: 5660: 5572: 5557: 5552: 5517: 5150: 3509:{\displaystyle \lim _{T\to \infty }{\frac {1}{2T}}\int _{-T}^{T}x(t)^{2}dt.} 1684:. Methods for instantaneous frequency estimation include those based on the 1666: 1640: 310: 229: 228:. For perfect reconstruction, the spectrum analyzer must preserve both the 73: 4995:
Proceedings of the 37th Meeting of the Society of Exploration Geophysicists
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Sward, Johan; Adalbjornsson, Stefan Ingi; Jakobsson, Andreas (March 2017).
4023:, monotonically non-decreasing. Its jumps occur at the frequencies of the 3990:{\displaystyle S(\nu )=\sum _{k:\nu _{k}<\nu }{\frac {1}{2}}A_{k}^{2}.} 757:. The estimation problem then becomes one of estimating these parameters. 5909: 5527: 5404: 5399: 5394: 5366: 4047:, and the value of each jump is the power or variance of that component. 4884: 7414: 7115: 4770:"Missing data recovery via a nonparametric iterative adaptive approach" 4615: 361:
Following is a partial list of spectral density estimation techniques:
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a windowed version of Bartlett's method that uses overlapping segments
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of the function, in terms of frequency instead of time; thus, it is a
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Thomson, D. J. (1982). "Spectrum estimation and harmonic analysis".
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can be decomposed into periodic components with the same periods as
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Estimation of signal parameters via rotational invariance techniques
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The most common form of parametric SDF estimate uses as a model an
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If one only wants to estimate the frequency of the single loudest
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are found by recursively solving the Yule–Walker equations for an
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operations can create new frequencies in the frequency spectrum.
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over the frequencies: the amplitude of a frequency component of
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and R Moses, Spectral Analysis of Signals, Prentice Hall, 2005.
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Stoica, Petre; Li, Jian; Ling, Jun; Cheng, Yubo (April 2009).
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There are a number of approaches to estimating the parameters
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for which the signal samples must be evenly spaced in time (
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Because of reversibility, the Fourier transform is called a
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in addition to the spectral density function due to noise.
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Digital Processing of Random Signals: Theory & Methods
513:(ARMA) estimation, which generalizes the AR and MA models. 3180:{\displaystyle {\frac {1}{N}}\sum _{n=0}^{N-1}x_{n}^{2}.} 503:
th sample is correlated with noise terms in the previous
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is its contribution to the average power of the signal.
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to extract these components. These methods are based on
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Burg, J.P. (1967) "Maximum Entropy Spectral Analysis",
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All these contributions add up to the average power of
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Stoica, Petre; Babu, Prabhu; Li, Jian (January 2011).
3834: 3753: 3650: 252:; in this case the resulting plot is referred to as a 4856:
IEEE Transactions on Aerospace and Electronic Systems
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Autoregressive conditional heteroskedasticity (ARCH)
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which is the average power or variance of the data.
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Alternative parametric methods include fitting to a
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Example of voice waveform and its frequency spectrum
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(1992). 4674:IEEE Transactions on Audio and Electroacoustics 4964: 4962: 4960: 4958: 4915:Panahi, Ashkan; Viberg, Mats (February 2011). 4532:This is in fact the spectral decomposition of 5181: 3826:Then the power as a function of frequency is 585:Iterative Adaptive Approach (IAA) estimation. 8: 1093:is a white noise process with zero mean and 834: 821: 610:which has a spectral density function (SDF) 4971:Spectral Analysis for Physical Applications 1059:{\displaystyle \phi _{1},\ldots ,\phi _{p}} 529:(ESPRIT) is another superresolution method. 240:, or as magnitude (amplitude) and phase in 7235: 7222: 7139: 6945: 6814: 6789: 6560: 6536: 6264: 6047: 5848: 5835: 5618: 5605: 5244: 5235: 5222: 5188: 5174: 5166: 489:th sample is correlated with the previous 157:powers, intensities) versus frequency (or 5140: 4883: 4577: 4557: 4537: 4504: 4479: 4474: 4460: 4454: 4433: 4410: 4390: 4355: 4335: 4312: 4249: 4241: 4222: 4210: 4189: 4166: 4146: 4108: 4079: 4055: 4032: 4004: 3978: 3973: 3959: 3945: 3934: 3913: 3881: 3866:{\displaystyle {\tfrac {1}{2}}A_{k}^{2},} 3854: 3849: 3833: 3831: 3797: 3785:{\displaystyle {\tfrac {1}{2}}A_{k}^{2}.} 3773: 3768: 3752: 3750: 3729: 3723: 3718:coming from the component with frequency 3694: 3682:{\displaystyle {\tfrac {1}{2}}A_{k}^{2}.} 3670: 3665: 3649: 3647: 3623: 3607: 3582: 3576: 3554: 3549: 3544: 3524: 3491: 3472: 3464: 3445: 3433: 3427: 3397: 3381: 3356: 3346: 3325: 3295: 3290: 3274: 3263: 3249: 3237: 3231: 3199: 3168: 3163: 3147: 3136: 3122: 3120: 3096: 3090: 3051: 3021: 3002: 2997: 2986: 2980: 2964: 2934: 2915: 2910: 2899: 2893: 2881: 2850: 2822: 2794: 2766: 2742: 2732: 2709: 2693: 2668: 2658: 2641: 2633: 2631: 2602: 2576: 2555: 2549: 2520: 2515: 2508: 2503: 2491: 2477: 2467: 2461: 2456: 2444: 2428: 2414: 2403: 2402: 2399: 2371: 2360: 2355: 2348: 2343: 2328: 2319: 2313: 2296: 2286: 2270: 2256: 2245: 2244: 2241: 2212: 2201: 2196: 2189: 2184: 2171: 2154: 2144: 2128: 2114: 2103: 2102: 2099: 2070: 2059: 2054: 2047: 2042: 2030: 2014: 2000: 1989: 1988: 1985: 1930: 1901: 1859: 1848: 1838: 1828: 1817: 1796: 1765: 1741: 1712: 1577: 1575: 1568:forward-backward least-squares estimators 1527: 1525: 1486: 1484: 1463: 1458: 1445: 1426: 1420: 1392: 1386: 1363: 1336: 1324: 1316: 1307: 1275: 1265: 1255: 1244: 1215: 1210: 1203: 1191: 1186: 1173: 1154: 1136: 1112: 1107: 1101: 1077: 1071: 1050: 1031: 1025: 998: 979: 969: 944: 934: 915: 905: 892: 886: 854: 852: 828: 819: 799: 770: 768: 741: 722: 716: 696: 676: 652: 633: 615: 555: 181: 4307:If it exists, it is an even function of 1756:complex exponentials in the presence of 664:{\displaystyle S(f;a_{1},\ldots ,a_{p})} 499:(MA) estimation, which assumes that the 485:(AR) estimation, which assumes that the 37:For broader coverage of this topic, see 4652: 1510:process and thus the spectral density: 352:auto-regressive or moving-average model 106:This article may need to be cleaned up. 7152:Kaplan–Meier estimator (product limit) 4719:IEEE Transactions on Signal Processing 4330:If the average power is bounded, then 595:but with a sparsity enforcing penalty. 448:is a nonparametric method that uses a 399:Non-uniform discrete Fourier transform 5010:, John Wiley & Sons, Inc., 1996. 7: 7462: 7162:Accelerated failure time (AFT) model 4708: 4706: 4606:Multidimensional spectral estimation 671:that is a function of the frequency 368:for which the signal samples can be 7474: 6757:Analysis of variance (ANOVA, anova) 1622:autoregressive moving-average model 1561:maximum entropy spectral estimation 750:{\displaystyle a_{1},\ldots ,a_{p}} 533:Maximum entropy spectral estimation 467:is a nonparametric method based on 6852:Cochran–Mantel–Haenszel statistics 5478:Pearson product-moment correlation 4217: 3440: 3244: 3207: 1643:, amplitude, and phase-shift of a 1365: 1294: 1221: 25: 5079:Spectral Analysis and Time Series 424:of the discrete Fourier transform 7473: 7461: 7449: 7436: 7435: 3875:cumulative distribution function 2516: 2504: 2492: 2468: 2457: 2356: 2344: 2197: 2185: 2055: 2043: 1608:estimate the parameters using a 456:to estimate the spectral density 268:non-linear. For instance, only 96: 30:For the statistical method, see 7111:Least-squares spectral analysis 1381:the sampling time interval and 1315: 1121:{\displaystyle \sigma _{p}^{2}} 878:process satisfies the equation 593:least-squares spectral analysis 394:Least-squares spectral analysis 380:Least-squares spectral analysis 6092:Mean-unbiased minimum-variance 5098:Stoica, P.; Moses, R. (2005). 4973:. Cambridge University Press. 4513: 4491: 4444: 4438: 4366: 4360: 4282: 4270: 4264: 4258: 4214: 4200: 4194: 4125: 4113: 4090: 4084: 3924: 3918: 3892: 3886: 3808: 3802: 3705: 3699: 3629: 3594: 3488: 3481: 3437: 3403: 3368: 3336: 3330: 3241: 3204: 3060: 3038: 3027: 3014: 2973: 2951: 2940: 2927: 2859: 2837: 2828: 2815: 2803: 2781: 2772: 2759: 2715: 2680: 2408: 2250: 2108: 1994: 1970:multiple signal classification 1912: 1906: 1896:The power spectral density of 1879: 1873: 1807: 1801: 1776: 1770: 1723: 1717: 1594:{\displaystyle {\text{AR}}(p)} 1588: 1582: 1544:{\displaystyle {\text{AR}}(p)} 1538: 1532: 1503:{\displaystyle {\text{AR}}(p)} 1497: 1491: 1325: 1317: 1197: 1141: 1128:. The SDF for this process is 871:{\displaystyle {\text{AR}}(p)} 865: 859: 787:{\displaystyle {\text{AR}}(p)} 781: 775: 658: 620: 569: 557: 517:MUltiple SIgnal Classification 195: 189: 32:Probability density estimation 1: 7502:Statistical signal processing 7405:Geographic information system 6621:Simultaneous equations models 4631:Time–frequency representation 3564:{\displaystyle 1/{\sqrt {2}}} 3216:{\displaystyle N\to \infty .} 1707:A typical model for a signal 1682:time–frequency representation 1606:maximum likelihood estimators 1086:{\displaystyle \epsilon _{t}} 511:Autoregressive moving-average 348:stationary stochastic process 46:statistical signal processing 7517:Spectrum (physical sciences) 6588:Coefficient of determination 6199:Uniformly most powerful test 5100:Spectral Analysis of Signals 4813:. IEEE. pp. 3954–3958. 4776:. IEEE. pp. 3369–3372. 4138:, and define this to be the 460:Short-time Fourier transform 450:singular value decomposition 386:fitting to known frequencies 7157:Proportional hazards models 7101:Spectral density estimation 7083:Vector autoregression (VAR) 6517:Maximum posterior estimator 5749:Randomized controlled trial 4819:10.1109/icassp.2017.7952898 4782:10.1109/icassp.2009.4960347 4641:Spectral power distribution 1066:are fixed coefficients and 309:)  or over frequency ( 50:spectral density estimation 27:Signal processing technique 7533: 6917:Multivariate distributions 5337:Average absolute deviation 4997:, Oklahoma City, Oklahoma. 4131:{\displaystyle x(t+\tau )} 1658: 545:Semi-parametric techniques 446:Singular spectrum analysis 392:, an approximation of the 281:discrete Fourier transform 36: 29: 7512:Frequency-domain analysis 7431: 7234: 7221: 6905:Structural equation model 6813: 6788: 6559: 6535: 6267: 6241:Score/Lagrange multiplier 5847: 5834: 5656:Sample size determination 5617: 5604: 5234: 5221: 5203: 4876:10.1109/TAES.2010.5417172 1686:Wigner–Ville distribution 1671:pitch detection algorithm 840:{\displaystyle \{Y_{t}\}} 374:records can be incomplete 283:(DFT), which operates on 226:inverse Fourier transform 7400:Environmental statistics 6922:Elliptical distributions 6715:Generalized linear model 6644:Simple linear regression 6414:Hodges–Lehmann estimator 5871:Probability distribution 5780:Stochastic approximation 5342:Coefficient of variation 5077:Priestley, M.B. (1991). 4931:10.1109/wsa.2011.5741938 4739:10.1109/TSP.2010.2086452 4690:10.1109/TAU.1967.1161901 4161:of the signal (or data) 4140:autocorrelation function 3738:{\displaystyle \nu _{k}} 3519:The root mean square of 1374:{\displaystyle \Delta t} 469:information field theory 412:records must be complete 390:Lomb–Scargle periodogram 299:filter impulse responses 108:It has been merged from 7060:Cross-correlation (XCF) 6668:Non-standard predictors 6102:Lehmann–ScheffĂ© theorem 5775:Adaptive clinical trial 5151:10.1109/PROC.1982.12433 5121:Proceedings of the IEEE 4626:Time–frequency analysis 3898:{\displaystyle S(\nu )} 1678:instantaneous frequency 370:unevenly spaced in time 201:{\displaystyle \sin(t)} 7456:Mathematics portal 7277:Engineering statistics 7185:Nelson–Aalen estimator 6762:Analysis of covariance 6649:Ordinary least squares 6573:Pearson product-moment 5977:Statistical functional 5888:Empirical distribution 5721:Controlled experiments 5450:Frequency distribution 5228:Descriptive statistics 5035:. University of Rijeka 4925:. IEEE. pp. 1–5. 4586: 4566: 4546: 4523: 4419: 4399: 4376: 4344: 4324: 4323:{\displaystyle \tau .} 4298: 4175: 4155: 4132: 4097: 4064: 4041: 4013: 3991: 3899: 3867: 3818: 3786: 3739: 3712: 3683: 3636: 3565: 3533: 3510: 3410: 3308: 3285: 3217: 3181: 3158: 3106: 3076: 2617: 2591: 2565: 2530: 2384: 2318: 2225: 2176: 2082: 1961:autocorrelation matrix 1939: 1919: 1886: 1833: 1783: 1750: 1730: 1595: 1545: 1517:Yule–Walker estimators 1504: 1473: 1402: 1375: 1349: 1260: 1122: 1087: 1060: 1011: 872: 841: 808: 788: 751: 705: 685: 665: 576: 547:(an incomplete list): 479:(an incomplete list): 408:Non-parametric methods 366:Non-parametric methods 290:fast Fourier transform 202: 152:, also referred to as 146: 138: 126: 70:power spectral density 7372:Population statistics 7314:System identification 7048:Autocorrelation (ACF) 6976:Exponential smoothing 6890:Discriminant analysis 6885:Canonical correlation 6749:Partition of variance 6611:Regression validation 6455:(Jonckheere–Terpstra) 6354:Likelihood-ratio test 6043:Frequentist inference 5955:Location–scale family 5876:Sampling distribution 5841:Statistical inference 5808:Cross-sectional study 5795:Observational studies 5754:Randomized experiment 5583:Stem-and-leaf display 5385:Central limit theorem 4587: 4567: 4547: 4524: 4420: 4400: 4385:It can be shown that 4377: 4375:{\displaystyle c(0),} 4345: 4325: 4299: 4176: 4156: 4133: 4098: 4065: 4063:{\displaystyle \tau } 4042: 4014: 3992: 3900: 3868: 3819: 3817:{\displaystyle x(t).} 3787: 3740: 3713: 3684: 3637: 3571:, so the variance of 3566: 3534: 3532:{\displaystyle \sin } 3511: 3411: 3309: 3259: 3218: 3182: 3132: 3107: 3105:{\displaystyle x_{n}} 3077: 2618: 2592: 2566: 2564:{\displaystyle x_{n}} 2531: 2385: 2292: 2226: 2150: 2083: 1940: 1920: 1887: 1813: 1784: 1751: 1736:consists of a sum of 1731: 1695:If one wants to know 1596: 1546: 1505: 1474: 1403: 1401:{\displaystyle f_{N}} 1376: 1350: 1240: 1123: 1088: 1061: 1012: 873: 842: 809: 789: 752: 706: 686: 666: 602:Parametric estimation 577: 575:{\displaystyle (r,q)} 519:(MUSIC) is a popular 477:Parametric techniques 356:signal reconstruction 203: 144: 133:A periodic waveform ( 132: 124: 7295:Probabilistic design 6880:Principal components 6723:Exponential families 6675:Nonlinear regression 6654:General linear model 6616:Mixed effects models 6606:Errors and residuals 6583:Confounding variable 6485:Bayesian probability 6463:Van der Waerden test 6453:Ordered alternative 6218:Multiple comparisons 6097:Rao–Blackwellization 6060:Estimating equations 6016:Statistical distance 5734:Factorial experiment 5267:Arithmetic-Geometric 4676:, AU-15 (2): 70–73, 4576: 4556: 4536: 4432: 4409: 4389: 4354: 4334: 4311: 4188: 4165: 4145: 4107: 4096:{\displaystyle x(t)} 4078: 4054: 4031: 4003: 3912: 3880: 3873:and its statistical 3830: 3796: 3749: 3722: 3711:{\displaystyle x(t)} 3693: 3646: 3575: 3543: 3523: 3426: 3324: 3230: 3198: 3119: 3089: 2630: 2601: 2575: 2548: 2398: 2240: 2098: 1984: 1929: 1918:{\displaystyle x(n)} 1900: 1795: 1782:{\displaystyle w(n)} 1764: 1740: 1729:{\displaystyle x(n)} 1711: 1633:Frequency estimation 1628:Frequency estimation 1618:moving-average model 1574: 1524: 1483: 1419: 1385: 1362: 1135: 1100: 1070: 1024: 885: 851: 847:obeying a zero mean 818: 814:. A signal sequence 798: 767: 762:autoregressive model 715: 695: 675: 614: 554: 497:Moving-average model 483:Autoregressive model 180: 7367:Official statistics 7290:Methods engineering 6971:Seasonal adjustment 6739:Poisson regressions 6659:Bayesian regression 6598:Regression analysis 6578:Partial correlation 6550:Regression analysis 6149:Prediction interval 6144:Likelihood interval 6134:Confidence interval 6126:Interval estimation 6087:Unbiased estimators 5905:Model specification 5785:Up-and-down designs 5473:Partial correlation 5429:Index of dispersion 5347:Interquartile range 5133:1982IEEEP..70.1055T 4868:2010ITAES..46..425Y 4731:2011ITSP...59...35S 4682:1967ITAE...15...70W 4484: 4254: 3983: 3859: 3778: 3675: 3477: 3300: 3173: 2616:{\displaystyle N-1} 2590:{\displaystyle n=0} 2540:Example calculation 2392:Minimum norm method 1957:eigen decomposition 1690:ambiguity functions 1647:in the presence of 1620:(MA) and to a full 1468: 1220: 1196: 1117: 1095:innovation variance 68:(also known as the 58:spectral estimation 18:Spectral estimation 7387:Spatial statistics 7267:Medical statistics 7167:First hitting time 7121:Whittle likelihood 6772:Degrees of freedom 6767:Multivariate ANOVA 6700:Heteroscedasticity 6512:Bayesian estimator 6477:Bayesian inference 6326:Kolmogorov–Smirnov 6211:Randomization test 6181:Testing hypotheses 6154:Tolerance interval 6065:Maximum likelihood 5960:Exponential family 5893:Density estimation 5853:Statistical theory 5813:Natural experiment 5759:Scientific control 5676:Survey methodology 5362:Standard deviation 5081:. Academic Press. 5058:Porat, B. (1994). 5006:Hayes, Monson H., 4636:Whittle likelihood 4582: 4562: 4542: 4519: 4470: 4459: 4415: 4395: 4372: 4340: 4320: 4294: 4237: 4221: 4171: 4151: 4128: 4093: 4070:, we can take the 4060: 4037: 4009: 3987: 3969: 3958: 3895: 3863: 3845: 3843: 3814: 3782: 3764: 3762: 3735: 3708: 3679: 3661: 3659: 3632: 3561: 3529: 3506: 3460: 3444: 3406: 3351: 3304: 3286: 3248: 3213: 3177: 3159: 3102: 3072: 3070: 2886: 2737: 2663: 2613: 2587: 2561: 2526: 2380: 2234:Eigenvector method 2221: 2078: 1977:Pisarenko's method 1966:Pisarenko's method 1935: 1915: 1882: 1779: 1746: 1726: 1680:as defined in the 1635:is the process of 1610:maximum likelihood 1591: 1541: 1500: 1469: 1454: 1398: 1371: 1345: 1206: 1182: 1118: 1103: 1083: 1056: 1007: 868: 837: 804: 784: 747: 701: 681: 661: 608:stationary process 572: 334:and more recently 198: 174:Periodic functions 147: 139: 127: 7507:Signal estimation 7489: 7488: 7427: 7426: 7423: 7422: 7362:National accounts 7332:Actuarial science 7324:Social statistics 7217: 7216: 7213: 7212: 7209: 7208: 7144:Survival function 7129: 7128: 6991:Granger causality 6832:Contingency table 6807:Survival analysis 6784: 6783: 6780: 6779: 6636:Linear regression 6531: 6530: 6527: 6526: 6502:Credible interval 6471: 6470: 6254: 6253: 6070:Method of moments 5939:Parametric family 5900:Statistical model 5830: 5829: 5826: 5825: 5744:Random assignment 5666:Statistical power 5600: 5599: 5596: 5595: 5445:Contingency table 5415: 5414: 5282:Generalized/power 5109:978-0-13-113956-5 5102:. Prentice Hall. 5088:978-0-12-564922-3 5069:978-0-13-063751-2 5062:. Prentice Hall. 4940:978-1-61284-075-8 4828:978-1-5090-4117-6 4791:978-1-4244-2353-8 4585:{\displaystyle c} 4565:{\displaystyle x} 4545:{\displaystyle c} 4468: 4450: 4418:{\displaystyle x} 4398:{\displaystyle c} 4343:{\displaystyle c} 4235: 4206: 4174:{\displaystyle x} 4154:{\displaystyle c} 4040:{\displaystyle x} 4012:{\displaystyle S} 3967: 3930: 3842: 3761: 3658: 3559: 3458: 3429: 3342: 3257: 3233: 3130: 3031: 2995: 2944: 2908: 2877: 2728: 2654: 2490: 2483: 2417: 2411: 2378: 2334: 2259: 2253: 2219: 2117: 2111: 2076: 2062: 2003: 1997: 1946:impulse functions 1938:{\displaystyle p} 1749:{\displaystyle p} 1688:and higher order 1580: 1530: 1489: 1410:Nyquist frequency 1313: 857: 807:{\displaystyle p} 773: 704:{\displaystyle p} 684:{\displaystyle f} 454:covariance matrix 428:Bartlett's method 242:polar coordinates 217:Fourier transform 163:spectrum analysis 150:Spectrum analysis 119: 118: 16:(Redirected from 7524: 7477: 7476: 7465: 7464: 7454: 7453: 7439: 7438: 7342:Crime statistics 7236: 7223: 7140: 7106:Fourier analysis 7093:Frequency domain 7073: 7020: 6986:Structural break 6946: 6895:Cluster analysis 6842:Log-linear model 6815: 6790: 6731: 6705:Homoscedasticity 6561: 6537: 6456: 6448: 6440: 6439:(Kruskal–Wallis) 6424: 6409: 6364:Cross validation 6349: 6331:Anderson–Darling 6278: 6265: 6236:Likelihood-ratio 6228:Parametric tests 6206:Permutation test 6189:1- & 2-tails 6080:Minimum distance 6052:Point estimation 6048: 5999:Optimal decision 5950: 5849: 5836: 5818:Quasi-experiment 5768:Adaptive designs 5619: 5606: 5483:Rank correlation 5245: 5236: 5223: 5190: 5183: 5176: 5167: 5162: 5144: 5127:(9): 1055–1096. 5113: 5092: 5073: 5045: 5044: 5042: 5040: 5034: 5028:Lerga, Jonatan. 5025: 5019: 5004: 4998: 4991: 4985: 4984: 4966: 4953: 4952: 4912: 4906: 4905: 4887: 4847: 4841: 4840: 4802: 4796: 4795: 4765: 4759: 4758: 4710: 4701: 4700: 4669: 4663: 4657: 4591: 4589: 4588: 4583: 4571: 4569: 4568: 4563: 4551: 4549: 4548: 4543: 4528: 4526: 4525: 4520: 4509: 4508: 4483: 4478: 4469: 4461: 4458: 4424: 4422: 4421: 4416: 4404: 4402: 4401: 4396: 4381: 4379: 4378: 4373: 4349: 4347: 4346: 4341: 4329: 4327: 4326: 4321: 4303: 4301: 4300: 4295: 4253: 4248: 4236: 4234: 4223: 4220: 4180: 4178: 4177: 4172: 4160: 4158: 4157: 4152: 4137: 4135: 4134: 4129: 4102: 4100: 4099: 4094: 4069: 4067: 4066: 4061: 4046: 4044: 4043: 4038: 4018: 4016: 4015: 4010: 3996: 3994: 3993: 3988: 3982: 3977: 3968: 3960: 3957: 3950: 3949: 3904: 3902: 3901: 3896: 3872: 3870: 3869: 3864: 3858: 3853: 3844: 3835: 3823: 3821: 3820: 3815: 3791: 3789: 3788: 3783: 3777: 3772: 3763: 3754: 3744: 3742: 3741: 3736: 3734: 3733: 3717: 3715: 3714: 3709: 3688: 3686: 3685: 3680: 3674: 3669: 3660: 3651: 3641: 3639: 3638: 3633: 3628: 3627: 3612: 3611: 3587: 3586: 3570: 3568: 3567: 3562: 3560: 3555: 3553: 3538: 3536: 3535: 3530: 3515: 3513: 3512: 3507: 3496: 3495: 3476: 3471: 3459: 3457: 3446: 3443: 3415: 3413: 3412: 3407: 3402: 3401: 3386: 3385: 3361: 3360: 3350: 3313: 3311: 3310: 3305: 3299: 3294: 3284: 3273: 3258: 3250: 3247: 3222: 3220: 3219: 3214: 3186: 3184: 3183: 3178: 3172: 3167: 3157: 3146: 3131: 3123: 3111: 3109: 3108: 3103: 3101: 3100: 3085:The variance of 3081: 3079: 3078: 3073: 3071: 3067: 3063: 3056: 3055: 3030: 3026: 3025: 3007: 3006: 2996: 2991: 2990: 2981: 2979: 2969: 2968: 2943: 2939: 2938: 2920: 2919: 2909: 2904: 2903: 2894: 2892: 2885: 2870: 2866: 2862: 2855: 2854: 2827: 2826: 2799: 2798: 2771: 2770: 2747: 2746: 2736: 2721: 2714: 2713: 2698: 2697: 2673: 2672: 2662: 2646: 2645: 2622: 2620: 2619: 2614: 2596: 2594: 2593: 2588: 2570: 2568: 2567: 2562: 2560: 2559: 2535: 2533: 2532: 2527: 2525: 2524: 2519: 2513: 2512: 2507: 2495: 2488: 2484: 2482: 2481: 2476: 2472: 2471: 2466: 2465: 2460: 2445: 2440: 2436: 2435: 2419: 2418: 2415: 2413: 2412: 2404: 2389: 2387: 2386: 2381: 2379: 2377: 2376: 2375: 2370: 2366: 2365: 2364: 2359: 2353: 2352: 2347: 2335: 2333: 2332: 2320: 2317: 2312: 2287: 2282: 2278: 2277: 2261: 2260: 2257: 2255: 2254: 2246: 2230: 2228: 2227: 2222: 2220: 2218: 2217: 2216: 2211: 2207: 2206: 2205: 2200: 2194: 2193: 2188: 2175: 2170: 2145: 2140: 2136: 2135: 2119: 2118: 2115: 2113: 2112: 2104: 2087: 2085: 2084: 2079: 2077: 2075: 2074: 2069: 2065: 2064: 2063: 2060: 2058: 2052: 2051: 2046: 2031: 2026: 2022: 2021: 2005: 2004: 2001: 1999: 1998: 1990: 1944: 1942: 1941: 1936: 1924: 1922: 1921: 1916: 1891: 1889: 1888: 1883: 1866: 1865: 1864: 1863: 1843: 1842: 1832: 1827: 1788: 1786: 1785: 1780: 1755: 1753: 1752: 1747: 1735: 1733: 1732: 1727: 1669:, one can use a 1667:pure-tone signal 1661:Sinusoidal model 1600: 1598: 1597: 1592: 1581: 1578: 1550: 1548: 1547: 1542: 1531: 1528: 1509: 1507: 1506: 1501: 1490: 1487: 1478: 1476: 1475: 1470: 1467: 1462: 1450: 1449: 1431: 1430: 1407: 1405: 1404: 1399: 1397: 1396: 1380: 1378: 1377: 1372: 1354: 1352: 1351: 1346: 1341: 1340: 1328: 1320: 1314: 1312: 1311: 1306: 1302: 1301: 1300: 1270: 1269: 1259: 1254: 1227: 1219: 1214: 1204: 1195: 1190: 1178: 1177: 1159: 1158: 1127: 1125: 1124: 1119: 1116: 1111: 1092: 1090: 1089: 1084: 1082: 1081: 1065: 1063: 1062: 1057: 1055: 1054: 1036: 1035: 1016: 1014: 1013: 1008: 1003: 1002: 990: 989: 974: 973: 955: 954: 939: 938: 926: 925: 910: 909: 897: 896: 877: 875: 874: 869: 858: 855: 846: 844: 843: 838: 833: 832: 813: 811: 810: 805: 793: 791: 790: 785: 774: 771: 756: 754: 753: 748: 746: 745: 727: 726: 710: 708: 707: 702: 690: 688: 687: 682: 670: 668: 667: 662: 657: 656: 638: 637: 581: 579: 578: 573: 303:window functions 265:frequency domain 210:Fourier analysis 207: 205: 204: 199: 161:) can be called 154:frequency domain 111:Frequency domain 100: 99: 92: 66:spectral density 39:Spectral density 21: 7532: 7531: 7527: 7526: 7525: 7523: 7522: 7521: 7492: 7491: 7490: 7485: 7448: 7419: 7381: 7318: 7304:quality control 7271: 7253:Clinical trials 7230: 7205: 7189: 7177:Hazard function 7171: 7125: 7087: 7071: 7034: 7030:Breusch–Godfrey 7018: 6995: 6935: 6910:Factor analysis 6856: 6837:Graphical model 6809: 6776: 6743: 6729: 6709: 6663: 6630: 6592: 6555: 6554: 6523: 6467: 6454: 6446: 6438: 6422: 6407: 6386:Rank statistics 6380: 6359:Model selection 6347: 6305:Goodness of fit 6299: 6276: 6250: 6222: 6175: 6120: 6109:Median unbiased 6037: 5948: 5881:Order statistic 5843: 5822: 5789: 5763: 5715: 5670: 5613: 5611:Data collection 5592: 5504: 5459: 5433: 5411: 5371: 5323: 5240:Continuous data 5230: 5217: 5199: 5194: 5142:10.1.1.471.1278 5118: 5110: 5097: 5089: 5076: 5070: 5057: 5054: 5052:Further reading 5049: 5048: 5038: 5036: 5032: 5027: 5026: 5022: 5005: 5001: 4992: 4988: 4981: 4968: 4967: 4956: 4941: 4914: 4913: 4909: 4849: 4848: 4844: 4829: 4804: 4803: 4799: 4792: 4767: 4766: 4762: 4712: 4711: 4704: 4671: 4670: 4666: 4658: 4654: 4649: 4602: 4574: 4573: 4554: 4553: 4534: 4533: 4500: 4430: 4429: 4407: 4406: 4387: 4386: 4352: 4351: 4332: 4331: 4309: 4308: 4227: 4186: 4185: 4163: 4162: 4143: 4142: 4105: 4104: 4076: 4075: 4052: 4051: 4029: 4028: 4001: 4000: 3941: 3910: 3909: 3878: 3877: 3828: 3827: 3794: 3793: 3747: 3746: 3725: 3720: 3719: 3691: 3690: 3644: 3643: 3619: 3603: 3578: 3573: 3572: 3541: 3540: 3521: 3520: 3487: 3450: 3424: 3423: 3393: 3377: 3352: 3322: 3321: 3228: 3227: 3196: 3195: 3117: 3116: 3092: 3087: 3086: 3069: 3068: 3047: 3017: 2998: 2982: 2960: 2930: 2911: 2895: 2891: 2887: 2868: 2867: 2846: 2818: 2790: 2762: 2752: 2748: 2738: 2719: 2718: 2705: 2689: 2664: 2647: 2637: 2628: 2627: 2599: 2598: 2573: 2572: 2551: 2546: 2545: 2542: 2514: 2502: 2455: 2454: 2450: 2449: 2424: 2420: 2401: 2396: 2395: 2354: 2342: 2341: 2337: 2336: 2324: 2291: 2266: 2262: 2243: 2238: 2237: 2195: 2183: 2182: 2178: 2177: 2149: 2124: 2120: 2101: 2096: 2095: 2053: 2041: 2040: 2036: 2035: 2010: 2006: 1987: 1982: 1981: 1927: 1926: 1925:is composed of 1898: 1897: 1855: 1844: 1834: 1793: 1792: 1762: 1761: 1738: 1737: 1709: 1708: 1705: 1663: 1657: 1630: 1572: 1571: 1556:Burg estimators 1522: 1521: 1481: 1480: 1441: 1422: 1417: 1416: 1388: 1383: 1382: 1360: 1359: 1332: 1271: 1261: 1233: 1229: 1228: 1205: 1169: 1150: 1133: 1132: 1098: 1097: 1073: 1068: 1067: 1046: 1027: 1022: 1021: 994: 975: 965: 940: 930: 911: 901: 888: 883: 882: 849: 848: 824: 816: 815: 796: 795: 765: 764: 737: 718: 713: 712: 693: 692: 673: 672: 648: 629: 612: 611: 604: 552: 551: 521:superresolution 465:Critical filter 422:modulus squared 336:semi-parametric 319: 178: 177: 115: 101: 97: 90: 42: 35: 28: 23: 22: 15: 12: 11: 5: 7530: 7528: 7520: 7519: 7514: 7509: 7504: 7494: 7493: 7487: 7486: 7484: 7483: 7471: 7459: 7445: 7432: 7429: 7428: 7425: 7424: 7421: 7420: 7418: 7417: 7412: 7407: 7402: 7397: 7391: 7389: 7383: 7382: 7380: 7379: 7374: 7369: 7364: 7359: 7354: 7349: 7344: 7339: 7334: 7328: 7326: 7320: 7319: 7317: 7316: 7311: 7306: 7297: 7292: 7287: 7281: 7279: 7273: 7272: 7270: 7269: 7264: 7259: 7250: 7248:Bioinformatics 7244: 7242: 7232: 7231: 7226: 7219: 7218: 7215: 7214: 7211: 7210: 7207: 7206: 7204: 7203: 7197: 7195: 7191: 7190: 7188: 7187: 7181: 7179: 7173: 7172: 7170: 7169: 7164: 7159: 7154: 7148: 7146: 7137: 7131: 7130: 7127: 7126: 7124: 7123: 7118: 7113: 7108: 7103: 7097: 7095: 7089: 7088: 7086: 7085: 7080: 7075: 7067: 7062: 7057: 7056: 7055: 7053:partial (PACF) 7044: 7042: 7036: 7035: 7033: 7032: 7027: 7022: 7014: 7009: 7003: 7001: 7000:Specific tests 6997: 6996: 6994: 6993: 6988: 6983: 6978: 6973: 6968: 6963: 6958: 6952: 6950: 6943: 6937: 6936: 6934: 6933: 6932: 6931: 6930: 6929: 6914: 6913: 6912: 6902: 6900:Classification 6897: 6892: 6887: 6882: 6877: 6872: 6866: 6864: 6858: 6857: 6855: 6854: 6849: 6847:McNemar's test 6844: 6839: 6834: 6829: 6823: 6821: 6811: 6810: 6793: 6786: 6785: 6782: 6781: 6778: 6777: 6775: 6774: 6769: 6764: 6759: 6753: 6751: 6745: 6744: 6742: 6741: 6725: 6719: 6717: 6711: 6710: 6708: 6707: 6702: 6697: 6692: 6687: 6685:Semiparametric 6682: 6677: 6671: 6669: 6665: 6664: 6662: 6661: 6656: 6651: 6646: 6640: 6638: 6632: 6631: 6629: 6628: 6623: 6618: 6613: 6608: 6602: 6600: 6594: 6593: 6591: 6590: 6585: 6580: 6575: 6569: 6567: 6557: 6556: 6553: 6552: 6547: 6541: 6540: 6533: 6532: 6529: 6528: 6525: 6524: 6522: 6521: 6520: 6519: 6509: 6504: 6499: 6498: 6497: 6492: 6481: 6479: 6473: 6472: 6469: 6468: 6466: 6465: 6460: 6459: 6458: 6450: 6442: 6426: 6423:(Mann–Whitney) 6418: 6417: 6416: 6403: 6402: 6401: 6390: 6388: 6382: 6381: 6379: 6378: 6377: 6376: 6371: 6366: 6356: 6351: 6348:(Shapiro–Wilk) 6343: 6338: 6333: 6328: 6323: 6315: 6309: 6307: 6301: 6300: 6298: 6297: 6289: 6280: 6268: 6262: 6260:Specific tests 6256: 6255: 6252: 6251: 6249: 6248: 6243: 6238: 6232: 6230: 6224: 6223: 6221: 6220: 6215: 6214: 6213: 6203: 6202: 6201: 6191: 6185: 6183: 6177: 6176: 6174: 6173: 6172: 6171: 6166: 6156: 6151: 6146: 6141: 6136: 6130: 6128: 6122: 6121: 6119: 6118: 6113: 6112: 6111: 6106: 6105: 6104: 6099: 6084: 6083: 6082: 6077: 6072: 6067: 6056: 6054: 6045: 6039: 6038: 6036: 6035: 6030: 6025: 6024: 6023: 6013: 6008: 6007: 6006: 5996: 5995: 5994: 5989: 5984: 5974: 5969: 5964: 5963: 5962: 5957: 5952: 5936: 5935: 5934: 5929: 5924: 5914: 5913: 5912: 5907: 5897: 5896: 5895: 5885: 5884: 5883: 5873: 5868: 5863: 5857: 5855: 5845: 5844: 5839: 5832: 5831: 5828: 5827: 5824: 5823: 5821: 5820: 5815: 5810: 5805: 5799: 5797: 5791: 5790: 5788: 5787: 5782: 5777: 5771: 5769: 5765: 5764: 5762: 5761: 5756: 5751: 5746: 5741: 5736: 5731: 5725: 5723: 5717: 5716: 5714: 5713: 5711:Standard error 5708: 5703: 5698: 5697: 5696: 5691: 5680: 5678: 5672: 5671: 5669: 5668: 5663: 5658: 5653: 5648: 5643: 5641:Optimal design 5638: 5633: 5627: 5625: 5615: 5614: 5609: 5602: 5601: 5598: 5597: 5594: 5593: 5591: 5590: 5585: 5580: 5575: 5570: 5565: 5560: 5555: 5550: 5545: 5540: 5535: 5530: 5525: 5520: 5514: 5512: 5506: 5505: 5503: 5502: 5497: 5496: 5495: 5490: 5480: 5475: 5469: 5467: 5461: 5460: 5458: 5457: 5452: 5447: 5441: 5439: 5438:Summary tables 5435: 5434: 5432: 5431: 5425: 5423: 5417: 5416: 5413: 5412: 5410: 5409: 5408: 5407: 5402: 5397: 5387: 5381: 5379: 5373: 5372: 5370: 5369: 5364: 5359: 5354: 5349: 5344: 5339: 5333: 5331: 5325: 5324: 5322: 5321: 5316: 5311: 5310: 5309: 5304: 5299: 5294: 5289: 5284: 5279: 5274: 5272:Contraharmonic 5269: 5264: 5253: 5251: 5242: 5232: 5231: 5226: 5219: 5218: 5216: 5215: 5210: 5204: 5201: 5200: 5195: 5193: 5192: 5185: 5178: 5170: 5164: 5163: 5115: 5114: 5108: 5094: 5093: 5087: 5074: 5068: 5053: 5050: 5047: 5046: 5020: 4999: 4986: 4979: 4954: 4939: 4907: 4862:(1): 425–443. 4842: 4827: 4797: 4790: 4760: 4702: 4664: 4651: 4650: 4648: 4645: 4644: 4643: 4638: 4633: 4628: 4623: 4618: 4613: 4608: 4601: 4598: 4581: 4561: 4541: 4530: 4529: 4518: 4515: 4512: 4507: 4503: 4499: 4496: 4493: 4490: 4487: 4482: 4477: 4473: 4467: 4464: 4457: 4453: 4449: 4446: 4443: 4440: 4437: 4414: 4394: 4371: 4368: 4365: 4362: 4359: 4339: 4319: 4316: 4305: 4304: 4293: 4290: 4287: 4284: 4281: 4278: 4275: 4272: 4269: 4266: 4263: 4260: 4257: 4252: 4247: 4244: 4240: 4233: 4230: 4226: 4219: 4216: 4213: 4209: 4205: 4202: 4199: 4196: 4193: 4170: 4150: 4127: 4124: 4121: 4118: 4115: 4112: 4092: 4089: 4086: 4083: 4059: 4036: 4027:components of 4008: 3998: 3997: 3986: 3981: 3976: 3972: 3966: 3963: 3956: 3953: 3948: 3944: 3940: 3937: 3933: 3929: 3926: 3923: 3920: 3917: 3894: 3891: 3888: 3885: 3862: 3857: 3852: 3848: 3841: 3838: 3813: 3810: 3807: 3804: 3801: 3781: 3776: 3771: 3767: 3760: 3757: 3732: 3728: 3707: 3704: 3701: 3698: 3678: 3673: 3668: 3664: 3657: 3654: 3631: 3626: 3622: 3618: 3615: 3610: 3606: 3602: 3599: 3596: 3593: 3590: 3585: 3581: 3558: 3552: 3548: 3528: 3517: 3516: 3505: 3502: 3499: 3494: 3490: 3486: 3483: 3480: 3475: 3470: 3467: 3463: 3456: 3453: 3449: 3442: 3439: 3436: 3432: 3417: 3416: 3405: 3400: 3396: 3392: 3389: 3384: 3380: 3376: 3373: 3370: 3367: 3364: 3359: 3355: 3349: 3345: 3341: 3338: 3335: 3332: 3329: 3315: 3314: 3303: 3298: 3293: 3289: 3283: 3280: 3277: 3272: 3269: 3266: 3262: 3256: 3253: 3246: 3243: 3240: 3236: 3212: 3209: 3206: 3203: 3188: 3187: 3176: 3171: 3166: 3162: 3156: 3153: 3150: 3145: 3142: 3139: 3135: 3129: 3126: 3099: 3095: 3083: 3082: 3066: 3062: 3059: 3054: 3050: 3046: 3043: 3040: 3037: 3034: 3029: 3024: 3020: 3016: 3013: 3010: 3005: 3001: 2994: 2989: 2985: 2978: 2975: 2972: 2967: 2963: 2959: 2956: 2953: 2950: 2947: 2942: 2937: 2933: 2929: 2926: 2923: 2918: 2914: 2907: 2902: 2898: 2890: 2884: 2880: 2876: 2873: 2871: 2869: 2865: 2861: 2858: 2853: 2849: 2845: 2842: 2839: 2836: 2833: 2830: 2825: 2821: 2817: 2814: 2811: 2808: 2805: 2802: 2797: 2793: 2789: 2786: 2783: 2780: 2777: 2774: 2769: 2765: 2761: 2758: 2755: 2751: 2745: 2741: 2735: 2731: 2727: 2724: 2722: 2720: 2717: 2712: 2708: 2704: 2701: 2696: 2692: 2688: 2685: 2682: 2679: 2676: 2671: 2667: 2661: 2657: 2653: 2650: 2648: 2644: 2640: 2636: 2635: 2612: 2609: 2606: 2586: 2583: 2580: 2558: 2554: 2541: 2538: 2537: 2536: 2523: 2518: 2511: 2506: 2501: 2498: 2494: 2487: 2480: 2475: 2470: 2464: 2459: 2453: 2448: 2443: 2439: 2434: 2431: 2427: 2423: 2410: 2407: 2393: 2390: 2374: 2369: 2363: 2358: 2351: 2346: 2340: 2331: 2327: 2323: 2316: 2311: 2308: 2305: 2302: 2299: 2295: 2290: 2285: 2281: 2276: 2273: 2269: 2265: 2252: 2249: 2235: 2232: 2215: 2210: 2204: 2199: 2192: 2187: 2181: 2174: 2169: 2166: 2163: 2160: 2157: 2153: 2148: 2143: 2139: 2134: 2131: 2127: 2123: 2110: 2107: 2093: 2088: 2073: 2068: 2057: 2050: 2045: 2039: 2034: 2029: 2025: 2020: 2017: 2013: 2009: 1996: 1993: 1979: 1934: 1914: 1911: 1908: 1905: 1894: 1893: 1881: 1878: 1875: 1872: 1869: 1862: 1858: 1854: 1851: 1847: 1841: 1837: 1831: 1826: 1823: 1820: 1816: 1812: 1809: 1806: 1803: 1800: 1778: 1775: 1772: 1769: 1745: 1725: 1722: 1719: 1716: 1704: 1703:Multiple tones 1701: 1656: 1653: 1629: 1626: 1614: 1613: 1602: 1590: 1587: 1584: 1564: 1552: 1540: 1537: 1534: 1499: 1496: 1493: 1466: 1461: 1457: 1453: 1448: 1444: 1440: 1437: 1434: 1429: 1425: 1395: 1391: 1370: 1367: 1356: 1355: 1344: 1339: 1335: 1331: 1327: 1323: 1319: 1310: 1305: 1299: 1296: 1293: 1290: 1287: 1284: 1281: 1278: 1274: 1268: 1264: 1258: 1253: 1250: 1247: 1243: 1239: 1236: 1232: 1226: 1223: 1218: 1213: 1209: 1202: 1199: 1194: 1189: 1185: 1181: 1176: 1172: 1168: 1165: 1162: 1157: 1153: 1149: 1146: 1143: 1140: 1115: 1110: 1106: 1080: 1076: 1053: 1049: 1045: 1042: 1039: 1034: 1030: 1018: 1017: 1006: 1001: 997: 993: 988: 985: 982: 978: 972: 968: 964: 961: 958: 953: 950: 947: 943: 937: 933: 929: 924: 921: 918: 914: 908: 904: 900: 895: 891: 867: 864: 861: 836: 831: 827: 823: 803: 783: 780: 777: 744: 740: 736: 733: 730: 725: 721: 700: 680: 660: 655: 651: 647: 644: 641: 636: 632: 628: 625: 622: 619: 603: 600: 599: 598: 597: 596: 586: 583: 571: 568: 565: 562: 559: 542: 541: 540: 530: 524: 514: 508: 494: 474: 473: 472: 462: 457: 443: 437: 434:Welch's method 431: 425: 404: 403: 402: 401: 396: 387: 344:Welch's method 324:non-parametric 318: 315: 307:Welch's method 261:representation 254:power spectrum 238:complex number 197: 194: 191: 188: 185: 117: 116: 104: 102: 95: 89: 86: 48:, the goal of 26: 24: 14: 13: 10: 9: 6: 4: 3: 2: 7529: 7518: 7515: 7513: 7510: 7508: 7505: 7503: 7500: 7499: 7497: 7482: 7481: 7472: 7470: 7469: 7460: 7458: 7457: 7452: 7446: 7444: 7443: 7434: 7433: 7430: 7416: 7413: 7411: 7410:Geostatistics 7408: 7406: 7403: 7401: 7398: 7396: 7393: 7392: 7390: 7388: 7384: 7378: 7377:Psychometrics 7375: 7373: 7370: 7368: 7365: 7363: 7360: 7358: 7355: 7353: 7350: 7348: 7345: 7343: 7340: 7338: 7335: 7333: 7330: 7329: 7327: 7325: 7321: 7315: 7312: 7310: 7307: 7305: 7301: 7298: 7296: 7293: 7291: 7288: 7286: 7283: 7282: 7280: 7278: 7274: 7268: 7265: 7263: 7260: 7258: 7254: 7251: 7249: 7246: 7245: 7243: 7241: 7240:Biostatistics 7237: 7233: 7229: 7224: 7220: 7202: 7201:Log-rank test 7199: 7198: 7196: 7192: 7186: 7183: 7182: 7180: 7178: 7174: 7168: 7165: 7163: 7160: 7158: 7155: 7153: 7150: 7149: 7147: 7145: 7141: 7138: 7136: 7132: 7122: 7119: 7117: 7114: 7112: 7109: 7107: 7104: 7102: 7099: 7098: 7096: 7094: 7090: 7084: 7081: 7079: 7076: 7074: 7072:(Box–Jenkins) 7068: 7066: 7063: 7061: 7058: 7054: 7051: 7050: 7049: 7046: 7045: 7043: 7041: 7037: 7031: 7028: 7026: 7025:Durbin–Watson 7023: 7021: 7015: 7013: 7010: 7008: 7007:Dickey–Fuller 7005: 7004: 7002: 6998: 6992: 6989: 6987: 6984: 6982: 6981:Cointegration 6979: 6977: 6974: 6972: 6969: 6967: 6964: 6962: 6959: 6957: 6956:Decomposition 6954: 6953: 6951: 6947: 6944: 6942: 6938: 6928: 6925: 6924: 6923: 6920: 6919: 6918: 6915: 6911: 6908: 6907: 6906: 6903: 6901: 6898: 6896: 6893: 6891: 6888: 6886: 6883: 6881: 6878: 6876: 6873: 6871: 6868: 6867: 6865: 6863: 6859: 6853: 6850: 6848: 6845: 6843: 6840: 6838: 6835: 6833: 6830: 6828: 6827:Cohen's kappa 6825: 6824: 6822: 6820: 6816: 6812: 6808: 6804: 6800: 6796: 6791: 6787: 6773: 6770: 6768: 6765: 6763: 6760: 6758: 6755: 6754: 6752: 6750: 6746: 6740: 6736: 6732: 6726: 6724: 6721: 6720: 6718: 6716: 6712: 6706: 6703: 6701: 6698: 6696: 6693: 6691: 6688: 6686: 6683: 6681: 6680:Nonparametric 6678: 6676: 6673: 6672: 6670: 6666: 6660: 6657: 6655: 6652: 6650: 6647: 6645: 6642: 6641: 6639: 6637: 6633: 6627: 6624: 6622: 6619: 6617: 6614: 6612: 6609: 6607: 6604: 6603: 6601: 6599: 6595: 6589: 6586: 6584: 6581: 6579: 6576: 6574: 6571: 6570: 6568: 6566: 6562: 6558: 6551: 6548: 6546: 6543: 6542: 6538: 6534: 6518: 6515: 6514: 6513: 6510: 6508: 6505: 6503: 6500: 6496: 6493: 6491: 6488: 6487: 6486: 6483: 6482: 6480: 6478: 6474: 6464: 6461: 6457: 6451: 6449: 6443: 6441: 6435: 6434: 6433: 6430: 6429:Nonparametric 6427: 6425: 6419: 6415: 6412: 6411: 6410: 6404: 6400: 6399:Sample median 6397: 6396: 6395: 6392: 6391: 6389: 6387: 6383: 6375: 6372: 6370: 6367: 6365: 6362: 6361: 6360: 6357: 6355: 6352: 6350: 6344: 6342: 6339: 6337: 6334: 6332: 6329: 6327: 6324: 6322: 6320: 6316: 6314: 6311: 6310: 6308: 6306: 6302: 6296: 6294: 6290: 6288: 6286: 6281: 6279: 6274: 6270: 6269: 6266: 6263: 6261: 6257: 6247: 6244: 6242: 6239: 6237: 6234: 6233: 6231: 6229: 6225: 6219: 6216: 6212: 6209: 6208: 6207: 6204: 6200: 6197: 6196: 6195: 6192: 6190: 6187: 6186: 6184: 6182: 6178: 6170: 6167: 6165: 6162: 6161: 6160: 6157: 6155: 6152: 6150: 6147: 6145: 6142: 6140: 6137: 6135: 6132: 6131: 6129: 6127: 6123: 6117: 6114: 6110: 6107: 6103: 6100: 6098: 6095: 6094: 6093: 6090: 6089: 6088: 6085: 6081: 6078: 6076: 6073: 6071: 6068: 6066: 6063: 6062: 6061: 6058: 6057: 6055: 6053: 6049: 6046: 6044: 6040: 6034: 6031: 6029: 6026: 6022: 6019: 6018: 6017: 6014: 6012: 6009: 6005: 6004:loss function 6002: 6001: 6000: 5997: 5993: 5990: 5988: 5985: 5983: 5980: 5979: 5978: 5975: 5973: 5970: 5968: 5965: 5961: 5958: 5956: 5953: 5951: 5945: 5942: 5941: 5940: 5937: 5933: 5930: 5928: 5925: 5923: 5920: 5919: 5918: 5915: 5911: 5908: 5906: 5903: 5902: 5901: 5898: 5894: 5891: 5890: 5889: 5886: 5882: 5879: 5878: 5877: 5874: 5872: 5869: 5867: 5864: 5862: 5859: 5858: 5856: 5854: 5850: 5846: 5842: 5837: 5833: 5819: 5816: 5814: 5811: 5809: 5806: 5804: 5801: 5800: 5798: 5796: 5792: 5786: 5783: 5781: 5778: 5776: 5773: 5772: 5770: 5766: 5760: 5757: 5755: 5752: 5750: 5747: 5745: 5742: 5740: 5737: 5735: 5732: 5730: 5727: 5726: 5724: 5722: 5718: 5712: 5709: 5707: 5706:Questionnaire 5704: 5702: 5699: 5695: 5692: 5690: 5687: 5686: 5685: 5682: 5681: 5679: 5677: 5673: 5667: 5664: 5662: 5659: 5657: 5654: 5652: 5649: 5647: 5644: 5642: 5639: 5637: 5634: 5632: 5629: 5628: 5626: 5624: 5620: 5616: 5612: 5607: 5603: 5589: 5586: 5584: 5581: 5579: 5576: 5574: 5571: 5569: 5566: 5564: 5561: 5559: 5556: 5554: 5551: 5549: 5546: 5544: 5541: 5539: 5536: 5534: 5533:Control chart 5531: 5529: 5526: 5524: 5521: 5519: 5516: 5515: 5513: 5511: 5507: 5501: 5498: 5494: 5491: 5489: 5486: 5485: 5484: 5481: 5479: 5476: 5474: 5471: 5470: 5468: 5466: 5462: 5456: 5453: 5451: 5448: 5446: 5443: 5442: 5440: 5436: 5430: 5427: 5426: 5424: 5422: 5418: 5406: 5403: 5401: 5398: 5396: 5393: 5392: 5391: 5388: 5386: 5383: 5382: 5380: 5378: 5374: 5368: 5365: 5363: 5360: 5358: 5355: 5353: 5350: 5348: 5345: 5343: 5340: 5338: 5335: 5334: 5332: 5330: 5326: 5320: 5317: 5315: 5312: 5308: 5305: 5303: 5300: 5298: 5295: 5293: 5290: 5288: 5285: 5283: 5280: 5278: 5275: 5273: 5270: 5268: 5265: 5263: 5260: 5259: 5258: 5255: 5254: 5252: 5250: 5246: 5243: 5241: 5237: 5233: 5229: 5224: 5220: 5214: 5211: 5209: 5206: 5205: 5202: 5198: 5191: 5186: 5184: 5179: 5177: 5172: 5171: 5168: 5160: 5156: 5152: 5148: 5143: 5138: 5134: 5130: 5126: 5122: 5117: 5116: 5111: 5105: 5101: 5096: 5095: 5090: 5084: 5080: 5075: 5071: 5065: 5061: 5056: 5055: 5051: 5031: 5024: 5021: 5017: 5016:0-471-59431-8 5013: 5009: 5003: 5000: 4996: 4990: 4987: 4982: 4980:9780521435413 4976: 4972: 4965: 4963: 4961: 4959: 4955: 4950: 4946: 4942: 4936: 4932: 4928: 4924: 4923: 4918: 4911: 4908: 4903: 4899: 4895: 4891: 4886: 4881: 4877: 4873: 4869: 4865: 4861: 4857: 4853: 4846: 4843: 4838: 4834: 4830: 4824: 4820: 4816: 4812: 4808: 4801: 4798: 4793: 4787: 4783: 4779: 4775: 4771: 4764: 4761: 4756: 4752: 4748: 4744: 4740: 4736: 4732: 4728: 4724: 4720: 4716: 4709: 4707: 4703: 4699: 4695: 4691: 4687: 4683: 4679: 4675: 4668: 4665: 4661: 4656: 4653: 4646: 4642: 4639: 4637: 4634: 4632: 4629: 4627: 4624: 4622: 4619: 4617: 4614: 4612: 4609: 4607: 4604: 4603: 4599: 4597: 4593: 4579: 4559: 4539: 4516: 4510: 4505: 4501: 4497: 4494: 4488: 4485: 4480: 4475: 4471: 4465: 4462: 4455: 4451: 4447: 4441: 4435: 4428: 4427: 4426: 4412: 4392: 4383: 4369: 4363: 4357: 4337: 4317: 4314: 4291: 4288: 4285: 4279: 4276: 4273: 4267: 4261: 4255: 4250: 4245: 4242: 4238: 4231: 4228: 4224: 4211: 4203: 4197: 4191: 4184: 4183: 4182: 4168: 4148: 4141: 4122: 4119: 4116: 4110: 4087: 4081: 4073: 4057: 4048: 4034: 4026: 4022: 4021:step function 4006: 3984: 3979: 3974: 3970: 3964: 3961: 3954: 3951: 3946: 3942: 3938: 3935: 3931: 3927: 3921: 3915: 3908: 3907: 3906: 3889: 3883: 3876: 3860: 3855: 3850: 3846: 3839: 3836: 3824: 3811: 3805: 3799: 3779: 3774: 3769: 3765: 3758: 3755: 3730: 3726: 3702: 3696: 3676: 3671: 3666: 3662: 3655: 3652: 3624: 3620: 3616: 3613: 3608: 3604: 3600: 3597: 3591: 3588: 3583: 3579: 3556: 3550: 3546: 3526: 3503: 3500: 3497: 3492: 3484: 3478: 3473: 3468: 3465: 3461: 3454: 3451: 3447: 3434: 3422: 3421: 3420: 3398: 3394: 3390: 3387: 3382: 3378: 3374: 3371: 3365: 3362: 3357: 3353: 3347: 3343: 3339: 3333: 3327: 3320: 3319: 3318: 3301: 3296: 3291: 3287: 3281: 3278: 3275: 3270: 3267: 3264: 3260: 3254: 3251: 3238: 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1183: 1179: 1174: 1170: 1166: 1163: 1160: 1155: 1151: 1147: 1144: 1138: 1131: 1130: 1129: 1113: 1108: 1104: 1096: 1078: 1074: 1051: 1047: 1043: 1040: 1037: 1032: 1028: 1004: 999: 995: 991: 986: 983: 980: 976: 970: 966: 962: 959: 956: 951: 948: 945: 941: 935: 931: 927: 922: 919: 916: 912: 906: 902: 898: 893: 889: 881: 880: 879: 862: 829: 825: 801: 778: 763: 758: 742: 738: 734: 731: 728: 723: 719: 698: 678: 653: 649: 645: 642: 639: 634: 630: 626: 623: 617: 609: 601: 594: 591:, similar to 590: 587: 584: 566: 563: 560: 549: 548: 546: 543: 538: 534: 531: 528: 525: 522: 518: 515: 512: 509: 506: 502: 498: 495: 492: 488: 484: 481: 480: 478: 475: 470: 466: 463: 461: 458: 455: 451: 447: 444: 441: 438: 435: 432: 429: 426: 423: 419: 416: 415: 413: 409: 406: 405: 400: 397: 395: 391: 388: 385: 384:least squares 381: 378: 377: 375: 371: 367: 364: 363: 362: 359: 357: 353: 349: 345: 341: 337: 333: 331: 327: 325: 316: 314: 312: 308: 304: 300: 296: 292: 291: 286: 282: 277: 275: 271: 266: 262: 257: 255: 251: 247: 243: 239: 235: 231: 227: 223: 218: 213: 211: 192: 186: 183: 175: 171: 166: 164: 160: 155: 151: 143: 136: 135:triangle wave 131: 123: 113: 112: 107: 103: 94: 93: 87: 85: 81: 79: 78:periodicities 75: 71: 67: 63: 59: 55: 51: 47: 40: 33: 19: 7478: 7466: 7447: 7440: 7352:Econometrics 7302: / 7285:Chemometrics 7262:Epidemiology 7255: / 7228:Applications 7100: 7070:ARIMA model 7017:Q-statistic 6966:Stationarity 6862:Multivariate 6805: / 6801: / 6799:Multivariate 6797: / 6737: / 6733: / 6507:Bayes factor 6406:Signed rank 6318: 6292: 6284: 6272: 5967:Completeness 5803:Cohort study 5701:Opinion poll 5636:Missing data 5623:Study design 5578:Scatter plot 5500:Scatter plot 5493:Spearman's ρ 5455:Grouped data 5124: 5120: 5099: 5078: 5059: 5037:. Retrieved 5023: 5007: 5002: 4994: 4989: 4970: 4921: 4910: 4885:1721.1/59588 4859: 4855: 4845: 4810: 4800: 4773: 4763: 4725:(1): 35–47. 4722: 4718: 4673: 4667: 4655: 4594: 4531: 4384: 4306: 4049: 3999: 3825: 3518: 3418: 3316: 3193: 3189: 3084: 2543: 1950: 1895: 1706: 1696: 1694: 1675: 1664: 1632: 1631: 1615: 1605: 1567: 1555: 1515: 1414: 1357: 1094: 1019: 759: 605: 544: 536: 504: 500: 490: 486: 476: 411: 407: 373: 365: 360: 328: 322: 320: 288: 278: 274:time-variant 260: 258: 244:(i.e., as a 221: 214: 169: 167: 162: 149: 148: 109: 105: 82: 57: 56:) or simply 53: 49: 43: 7480:WikiProject 7395:Cartography 7357:Jurimetrics 7309:Reliability 7040:Time domain 7019:(Ljung–Box) 6941:Time-series 6819:Categorical 6803:Time-series 6795:Categorical 6730:(Bernoulli) 6565:Correlation 6545:Correlation 6341:Jarque–Bera 6313:Chi-squared 6075:M-estimator 6028:Asymptotics 5972:Sufficiency 5739:Interaction 5651:Replication 5631:Effect size 5588:Violin plot 5568:Radar chart 5548:Forest plot 5538:Correlogram 5488:Kendall's τ 4621:Spectrogram 4611:Periodogram 1758:white noise 1655:Single tone 711:parameters 418:Periodogram 382:, based on 295:periodogram 222:synthesized 7496:Categories 7347:Demography 7065:ARMA model 6870:Regression 6447:(Friedman) 6408:(Wilcoxon) 6346:Normality 6336:Lilliefors 6283:Student's 6159:Resampling 6033:Robustness 6021:divergence 6011:Efficiency 5949:(monotone) 5944:Likelihood 5861:Population 5694:Stratified 5646:Population 5465:Dependence 5421:Count data 5352:Percentile 5329:Dispersion 5262:Arithmetic 5197:Statistics 4647:References 4072:covariance 1659:See also: 1637:estimating 1570:treat the 1020:where the 440:Multitaper 340:covariance 330:parametric 317:Techniques 270:non-linear 84:spectrum. 6728:Logistic 6495:posterior 6421:Rank sum 6169:Jackknife 6164:Bootstrap 5982:Bootstrap 5917:Parameter 5866:Statistic 5661:Statistic 5573:Run chart 5558:Pie chart 5553:Histogram 5543:Fan chart 5518:Bar chart 5400:L-moments 5287:Geometric 5137:CiteSeerX 4894:0018-9251 4747:1053-587X 4511:τ 4502:ν 4498:π 4489:⁡ 4452:∑ 4442:τ 4315:τ 4280:τ 4243:− 4239:∫ 4218:∞ 4215:→ 4198:τ 4123:τ 4058:τ 3955:ν 3943:ν 3932:∑ 3922:ν 3890:ν 3727:ν 3621:ϕ 3605:ν 3601:π 3592:⁡ 3466:− 3462:∫ 3441:∞ 3438:→ 3395:ϕ 3379:ν 3375:π 3366:⁡ 3344:∑ 3279:− 3261:∑ 3245:∞ 3242:→ 3208:∞ 3205:→ 3152:− 3134:∑ 3049:ν 3045:π 3036:⁡ 3019:ϕ 3012:⁡ 2993:⏞ 2962:ν 2958:π 2949:⁡ 2932:ϕ 2925:⁡ 2906:⏞ 2879:∑ 2848:ν 2844:π 2835:⁡ 2820:ϕ 2813:⁡ 2792:ν 2788:π 2779:⁡ 2764:ϕ 2757:⁡ 2730:∑ 2707:ϕ 2691:ν 2687:π 2678:⁡ 2656:∑ 2608:− 2500:λ 2433:ω 2409:^ 2326:λ 2294:∑ 2275:ω 2251:^ 2152:∑ 2133:ω 2109:^ 2019:ω 1995:^ 1857:ω 1815:∑ 1641:frequency 1456:σ 1443:ϕ 1436:… 1424:ϕ 1366:Δ 1295:Δ 1286:π 1277:− 1263:ϕ 1242:∑ 1238:− 1222:Δ 1208:σ 1184:σ 1171:ϕ 1164:… 1152:ϕ 1105:σ 1075:ϵ 1048:ϕ 1041:… 1029:ϕ 996:ϵ 984:− 967:ϕ 960:⋯ 949:− 932:ϕ 920:− 903:ϕ 794:of order 732:… 643:… 537:all-poles 311:smoothing 230:amplitude 187:⁡ 176:(such as 74:frequency 7442:Category 7135:Survival 7012:Johansen 6735:Binomial 6690:Isotonic 6277:(normal) 5922:location 5729:Blocking 5684:Sampling 5563:Q–Q plot 5528:Box plot 5510:Graphics 5405:Skewness 5395:Kurtosis 5367:Variance 5297:Heronian 5292:Harmonic 5039:22 March 4902:18834345 4755:15936187 4698:13900622 4660:P Stoica 4600:See also 4025:periodic 3905:will be 2544:Suppose 1953:subspace 1624:(ARMA). 507:samples. 493:samples. 224:) by an 88:Overview 62:estimate 7468:Commons 7415:Kriging 7300:Process 7257:studies 7116:Wavelet 6949:General 6116:Plug-in 5910:L space 5689:Cluster 5390:Moments 5208:Outline 5129:Bibcode 4949:7013162 4864:Bibcode 4837:5640068 4727:Bibcode 4678:Bibcode 4616:SigSpec 2571:, from 1959:of the 1551:process 1479:of the 582:-SPICE. 523:method. 452:of the 285:samples 7337:Census 6927:Normal 6875:Manova 6695:Robust 6445:2-way 6437:1-way 6275:-test 5946:  5523:Biplot 5314:Median 5307:Lehmer 5249:Center 5159:290772 5157:  5139:  5106:  5085:  5066:  5014:  4977:  4947:  4937:  4900:  4892:  4835:  4825:  4788:  4753:  4745:  4696:  2489:  1968:, the 1645:signal 535:is an 420:, the 246:phasor 170:frames 60:is to 6961:Trend 6490:prior 6432:anova 6321:-test 6295:-test 6287:-test 6194:Power 6139:Pivot 5932:shape 5927:scale 5377:Shape 5357:Range 5302:Heinz 5277:Cubic 5213:Index 5155:S2CID 5033:(PDF) 4945:S2CID 4898:S2CID 4833:S2CID 4751:S2CID 4694:S2CID 4103:with 4019:is a 2091:MUSIC 1649:noise 1358:with 589:Lasso 250:power 234:phase 159:phase 7194:Test 6394:Sign 6246:Wald 5319:Mode 5257:Mean 5104:ISBN 5083:ISBN 5064:ISBN 5041:2014 5012:ISBN 4975:ISBN 4935:ISBN 4890:ISSN 4823:ISBN 4786:ISBN 4743:ISSN 3952:< 3419:and 1639:the 1604:The 1566:The 1554:The 1514:The 1408:the 1330:< 691:and 301:and 232:and 215:The 64:the 6374:BIC 6369:AIC 5147:doi 4927:doi 4880:hdl 4872:doi 4815:doi 4778:doi 4735:doi 4686:doi 4486:cos 4208:lim 4074:of 3745:is 3642:is 3589:sin 3539:is 3527:sin 3431:lim 3363:sin 3235:lim 3033:sin 3009:cos 2946:cos 2922:sin 2832:sin 2810:cos 2776:cos 2754:sin 2675:sin 2597:to 2061:min 2002:PHD 1697:all 1673:. 414:): 272:or 184:sin 54:SDE 44:In 7498:: 5153:. 5145:. 5135:. 5125:70 5123:. 4957:^ 4943:. 4933:. 4919:. 4896:. 4888:. 4878:. 4870:. 4860:46 4858:. 4854:. 4831:. 4821:. 4809:. 4784:. 4772:. 4749:. 4741:. 4733:. 4723:59 4721:. 4717:. 4705:^ 4692:, 4684:, 4425:: 4181:: 2416:MN 2258:EV 2116:MU 1760:, 1692:. 1579:AR 1529:AR 1488:AR 1412:. 856:AR 772:AR 376:) 358:. 256:. 212:. 165:. 6319:G 6293:F 6285:t 6273:Z 5992:V 5987:U 5189:e 5182:t 5175:v 5161:. 5149:: 5131:: 5112:. 5091:. 5072:. 5043:. 5018:. 4983:. 4951:. 4929:: 4904:. 4882:: 4874:: 4866:: 4839:. 4817:: 4794:. 4780:: 4757:. 4737:: 4729:: 4688:: 4680:: 4580:c 4560:x 4540:c 4517:. 4514:) 4506:k 4495:2 4492:( 4481:2 4476:k 4472:A 4466:2 4463:1 4456:k 4448:= 4445:) 4439:( 4436:c 4413:x 4393:c 4370:, 4367:) 4364:0 4361:( 4358:c 4338:c 4318:. 4292:. 4289:t 4286:d 4283:) 4277:+ 4274:t 4271:( 4268:x 4265:) 4262:t 4259:( 4256:x 4251:T 4246:T 4232:T 4229:2 4225:1 4212:T 4204:= 4201:) 4195:( 4192:c 4169:x 4149:c 4126:) 4120:+ 4117:t 4114:( 4111:x 4091:) 4088:t 4085:( 4082:x 4035:x 4007:S 3985:. 3980:2 3975:k 3971:A 3965:2 3962:1 3947:k 3939:: 3936:k 3928:= 3925:) 3919:( 3916:S 3893:) 3887:( 3884:S 3861:, 3856:2 3851:k 3847:A 3840:2 3837:1 3812:. 3809:) 3806:t 3803:( 3800:x 3780:. 3775:2 3770:k 3766:A 3759:2 3756:1 3731:k 3706:) 3703:t 3700:( 3697:x 3677:. 3672:2 3667:k 3663:A 3656:2 3653:1 3630:) 3625:k 3617:+ 3614:t 3609:k 3598:2 3595:( 3584:k 3580:A 3557:2 3551:/ 3547:1 3504:. 3501:t 3498:d 3493:2 3489:) 3485:t 3482:( 3479:x 3474:T 3469:T 3455:T 3452:2 3448:1 3435:T 3404:) 3399:k 3391:+ 3388:t 3383:k 3372:2 3369:( 3358:k 3354:A 3348:k 3340:= 3337:) 3334:t 3331:( 3328:x 3302:. 3297:2 3292:n 3288:x 3282:1 3276:N 3271:0 3268:= 3265:n 3255:N 3252:1 3239:N 3211:. 3202:N 3175:. 3170:2 3165:n 3161:x 3155:1 3149:N 3144:0 3141:= 3138:n 3128:N 3125:1 3098:n 3094:x 3065:) 3061:) 3058:n 3053:k 3042:2 3039:( 3028:) 3023:k 3015:( 3004:k 3000:A 2988:k 2984:b 2977:+ 2974:) 2971:n 2966:k 2955:2 2952:( 2941:) 2936:k 2928:( 2917:k 2913:A 2901:k 2897:a 2889:( 2883:k 2875:= 2864:) 2860:) 2857:n 2852:k 2841:2 2838:( 2829:) 2824:k 2816:( 2807:+ 2804:) 2801:n 2796:k 2785:2 2782:( 2773:) 2768:k 2760:( 2750:( 2744:k 2740:A 2734:k 2726:= 2716:) 2711:k 2703:+ 2700:n 2695:k 2684:2 2681:( 2670:k 2666:A 2660:k 2652:= 2643:n 2639:x 2611:1 2605:N 2585:0 2582:= 2579:n 2557:n 2553:x 2522:1 2517:u 2510:n 2505:P 2497:= 2493:a 2486:; 2479:2 2474:| 2469:a 2463:H 2458:e 2452:| 2447:1 2442:= 2438:) 2430:j 2426:e 2422:( 2406:P 2373:2 2368:| 2362:i 2357:v 2350:H 2345:e 2339:| 2330:i 2322:1 2315:M 2310:1 2307:+ 2304:p 2301:= 2298:i 2289:1 2284:= 2280:) 2272:j 2268:e 2264:( 2248:P 2231:, 2214:2 2209:| 2203:i 2198:v 2191:H 2186:e 2180:| 2173:M 2168:1 2165:+ 2162:p 2159:= 2156:i 2147:1 2142:= 2138:) 2130:j 2126:e 2122:( 2106:P 2072:2 2067:| 2056:v 2049:H 2044:e 2038:| 2033:1 2028:= 2024:) 2016:j 2012:e 2008:( 1992:P 1933:p 1913:) 1910:n 1907:( 1904:x 1892:. 1880:) 1877:n 1874:( 1871:w 1868:+ 1861:i 1853:n 1850:j 1846:e 1840:i 1836:A 1830:p 1825:1 1822:= 1819:i 1811:= 1808:) 1805:n 1802:( 1799:x 1777:) 1774:n 1771:( 1768:w 1744:p 1724:) 1721:n 1718:( 1715:x 1589:) 1586:p 1583:( 1563:. 1539:) 1536:p 1533:( 1498:) 1495:p 1492:( 1465:2 1460:p 1452:, 1447:p 1439:, 1433:, 1428:1 1394:N 1390:f 1369:t 1343:, 1338:N 1334:f 1326:| 1322:f 1318:| 1309:2 1304:| 1298:t 1292:k 1289:f 1283:i 1280:2 1273:e 1267:k 1257:p 1252:1 1249:= 1246:k 1235:1 1231:| 1225:t 1217:2 1212:p 1201:= 1198:) 1193:2 1188:p 1180:, 1175:p 1167:, 1161:, 1156:1 1148:; 1145:f 1142:( 1139:S 1114:2 1109:p 1079:t 1052:p 1044:, 1038:, 1033:1 1005:, 1000:t 992:+ 987:p 981:t 977:Y 971:p 963:+ 957:+ 952:2 946:t 942:Y 936:2 928:+ 923:1 917:t 913:Y 907:1 899:= 894:t 890:Y 866:) 863:p 860:( 835:} 830:t 826:Y 822:{ 802:p 782:) 779:p 776:( 743:p 739:a 735:, 729:, 724:1 720:a 699:p 679:f 659:) 654:p 650:a 646:, 640:, 635:1 631:a 627:; 624:f 621:( 618:S 570:) 567:q 564:, 561:r 558:( 505:p 501:n 491:p 487:n 372:( 332:, 326:, 220:( 196:) 193:t 190:( 114:. 52:( 41:. 34:. 20:)

Index

Spectral estimation
Probability density estimation
Spectral density
statistical signal processing
estimate
spectral density
power spectral density
frequency
periodicities
Frequency domain


triangle wave

frequency domain
phase
Periodic functions
Fourier analysis
Fourier transform
inverse Fourier transform
amplitude
phase
complex number
polar coordinates
phasor
power
power spectrum
frequency domain
non-linear
time-variant

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