Detail publikace

Comparative Study Of Time-Frequency Analysis Approaches With Application To Economic Indicators

Originální název

Comparative Study Of Time-Frequency Analysis Approaches With Application To Economic Indicators

Anglický název

Comparative Study Of Time-Frequency Analysis Approaches With Application To Economic Indicators

Jazyk

en

Originální abstrakt

Presented paper deals with comparison of various methods for time-frequency representation of a signal with time-varying behavior. We choose methods such as wavelet analysis, multiple window method using Slepian sequences, time-frequency varying autoregressive process estimation and time-frequency Fourier transform representation (periodogram). We apply these methods first on the simple simulated artificial signal and we assess their performance. Then we proceed with application on the real data which is monthly data of the industry production index of European Union in the period 1990/M1-2011/M11. During the evaluation we focus on the results with respect to the time of global crisis. The results of the experiments are represented in the graphical form and briefly discussed.

Anglický abstrakt

Presented paper deals with comparison of various methods for time-frequency representation of a signal with time-varying behavior. We choose methods such as wavelet analysis, multiple window method using Slepian sequences, time-frequency varying autoregressive process estimation and time-frequency Fourier transform representation (periodogram). We apply these methods first on the simple simulated artificial signal and we assess their performance. Then we proceed with application on the real data which is monthly data of the industry production index of European Union in the period 1990/M1-2011/M11. During the evaluation we focus on the results with respect to the time of global crisis. The results of the experiments are represented in the graphical form and briefly discussed.

BibTex


@inproceedings{BUT92370,
  author="Jiří {Blumenstein} and Jitka {Poměnková} and Roman {Maršálek}",
  title="Comparative Study Of Time-Frequency Analysis Approaches With Application To Economic Indicators",
  annote="Presented paper deals with comparison of various methods for time-frequency representation of a signal with time-varying behavior. We choose methods such as wavelet analysis, multiple window method using Slepian sequences, time-frequency varying autoregressive process estimation and time-frequency Fourier transform representation (periodogram). We apply these methods first on the simple simulated artificial signal and we assess their performance. Then we proceed with application on the real data which is monthly data of the industry production index of European Union in the period 1990/M1-2011/M11. During the evaluation we focus on the results with respect to the time of global crisis. The results of the experiments are represented in the graphical form and briefly discussed.",
  address="European council for Modelling and Simulation",
  booktitle="26th European Conference on Modelling and Simulation ECMS 2012",
  chapter="92370",
  howpublished="print",
  institution="European council for Modelling and Simulation",
  year="2012",
  month="may",
  pages="291--297",
  publisher="European council for Modelling and Simulation",
  type="conference paper"
}