Comparative Study Of Time-Frequency Analysis Approaches With Application To Economic Indicators
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F12%3APU98697" target="_blank" >RIV/00216305:26220/12:PU98697 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Comparative Study Of Time-Frequency Analysis Approaches With Application To Economic Indicators
Original language description
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.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
26th European Conference on Modelling and Simulation ECMS 2012
ISBN
978-0-9564944-4-3
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
291-297
Publisher name
European council for Modelling and Simulation
Place of publication
Digitaldruck Pirrot GmbH Dudweiler, Germany
Event location
Koblenz
Event date
May 29, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000319084600043