Detail publikace

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

BLUMENSTEIN, J. POMĚNKOVÁ, J. MARŠÁLEK, R.

Originální název

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

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

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.

Klíčová slova

Time-Frequency Analysis, Economic Indicators

Autoři

BLUMENSTEIN, J.; POMĚNKOVÁ, J.; MARŠÁLEK, R.

Rok RIV

2012

Vydáno

28. 5. 2012

Nakladatel

European council for Modelling and Simulation

Místo

Digitaldruck Pirrot GmbH Dudweiler, Germany

ISBN

978-0-9564944-4-3

Kniha

26th European Conference on Modelling and Simulation ECMS 2012

Strany od

291

Strany do

297

Strany počet

6

BibTex

@inproceedings{BUT92370,
  author="Jiří {Blumenstein} and Jitka {Dluhá} and Roman {Maršálek}",
  title="Comparative Study Of Time-Frequency Analysis Approaches With Application To Economic Indicators",
  booktitle="26th European Conference on Modelling and Simulation ECMS 2012",
  year="2012",
  pages="291--297",
  publisher="European council for Modelling and Simulation",
  address="Digitaldruck Pirrot GmbH
Dudweiler, Germany",
  isbn="978-0-9564944-4-3"
}