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- W2079903976 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." @default.
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- W2079903976 title "Frequency domain characteristics of linear operator to decompose a time series into the multi-components" @default.
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- W2079903976 doi "https://doi.org/10.1007/bf00053367" @default.
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