Matches in SemOpenAlex for { <https://semopenalex.org/work/W2879080827> ?p ?o ?g. }
Showing items 1 to 97 of
97
with 100 items per page.
- W2879080827 endingPage "134" @default.
- W2879080827 startingPage "112" @default.
- W2879080827 abstract "AbstractThis article proposes a new method for simulating a Gaussian process, whose spectrum diverges at one or multiple frequencies in [0, 1/2] (not necessarily at zero). The method uses a generalization of the discrete wavelet transform, the discrete wavelet packet transform (DWPT), and requires only explicit knowledge of the spectral density function of the process—not its autocovariance sequence. An orthonormal basis is selected such that the spectrum of the wavelet coefficients is as at as possible across specific frequency intervals, thus producing approximately uncorrelated wavelet coefficients. This method is compared to a popular time-domain technique based on the Levinson–Durbin recursions. Simulations show that the DWPT-based method performs comparably to the time-domain technique for a variety of sample sizes and processes—at significantly reduced computational time. The degree of approximation and reduction in computer time may be adjusted through selection of the orthonormal basis and wavelet filter.Key Words: AutocovarianceDiscrete wavelet packet transformGegenbauer processOrthonormal basisSeasonal persistent processTime series" @default.
- W2879080827 created "2018-07-19" @default.
- W2879080827 creator A5014958681 @default.
- W2879080827 date "2001-03-01" @default.
- W2879080827 modified "2023-10-10" @default.
- W2879080827 title "Simulating Gaussian Stationary Processes With Unbounded Spectra" @default.
- W2879080827 cites W1986931325 @default.
- W2879080827 cites W1994099724 @default.
- W2879080827 cites W2010536381 @default.
- W2879080827 cites W2028057052 @default.
- W2879080827 cites W2035421678 @default.
- W2879080827 cites W2045404766 @default.
- W2879080827 cites W2055781590 @default.
- W2879080827 cites W2072647566 @default.
- W2879080827 cites W2077129377 @default.
- W2879080827 cites W2084191881 @default.
- W2879080827 cites W2151693816 @default.
- W2879080827 cites W2153982687 @default.
- W2879080827 cites W2156447271 @default.
- W2879080827 cites W4229524910 @default.
- W2879080827 cites W4242671632 @default.
- W2879080827 doi "https://doi.org/10.1198/10618600152418674" @default.
- W2879080827 hasPublicationYear "2001" @default.
- W2879080827 type Work @default.
- W2879080827 sameAs 2879080827 @default.
- W2879080827 citedByCount "22" @default.
- W2879080827 countsByYear W28790808272013 @default.
- W2879080827 countsByYear W28790808272014 @default.
- W2879080827 countsByYear W28790808272015 @default.
- W2879080827 countsByYear W28790808272020 @default.
- W2879080827 countsByYear W28790808272022 @default.
- W2879080827 crossrefType "journal-article" @default.
- W2879080827 hasAuthorship W2879080827A5014958681 @default.
- W2879080827 hasBestOaLocation W28790808272 @default.
- W2879080827 hasConcept C102519508 @default.
- W2879080827 hasConcept C110405555 @default.
- W2879080827 hasConcept C11413529 @default.
- W2879080827 hasConcept C121332964 @default.
- W2879080827 hasConcept C134306372 @default.
- W2879080827 hasConcept C153180895 @default.
- W2879080827 hasConcept C154945302 @default.
- W2879080827 hasConcept C155777637 @default.
- W2879080827 hasConcept C163716315 @default.
- W2879080827 hasConcept C196216189 @default.
- W2879080827 hasConcept C28826006 @default.
- W2879080827 hasConcept C33923547 @default.
- W2879080827 hasConcept C41008148 @default.
- W2879080827 hasConcept C46286280 @default.
- W2879080827 hasConcept C47432892 @default.
- W2879080827 hasConcept C5806529 @default.
- W2879080827 hasConcept C61326573 @default.
- W2879080827 hasConcept C62520636 @default.
- W2879080827 hasConcept C73339587 @default.
- W2879080827 hasConcept C88271906 @default.
- W2879080827 hasConceptScore W2879080827C102519508 @default.
- W2879080827 hasConceptScore W2879080827C110405555 @default.
- W2879080827 hasConceptScore W2879080827C11413529 @default.
- W2879080827 hasConceptScore W2879080827C121332964 @default.
- W2879080827 hasConceptScore W2879080827C134306372 @default.
- W2879080827 hasConceptScore W2879080827C153180895 @default.
- W2879080827 hasConceptScore W2879080827C154945302 @default.
- W2879080827 hasConceptScore W2879080827C155777637 @default.
- W2879080827 hasConceptScore W2879080827C163716315 @default.
- W2879080827 hasConceptScore W2879080827C196216189 @default.
- W2879080827 hasConceptScore W2879080827C28826006 @default.
- W2879080827 hasConceptScore W2879080827C33923547 @default.
- W2879080827 hasConceptScore W2879080827C41008148 @default.
- W2879080827 hasConceptScore W2879080827C46286280 @default.
- W2879080827 hasConceptScore W2879080827C47432892 @default.
- W2879080827 hasConceptScore W2879080827C5806529 @default.
- W2879080827 hasConceptScore W2879080827C61326573 @default.
- W2879080827 hasConceptScore W2879080827C62520636 @default.
- W2879080827 hasConceptScore W2879080827C73339587 @default.
- W2879080827 hasConceptScore W2879080827C88271906 @default.
- W2879080827 hasIssue "1" @default.
- W2879080827 hasLocation W28790808271 @default.
- W2879080827 hasLocation W28790808272 @default.
- W2879080827 hasLocation W28790808273 @default.
- W2879080827 hasOpenAccess W2879080827 @default.
- W2879080827 hasPrimaryLocation W28790808271 @default.
- W2879080827 hasRelatedWork W1506615375 @default.
- W2879080827 hasRelatedWork W1509721188 @default.
- W2879080827 hasRelatedWork W2053682625 @default.
- W2879080827 hasRelatedWork W2066485764 @default.
- W2879080827 hasRelatedWork W2085334706 @default.
- W2879080827 hasRelatedWork W2144408025 @default.
- W2879080827 hasRelatedWork W2352768590 @default.
- W2879080827 hasRelatedWork W2382287448 @default.
- W2879080827 hasRelatedWork W2383752081 @default.
- W2879080827 hasRelatedWork W2385024119 @default.
- W2879080827 hasVolume "10" @default.
- W2879080827 isParatext "false" @default.
- W2879080827 isRetracted "false" @default.
- W2879080827 magId "2879080827" @default.
- W2879080827 workType "article" @default.