Abstract #301860

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JSM 2003 Abstract #301860
Activity Number: 98
Type: Contributed
Date/Time: Monday, August 4, 2003 : 9:00 AM to 10:50 AM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #301860
Title: Analysis of Long Memory Processes Due to Time Varying Frequency
Author(s): Eunha Choi*+ and Henry L. Gray and Wayne A. Woodward
Companies: Southern Methodist University and Southern Methodist University and Southern Methodist University
Address: 8741 Southwestern Blvd. #2103, Dallas, TX, 75206-2716,
Keywords: nonstationary ; frequencies varying over time ; wavelet
Abstract:

For nonstationary processes with frequencies varying over time, traditional Fourier spectral analysis has disadvantages in characterizing and predicting their behavior. Wavelet analysis had been applied as powerful methodology to investigate such data in diverse fields such as signal processing and medical imaging. New methodology referred to as EARMA is able to explain certain types of nonstationary processes for which traditional Fourier analysis, wavelet approaches, or piecewise methods fail. This paper introduces the new method and shows its basic properties. In addition, a comparison study with other existing methods is performed through simulated and real data.

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