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Activity Number: 207
Type: Contributed
Date/Time: Monday, August 7, 2006 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #305353
Title: A Semi-Adaptive Smoothing Algorithm in Bispectrum Estimation
Author(s): Wei Yang*+ and Igor Zurbenko
Companies: University at Albany and University at Albany
Address: , , 08093,
Keywords: KZ statistics ; KZFT ; bispectrum ; smoothing ; squared variation ; third-order periodogram
Abstract:

Kolmogorov-Zurbenko Fourier Transform (KZFT) is an iteration of the Fourier transform. Fourier transform has an energy leakage at the adjacent frequency. KZFT may overcome it by k degrees less where k is the number of iterations. Third-order periodogram is not a consistent estimator of the bispectrum. Averaging the periodogram in blocks of the two-dimensional frequency domain may solve this problem. One way is to fix the length of the spectral window, which may lead to biased estimation when the bispectrum exhibits a variable order of smoothness. In our method, KZFT was used to calculate the third-order periodogram, which we smoothed using a varying square window until the squared variation within the window reached a prespecified percentage of the total squared variation. The algorithm has been applied in simulated and EEG data with good results.


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