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This is the preliminary program for the 2007 Joint Statistical Meetings in Salt Lake City, Utah.

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Activity Number: 54
Type: Topic Contributed
Date/Time: Sunday, July 29, 2007 : 4:00 PM to 5:50 PM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #310170
Title: Filtering Analysis for Nonstationary Time Series by Time Deformation
Author(s): Mengyuan Xu*+
Companies: Southern Methodist University
Address: 6061 Village bend Dr, Dallas, TX, 75206,
Keywords: time-deformation ; non-stationary ; filter ; fourier transform ; linear chirp ; time series
Abstract:

Classical linear filtering theories and methodologies can only be used in stationary process where frequencies do not vary with time. In this paper, we will discuss for those non-stationary processes, in which the frequencies change with time in a certain way, such as G(?) and linear chirp processes, how to do filtering by applying time deformation. Then, we will compare this filtering method with other filtering methods for non-stationary time series such as fractional Fourier transform method, which is specially used for linear chirp signals. In this paper, we will also provide a solution to end-effect problem for linear filter.

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Revised September, 2007