Time series models for spectral analysis of irregular data far beyond the mean data rate

Measurement Science and Technology

Volumn 19, Issue 1, 2008, Pages

  Broersen, Piet M T ^a  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

Autocorrelation estimation; Autoregressive model; Nearest neighbour resampling; Slotting; Spectral estimation; Uneven sampling

Indexed keywords

APPROXIMATION THEORY; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD; TIME SERIES ANALYSIS; TURBULENT FLOW;

AUTOCORRELATION ESTIMATION; AUTOREGRESSIVE MODEL; SPECTRAL ESTIMATION; UNEVEN SAMPLING;

DATA REDUCTION;

APPROXIMATION THEORY; DATA REDUCTION; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD; TIME SERIES ANALYSIS; TURBULENT FLOW;

EID: 38849149140     PISSN: 09570233     EISSN: 13616501     Source Type: Journal    
DOI: 10.1088/0957-0233/19/1/015103     Document Type: Article

References (20)

1. Mateo J and Laguna P 2000 Improved heart rate variability signal analysis from the beat occurrence times according to the IPFM model IEEE Trans. Biomed. Eng. 47 985-96
2. Thiebaut C and Roques S 2005 Time-scale and time-frequency analyses of irregularly sampled astronomical time series Eurasip J. Appl. Signal Process. 15 2486-99
3. Benedict L H, Nobach H and Tropea C 2000 Estimation of turbulent velocity spectra from laser Doppler data Meas. Sci. Technol. 11 1089-104
4. Scargle J D 1982 Studies in astronomical time series analysis: II. Statistical aspects of spectral analysis of unevenly spaced data Astrophys. J. 263 835-53
5. Broersen P M T, de Waele S and Bos R 2004 Autoregressive spectral analysis when observations are missing Automatica 40 1495-504
6. Jones R H 1981 Fitting a continuous time autoregression to discrete data Applied Time Series Analysis II ed D F Findley pp 651-82
7. Broersen P M T and Bos R 2006 Estimating time-series models from irregularly spaced data IEEE Trans. Instrum. Meas. 55 1124-31
8. Larsson K L and Söderström T 2002 Identification of continuous-time AR processes from unevenly sampled data Automatica 38 709-18
9. Tummers M J and Passchier D M 1996 Spectral estimation using a variable window and the slotting technique with local normalization Meas. Sci. Technol. 7 1541-6
10. van Maanen H R E, Nobach H and Benedict L H 1999 Improved estimator for the slotted autocorrelation function of randomly sampled LDA data Meas. Sci. Technol. 10 L4-7
11. Adrian R J and Yao C S 1987 Power spectra of fluid velocities measured by laser Doppler velocimetry Exp. Fluids 5 17-28
12. Simon L and Fitzpatrick J 2004 An improved sample-and-hold reconstruction procedure for estimation of power spectra from LDA data Exp. Fluids 37 272-80
13. Müller E, Nobach H and Tropea C 1994 LDA signal reconstruction: application to moment and spectral estimation Proc. 7th Int. Symp. on Applications of Laser Technology to Fluid Mechanics (Lisbon) paper 23.2 1-8
14. Jones R H 1980 Maximum likelihood fitting of ARMA models to time series with missing observations Technometrics 22 389-95
15. Nobach H 2001 LDA Benchmark Generator III, http://www.nambis.de
16. Priestley M B 1981 Spectral Analysis and Time Series (London: Academic)
17. Broersen P M T 2006 Automatic Autocorrelation and Spectral Analysis (London: Springer)
18. Broersen P M T 2006 Automatic spectral analysis with missing data Digit. Signal Process. 16 754-66
19. Akaike H 1970 Statistical predictor identification Ann. Inst. Stat. Math. 22 203-17
20. Harteveld W K, Mudde R F and van den Akker H E A 2005 Estimation of turbulence power spectra for bubbly flows from laser Doppler anemometry signals Chem. Eng. Sci. 60 6160-8