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시계열분석을 위한 주파수 공간상에서의 재표집 기법
Resampling methods on frequency domains for time series
- 여인권;
- 윤화형;
- 조신섭
초록
This paper presents the resampling method for time series data in the frequency do-main obtained by using discrete cosine transforms(DCT). The advantage of the pro-posed method is to generate bootstrap samples in time domain comparing with existingbootstrapping method. When time series are stationary, statistical properties of DCTcoecients are investigated and provide the verication of the proposed procedure.
키워드
Bootstrap; Discrete cosine transform; Asymptotically independentThis work was in part supported by the Korea Research Foundations; Korea; under grantKRF-2003-002-C00043.This work was supported by the Korea Research Foundation Grant funded by Korea.
- 제목
- 시계열분석을 위한 주파수 공간상에서의 재표집 기법
- 제목 (타언어)
- Resampling methods on frequency domains for time series
- 저자
- 여인권; 윤화형; 조신섭
- 발행일
- 2006-03
- 저널명
- 응용통계연구
- 권
- 19
- 호
- 1
- 페이지
- 121 ~ 134
- 언어
- KOR
- 출판사
- 한국통계학회
- 발행국가
- 대한민국
- 분량
- 14 페이지
- ISSN
- P 1225-066X