Statistical Science

The spectral envelope and its applications

David S. Stoffer, David E. Tyler, and David A. Wendt

Full-text: Open access

Abstract

The concept of the spectral envelope was recently introduced as a statistical basis for the frequency domain analysis and scaling of qualitative-valued time series. In the process of developing the spectral envelope methodology, many other interesting extensions became evident. In this article we explain the basic concept and give numerous examples of the usefulness of the technology. These examples include analyses of DNA sequences, finding optimal transformations for the analysis of real-valued time series, residual analysis, detecting common signals in many time series,and the analysis of textures.

Article information

Source
Statist. Sci., Volume 15, Number 3 (2000), 224-253.

Dates
First available in Project Euclid: 24 December 2001

Permanent link to this document
https://projecteuclid.org/euclid.ss/1009212816

Digital Object Identifier
doi:10.1214/ss/1009212816

Mathematical Reviews number (MathSciNet)
MR1820769

Zentralblatt MATH identifier
1059.62587

Keywords
Spectral envelope optimal scaling Fourier analysis latent roots and vectors principal components canonical correlation signal detection optimal transformations coherency random fields categorical-valued time series EEG sleep states DNA US GNP growth rate residual analysis long range dependence matching sequences functional magnetic resonance imaging (fMRI) pain perception textures image retrival

Citation

Stoffer, David S.; Tyler, David E.; Wendt, David A. The spectral envelope and its applications. Statist. Sci. 15 (2000), no. 3, 224--253. doi:10.1214/ss/1009212816. https://projecteuclid.org/euclid.ss/1009212816


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