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Long memory estimation for complex-valued time series

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Long memory estimation for complex-valued time series. / Knight, Marina; Nunes, Matthew Alan.
In: Statistics and Computing, Vol. 29, No. 3, 01.05.2019, p. 517–536.

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Harvard

Knight, M & Nunes, MA 2019, 'Long memory estimation for complex-valued time series', Statistics and Computing, vol. 29, no. 3, pp. 517–536. https://doi.org/10.1007/s11222-018-9820-8

APA

Vancouver

Knight M, Nunes MA. Long memory estimation for complex-valued time series. Statistics and Computing. 2019 May 1;29(3):517–536. Epub 2018 Jul 4. doi: 10.1007/s11222-018-9820-8

Author

Knight, Marina ; Nunes, Matthew Alan. / Long memory estimation for complex-valued time series. In: Statistics and Computing. 2019 ; Vol. 29, No. 3. pp. 517–536.

Bibtex

@article{4f5a23caa43247dd9068cd746b68bbd3,
title = "Long memory estimation for complex-valued time series",
abstract = "Long memory has been observed for time series across a multitude of fields and the accurate estimation of such dependence, e.g. via the Hurst exponent, is crucial for the modelling and prediction of many dynamic systems of interest. Many physical processes (such as wind data), are more naturally expressed as a complex-valued time series to represent magnitude and phase information (wind speed and direction). With data collection ubiquitously unreliable, irregular sampling or missingness is also commonplace and can cause bias in a range of analysis tasks, including Hurst estimation.This article proposes a new Hurst exponent estimation technique for complex-valued persistent data sampled with potential irregularity. Our approach is justified through establishing attractive theoretical properties of a new complex-valued wavelet lifting transform, also introduced in this paper.We demonstrate the accuracy of the proposed estimation method through simulations across a range of sampling scenarios and complex- and real-valued persistent processes. For wind data, our method highlights that inclusion of the intrinsic correlations between the real and imaginary data, inherent in our complex-valued approach, can produce different persistence estimates than when using real-valued analysis. Such analysis could then support alternative modelling or policy decisions compared with conclusions based on real-valued estimation.",
author = "Marina Knight and Nunes, {Matthew Alan}",
note = "The final publication is available at Springer via http://dx.doi.org/10.1007/s11222-018-9820-8",
year = "2019",
month = may,
day = "1",
doi = "10.1007/s11222-018-9820-8",
language = "English",
volume = "29",
pages = "517–536",
journal = "Statistics and Computing",
issn = "0960-3174",
publisher = "Springer Netherlands",
number = "3",

}

RIS

TY - JOUR

T1 - Long memory estimation for complex-valued time series

AU - Knight, Marina

AU - Nunes, Matthew Alan

N1 - The final publication is available at Springer via http://dx.doi.org/10.1007/s11222-018-9820-8

PY - 2019/5/1

Y1 - 2019/5/1

N2 - Long memory has been observed for time series across a multitude of fields and the accurate estimation of such dependence, e.g. via the Hurst exponent, is crucial for the modelling and prediction of many dynamic systems of interest. Many physical processes (such as wind data), are more naturally expressed as a complex-valued time series to represent magnitude and phase information (wind speed and direction). With data collection ubiquitously unreliable, irregular sampling or missingness is also commonplace and can cause bias in a range of analysis tasks, including Hurst estimation.This article proposes a new Hurst exponent estimation technique for complex-valued persistent data sampled with potential irregularity. Our approach is justified through establishing attractive theoretical properties of a new complex-valued wavelet lifting transform, also introduced in this paper.We demonstrate the accuracy of the proposed estimation method through simulations across a range of sampling scenarios and complex- and real-valued persistent processes. For wind data, our method highlights that inclusion of the intrinsic correlations between the real and imaginary data, inherent in our complex-valued approach, can produce different persistence estimates than when using real-valued analysis. Such analysis could then support alternative modelling or policy decisions compared with conclusions based on real-valued estimation.

AB - Long memory has been observed for time series across a multitude of fields and the accurate estimation of such dependence, e.g. via the Hurst exponent, is crucial for the modelling and prediction of many dynamic systems of interest. Many physical processes (such as wind data), are more naturally expressed as a complex-valued time series to represent magnitude and phase information (wind speed and direction). With data collection ubiquitously unreliable, irregular sampling or missingness is also commonplace and can cause bias in a range of analysis tasks, including Hurst estimation.This article proposes a new Hurst exponent estimation technique for complex-valued persistent data sampled with potential irregularity. Our approach is justified through establishing attractive theoretical properties of a new complex-valued wavelet lifting transform, also introduced in this paper.We demonstrate the accuracy of the proposed estimation method through simulations across a range of sampling scenarios and complex- and real-valued persistent processes. For wind data, our method highlights that inclusion of the intrinsic correlations between the real and imaginary data, inherent in our complex-valued approach, can produce different persistence estimates than when using real-valued analysis. Such analysis could then support alternative modelling or policy decisions compared with conclusions based on real-valued estimation.

U2 - 10.1007/s11222-018-9820-8

DO - 10.1007/s11222-018-9820-8

M3 - Journal article

VL - 29

SP - 517

EP - 536

JO - Statistics and Computing

JF - Statistics and Computing

SN - 0960-3174

IS - 3

ER -