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Time scale estimation by tracking parameter variation.

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Time scale estimation by tracking parameter variation. / Belcher, John; Tunnicliffe Wilson, Granville.
In: Journal of Time Series Analysis, Vol. 21, No. 3, 05.2000, p. 237-248.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Belcher, J & Tunnicliffe Wilson, G 2000, 'Time scale estimation by tracking parameter variation.', Journal of Time Series Analysis, vol. 21, no. 3, pp. 237-248. https://doi.org/10.1111/1467-9892.00183

APA

Belcher, J., & Tunnicliffe Wilson, G. (2000). Time scale estimation by tracking parameter variation. Journal of Time Series Analysis, 21(3), 237-248. https://doi.org/10.1111/1467-9892.00183

Vancouver

Belcher J, Tunnicliffe Wilson G. Time scale estimation by tracking parameter variation. Journal of Time Series Analysis. 2000 May;21(3):237-248. doi: 10.1111/1467-9892.00183

Author

Belcher, John ; Tunnicliffe Wilson, Granville. / Time scale estimation by tracking parameter variation. In: Journal of Time Series Analysis. 2000 ; Vol. 21, No. 3. pp. 237-248.

Bibtex

@article{9c09b6747cf947448ae4dcbbcca80a8d,
title = "Time scale estimation by tracking parameter variation.",
abstract = "A quasi-periodic time series is sampled at a varying but unknown rate. An autoregressive moving-average model is fitted to the resulting discrete series and the time variation of its parameters is estimated. The functional dependence of the parameters on the sampling rate is then used to estimate this rate and to reconstruct the true time scale.",
keywords = "Cyclical series • variable sampling rate • ARMA model",
author = "John Belcher and {Tunnicliffe Wilson}, Granville",
year = "2000",
month = may,
doi = "10.1111/1467-9892.00183",
language = "English",
volume = "21",
pages = "237--248",
journal = "Journal of Time Series Analysis",
issn = "0143-9782",
publisher = "Wiley-Blackwell",
number = "3",

}

RIS

TY - JOUR

T1 - Time scale estimation by tracking parameter variation.

AU - Belcher, John

AU - Tunnicliffe Wilson, Granville

PY - 2000/5

Y1 - 2000/5

N2 - A quasi-periodic time series is sampled at a varying but unknown rate. An autoregressive moving-average model is fitted to the resulting discrete series and the time variation of its parameters is estimated. The functional dependence of the parameters on the sampling rate is then used to estimate this rate and to reconstruct the true time scale.

AB - A quasi-periodic time series is sampled at a varying but unknown rate. An autoregressive moving-average model is fitted to the resulting discrete series and the time variation of its parameters is estimated. The functional dependence of the parameters on the sampling rate is then used to estimate this rate and to reconstruct the true time scale.

KW - Cyclical series • variable sampling rate • ARMA model

U2 - 10.1111/1467-9892.00183

DO - 10.1111/1467-9892.00183

M3 - Journal article

VL - 21

SP - 237

EP - 248

JO - Journal of Time Series Analysis

JF - Journal of Time Series Analysis

SN - 0143-9782

IS - 3

ER -