The spectral envelope and its applications

Citation
Ds. Stoffer et al., The spectral envelope and its applications, STAT SCI, 15(3), 2000, pp. 224-253
Citations number
51
Categorie Soggetti
Mathematics
Journal title
STATISTICAL SCIENCE
ISSN journal
08834237 → ACNP
Volume
15
Issue
3
Year of publication
2000
Pages
224 - 253
Database
ISI
SICI code
0883-4237(200008)15:3<224:TSEAIA>2.0.ZU;2-#
Abstract
The concept of the spectral envelope was recently introduced as a statistic al basis for the frequency domain analysis and scaling of qualitative-value d time series. In the process of developing the spectral envelope methodolo gy, many other interesting extensions became evident. In this article we ex plain the basic concept and give numerous examples of the usefulness of the technology. These examples include analyses of DNA sequences, finding opti mal transformations for the analysis of real-valued time series, residual a nalysis, detecting common signals in many time series, and the analysis of textures.