Efficient Spectral Analysis of Quasi Stationary Time Series

<!DOCTYPE html> <html lang="en" dir="ltr"> <head>  <script async src="https://www.googletagmanager.com/gtag/js?id=G-P63WKM1TM1"></script> <script> window.dataLayer = window.dataLayer || []; function gtag(){dataLayer.push(arguments);} gtag('js', new Date()); gtag('config', 'G-P63WKM1TM1'); </script>  <script type="text/javascript" > (function(m,e,t,r,i,k,a){m[i]=m[i]||function(){(m[i].a=m[i].a||[]).push(arguments)}; m[i].l=1*new Date(); for (var j = 0; j < document.scripts.length; j++) {if (document.scripts[j].src === r) { return; }} k=e.createElement(t),a=e.getElementsByTagName(t)[0],k.async=1,k.src=r,a.parentNode.insertBefore(k,a)}) (window, document, "script", "https://mc.yandex.ru/metrika/tag.js", "ym"); ym(55165297, "init", { clickmap:false, trackLinks:true, accurateTrackBounce:true, webvisor:false }); </script> <noscript><div><img src="https://mc.yandex.ru/watch/55165297" style="position:absolute; left:-9999px;" alt="" /></div></noscript>    <title>Efficient Spectral Analysis of Quasi Stationary Time Series </title> <meta name="description" content="Efficient Spectral Analysis of Quasi Stationary Time Series "> <meta name="keywords" content="Power Spectral Density (PSD), quasi-stationarytime series, short time Fourier Transform, Sliding window DFT."> <meta name="viewport" content="width=device-width, initial-scale=1, minimum-scale=1, maximum-scale=1, user-scalable=no"> <meta charset="utf-8"> <meta name="citation_title" content="Efficient Spectral Analysis of Quasi Stationary Time Series "> <meta name="citation_author" content="Khalid M. Aamir"> <meta name="citation_author" content="Mohammad A. Maud"> <meta name="citation_publication_date" content="2007/02/23"> <meta name="citation_journal_title" content="International Journal of Electrical and Computer Engineering"> <meta name="citation_volume" content="1"> <meta name="citation_issue" content="2"> <meta name="citation_firstpage" content="429"> <meta name="citation_lastpage" content="432"> <meta name="citation_pdf_url" content="https://publications.waset.org/8476/pdf"> <link href="https://cdn.waset.org/favicon.ico" type="image/x-icon" rel="shortcut icon"> <link href="https://cdn.waset.org/static/plugins/bootstrap-4.2.1/css/bootstrap.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/plugins/fontawesome/css/all.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/css/site.css?v=150220211555" rel="stylesheet"> </head> <body> <header> <div class="container"> <nav class="navbar navbar-expand-lg navbar-light"> <a class="navbar-brand" href="https://waset.org"> <img src="https://cdn.waset.org/static/images/wasetc.png" alt="Open Science Research Excellence" title="Open Science Research Excellence" /> </a> <button class="d-block d-lg-none navbar-toggler ml-auto" type="button" data-toggle="collapse" data-target="#navbarMenu" aria-controls="navbarMenu" aria-expanded="false" aria-label="Toggle navigation"> <span class="navbar-toggler-icon"></span> </button> <div class="w-100"> <div class="d-none d-lg-flex flex-row-reverse"> <form method="get" action="https://waset.org/search" class="form-inline my-2 my-lg-0"> <input class="form-control mr-sm-2" type="search" placeholder="Search Conferences" value="" name="q" aria-label="Search"> <button class="btn btn-light my-2 my-sm-0" type="submit"><i class="fas fa-search"></i></button> </form> </div> <div class="collapse navbar-collapse mt-1" id="navbarMenu"> <ul class="navbar-nav ml-auto align-items-center" id="mainNavMenu"> <li class="nav-item"> <a class="nav-link" href="https://waset.org/conferences" title="Conferences in 2024/2025/2026">Conferences</a> </li> <li class="nav-item"> <a class="nav-link" href="https://waset.org/disciplines" title="Disciplines">Disciplines</a> </li> <li class="nav-item"> <a class="nav-link" href="https://waset.org/committees" rel="nofollow">Committees</a> </li> <li class="nav-item dropdown"> <a class="nav-link dropdown-toggle" href="#" id="navbarDropdownPublications" role="button" data-toggle="dropdown" aria-haspopup="true" aria-expanded="false"> Publications </a> <div class="dropdown-menu" aria-labelledby="navbarDropdownPublications"> <a class="dropdown-item" href="https://publications.waset.org/abstracts">Abstracts</a> <a class="dropdown-item" href="https://publications.waset.org">Periodicals</a> <a class="dropdown-item" href="https://publications.waset.org/archive">Archive</a> </div> </li> <li class="nav-item"> <a class="nav-link" href="https://waset.org/page/support" title="Support">Support</a> </li> </ul> </div> </div> </nav> </div> </header> <main> <div class="container mt-4"> <div class="row"> <div class="col-md-9 mx-auto"> <form method="get" action="https://publications.waset.org/search"> <div id="custom-search-input"> <div class="input-group"> <i class="fas fa-search"></i> <input type="text" class="search-query" name="q" placeholder="Author, Title, Abstract, Keywords" value=""> <input type="submit" class="btn_search" value="Search"> </div> </div> </form> </div> </div> <div class="row mt-3"> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Commenced</strong> in January 2007</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Frequency:</strong> Monthly</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Edition:</strong> International</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Paper Count:</strong> 33103</div> </div> </div> </div> <div class="card publication-listing mt-3 mb-3"> <h5 class="card-header" style="font-size:.9rem">Efficient Spectral Analysis of Quasi Stationary Time Series </h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/search?q=Khalid%20M.%20Aamir">Khalid M. Aamir</a>, <a href="https://publications.waset.org/search?q=Mohammad%20A.%20Maud"> Mohammad A. Maud</a> </p> <p class="card-text"><strong>Abstract:</strong></p> <p>Power Spectral Density (PSD) of quasi-stationary processes can be efficiently estimated using the short time Fourier series (STFT). In this paper, an algorithm has been proposed that computes the PSD of quasi-stationary process efficiently using offline autoregressive model order estimation algorithm, recursive parameter estimation technique and modified sliding window discrete Fourier Transform algorithm. The main difference in this algorithm and STFT is that the sliding window (SW) and window for spectral estimation (WSA) are separately defined. WSA is updated and its PSD is computed only when change in statistics is detected in the SW. The computational complexity of the proposed algorithm is found to be lesser than that for standard STFT technique.</p> <iframe src="https://publications.waset.org/8476.pdf" style="width:100%; height:400px;" frameborder="0"></iframe> <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/search?q=Power%20Spectral%20Density%20%28PSD%29" title="Power Spectral Density (PSD)">Power Spectral Density (PSD)</a>, <a href="https://publications.waset.org/search?q=quasi-stationarytime%20series" title=" quasi-stationarytime series"> quasi-stationarytime series</a>, <a href="https://publications.waset.org/search?q=short%20time%20Fourier%20Transform" title=" short time Fourier Transform"> short time Fourier Transform</a>, <a href="https://publications.waset.org/search?q=Sliding%20window%20DFT." title=" Sliding window DFT."> Sliding window DFT.</a> </p> <p class="card-text"><strong>Digital Object Identifier (DOI):</strong> <a href="https://doi.org/10.5281/zenodo.1070967" target="_blank">doi.org/10.5281/zenodo.1070967</a> </p> <a href="https://publications.waset.org/8476/efficient-spectral-analysis-of-quasi-stationary-time-series" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/8476/apa" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">APA</a> <a href="https://publications.waset.org/8476/bibtex" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">BibTeX</a> <a href="https://publications.waset.org/8476/chicago" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">Chicago</a> <a href="https://publications.waset.org/8476/endnote" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">EndNote</a> <a href="https://publications.waset.org/8476/harvard" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">Harvard</a> <a href="https://publications.waset.org/8476/json" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">JSON</a> <a href="https://publications.waset.org/8476/mla" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">MLA</a> <a href="https://publications.waset.org/8476/ris" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">RIS</a> <a href="https://publications.waset.org/8476/xml" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">XML</a> <a href="https://publications.waset.org/8476/iso690" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">ISO 690</a> <a href="https://publications.waset.org/8476.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">1969</span> </span> <p class="card-text"><strong>References:</strong></p> <p><br>[1] J. C. Goswami and A. K.Chan, Fundamentals of Wavelets: Theory, Algorithms and Applications, John Wiley & Sons, Inc., USA, 1999. <br>[2] G. Kaiser, A Friendly Guide to Wavelets, 6th ed., Hirkhauser-Boston, USA, 1999. <br>[3] M. T. Heideman, D. H. Johnson and C. S. Burrus, “Gauss and the History of the Fast Fourier Transform," IEEE ASSP Magazine, October 1984. <br>[4] E. Jacobsen and R. Lyons, “The Sliding DFT," Signal Processing Magazine, IEEE, Vol. 20, No. 2, March 2003, pp. 74-80. <br>[5] T. J. Ulrych and T. N. Bishop, “Maximum Entropy Spectral Analysis and Autoregressive Decomposition," Geophysics and Space Physics, vol. 13, pp. 183-200, Feb. 1975. <br>[6] L. Marple, “A New Autoregressive Spectrum Analysis Algorithm," IEEE Transactions on Acoustics, Speech and Signal Processing, vol. ASSP-28, No. 4, pp. 441-454, Aug. 1980. <br>[7] S. M. Kay, “Recursive Maximum Likelihood Estimation of Autoregressive Processes", IEEE Transactions on Acoustics, Speech and Signal Processing, vol. ASSP-31, No. 4, pp. 56-65, Feb. 1983. <br>[8] M. A. Maud, “An Overview of System Identification and Estimation," Proceedings of IBCAST, 2003. <br>[9] S. M. Kay and S. L. Marple, “Spectrum Analysis-A Modern Perspective," Proceedings of the IEEE, vol. 69, No. 11, pp. 1380-1419, Nov.1981. <br>[10] H. Stark and J. W. Woods, Probability and Random Processes with Application to Signal Processing, 3rd ed., Prentice Hall, 2002, pp. 327-329.</p> </div> </div> </div> </main> <footer> <div id="infolinks" class="pt-3 pb-2"> <div class="container"> <div style="background-color:#f5f5f5;" class="p-3"> <div class="row"> <div class="col-md-2"> <ul class="list-unstyled"> About <li><a href="https://waset.org/page/support">About Us</a></li> <li><a href="https://waset.org/page/support#legal-information">Legal</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/WASET-16th-foundational-anniversary.pdf">WASET celebrates its 16th foundational anniversary</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Account <li><a href="https://waset.org/profile">My Account</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Explore <li><a href="https://waset.org/disciplines">Disciplines</a></li> <li><a href="https://waset.org/conferences">Conferences</a></li> <li><a href="https://waset.org/conference-programs">Conference Program</a></li> <li><a href="https://waset.org/committees">Committees</a></li> <li><a href="https://publications.waset.org">Publications</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Research <li><a href="https://publications.waset.org/abstracts">Abstracts</a></li> <li><a href="https://publications.waset.org">Periodicals</a></li> <li><a href="https://publications.waset.org/archive">Archive</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Open Science <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Open-Science-Philosophy.pdf">Open Science Philosophy</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Open-Science-Award.pdf">Open Science Award</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Open-Society-Open-Science-and-Open-Innovation.pdf">Open Innovation</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Postdoctoral-Fellowship-Award.pdf">Postdoctoral Fellowship Award</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Scholarly-Research-Review.pdf">Scholarly Research Review</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Support <li><a href="https://waset.org/page/support">Support</a></li> <li><a href="https://waset.org/profile/messages/create">Contact Us</a></li> <li><a href="https://waset.org/profile/messages/create">Report Abuse</a></li> </ul> </div> </div> </div> </div> </div> <div class="container text-center"> <hr style="margin-top:0;margin-bottom:.3rem;"> <a href="https://creativecommons.org/licenses/by/4.0/" target="_blank" class="text-muted small">Creative Commons Attribution 4.0 International License</a> <div id="copy" class="mt-2">© 2024 World Academy of Science, Engineering and Technology</div> </div> </footer> <a href="javascript:" id="return-to-top"><i class="fas fa-arrow-up"></i></a> <div class="modal" id="modal-template"> <div class="modal-dialog"> <div class="modal-content"> <div class="row m-0 mt-1"> <div class="col-md-12"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> </div> </div> <div class="modal-body"></div> </div> </div> </div> <script src="https://cdn.waset.org/static/plugins/jquery-3.3.1.min.js"></script> <script src="https://cdn.waset.org/static/plugins/bootstrap-4.2.1/js/bootstrap.bundle.min.js"></script> <script src="https://cdn.waset.org/static/js/site.js?v=150220211556"></script> <script> jQuery(document).ready(function() { /*jQuery.get("https://publications.waset.org/xhr/user-menu", function (response) { jQuery('#mainNavMenu').append(response); });*/ jQuery.get({ url: "https://publications.waset.org/xhr/user-menu", cache: false }).then(function(response){ jQuery('#mainNavMenu').append(response); }); }); </script> </body> </html>

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Efficient Spectral Analysis of Quasi Stationary Time Series