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논문 리스트

2018
Computational explosion in the frequency estimation of sinusoidal data Computational explosion in the frequency estimation of sinusoidal data
한국통계학회
나명환 외 2명
논문정보
Publisher
Communications for Statistical Applications and Methods
Issue Date
2018-07-31
Keywords
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Citation
-
Source
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Journal Title
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Volume
25
Number
4
Start Page
431
End Page
442
DOI
ISSN
22877843
Abstract
This paper highlights the computational explosion issues in the autoregressive moving average approach of frequency estimation of sinusoidal data with a large sample size. A new algorithm is proposed to circumvent the computational explosion difficulty in the conditional least-square estimation method. Notice that sinusoidal pattern can be generated by a non-invertible non-stationary autoregressive moving average (ARMA) model. The computational explosion is shown to be closely related to the non-invertibility of the equivalent ARMA model. Simulation studies illustrate the computational explosion phenomenon and show that the proposed algorithm can efficiently overcome computational explosion difficulty. Real data example of sunspot number is provided to illustrate the application of the proposed algorithm to the time series data exhibiting sinusoidal pattern.

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이름 소속
나명환 통계학과