Detail publikačního výsledku

Comparative Study Of Time-Frequency Analysis Approaches With Application To Economic Indicators

BLUMENSTEIN, J.; POMĚNKOVÁ, J.; MARŠÁLEK, R.

Original Title

Comparative Study Of Time-Frequency Analysis Approaches With Application To Economic Indicators

English Title

Comparative Study Of Time-Frequency Analysis Approaches With Application To Economic Indicators

Type

Paper in proceedings (conference paper)

Original Abstract

Presented paper deals with comparison of various methods for time-frequency representation of a signal with time-varying behavior. We choose methods such as wavelet analysis, multiple window method using Slepian sequences, time-frequency varying autoregressive process estimation and time-frequency Fourier transform representation (periodogram). We apply these methods first on the simple simulated artificial signal and we assess their performance. Then we proceed with application on the real data which is monthly data of the industry production index of European Union in the period 1990/M1-2011/M11. During the evaluation we focus on the results with respect to the time of global crisis. The results of the experiments are represented in the graphical form and briefly discussed.

English abstract

Presented paper deals with comparison of various methods for time-frequency representation of a signal with time-varying behavior. We choose methods such as wavelet analysis, multiple window method using Slepian sequences, time-frequency varying autoregressive process estimation and time-frequency Fourier transform representation (periodogram). We apply these methods first on the simple simulated artificial signal and we assess their performance. Then we proceed with application on the real data which is monthly data of the industry production index of European Union in the period 1990/M1-2011/M11. During the evaluation we focus on the results with respect to the time of global crisis. The results of the experiments are represented in the graphical form and briefly discussed.

Keywords

Time-Frequency Analysis, Economic Indicators

Key words in English

Time-Frequency Analysis, Economic Indicators

Authors

BLUMENSTEIN, J.; POMĚNKOVÁ, J.; MARŠÁLEK, R.

RIV year

2013

Released

28.05.2012

Publisher

European council for Modelling and Simulation

Location

Digitaldruck Pirrot GmbH Dudweiler, Germany

ISBN

978-0-9564944-4-3

Book

26th European Conference on Modelling and Simulation ECMS 2012

Pages from

291

Pages to

297

Pages count

6

Full text in the Digital Library

http://hdl.handle.net/

BibTex

@inproceedings{BUT92370,
  author="Jiří {Blumenstein} and Jitka {Dluhá} and Roman {Maršálek}",
  title="Comparative Study Of Time-Frequency Analysis Approaches With Application To Economic Indicators",
  booktitle="26th European Conference on Modelling and Simulation ECMS 2012",
  year="2012",
  pages="291--297",
  publisher="European council for Modelling and Simulation",
  address="Digitaldruck Pirrot GmbH
Dudweiler, Germany",
  isbn="978-0-9564944-4-3"
}