Estimating deformations of stationary processes
Résumé
This paper studies classes of nonstationary processes, such as warped processes and frequency-modulated processes, that result from the deformation of stationary processes. Estimating deformations can often provide important information about an underlying physical phenomenon. A computational harmonic analysis viewpoint shows that the deformed autocovariance satisfies a transport equation at small scales, with a velocity proportional to a deformation gradient. We derive an estimator of the deformation from a single realization of the deformed process, with a proof of consistency under appropriate assumptions.
Fichier principal
Estimating_deformations_of_stationnary_processes.pdf (628.42 Ko)
Télécharger le fichier
Origine : Fichiers éditeurs autorisés sur une archive ouverte
Loading...