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DETECTION OF PERIODICITIES BY HIGHER‐ORDER CROSSINGS

 

作者: Benjamin Kedem,  

 

期刊: Journal of Time Series Analysis  (WILEY Available online 1987)
卷期: Volume 8, issue 1  

页码: 39-50

 

ISSN:0143-9782

 

年代: 1987

 

DOI:10.1111/j.1467-9892.1987.tb00419.x

 

出版商: Blackwell Publishing Ltd

 

关键词: Dominant frequency;highest frequency;spectral;Gaussian;monotone sequence;filter

 

数据来源: WILEY

 

摘要:

Abstract.The axis‐crossing counts in a time series and in its successive differences are called higher‐order crossings (HOC). Under the Gaussian assumption the sequence of expected HOC is monotone increasing and admits a spectral representation which establishes a clear connection between HOC and the spectrum. In particular the normalized number of axis‐crossings (first HOC) tends to admit values at or near a dominant frequency, while the sequence of normalized HOC converges to the highest frequency in the spectrum. When the series is first lowpass filtered, the resulting normalized HOC tend to ‘visit’ true discrete frequencies on their way to the highest frequency. If the successive differences are replaced by successive summation, the resulting modified normalized HOC converge monotonically to the lowest frequency in the

 

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