kztp: Kolmogorov-Zurbenko Third-Order Periodogram

In kza: Kolmogorov-Zurbenko Adaptive Filters

Description

Kolmogorov-Zurbenko Third-Order Periodogram for estimating spectrums

Usage

kztp(x,m,k,box=c(0,0.5,0,0.5))

Arguments

x	The signal.
m	The window size for the kzft filter.
k	The number of iterations.
box	The window for the application of third-order periodgram.

Details

The Kolmogorov-Zurbenko Third-Order Periodogram is used to estimate spectral density of a signal. The smoothing methods are adaptive allowing the bandwidth of the spectral window to vary according to the smoothness of the underlying spectral density. For details, please see to DiRienzo and Zurbenko (1998) and Neagu and Zurbenko (2003).

References

I. G. Zurbenko, 1986: The spectral Analysis of Time Series. North-Holland, 248 pp. I. G. Zurbenko, P. S. Porter, Construction of high-resolution wavelets, Signal Processing 65: 315-327, 1998. W. Yang, I. G. Zurbenko, A semi-adaptive smoothing algorithm in bispectrum estimation, Proceedings of the American Statistical Association, Seattle, 2006. Wei Yang and Igor Zurbenko, kzft: Kolmogorov-Zurbenko Fourier Transform and Applications, R-Project 2007.

See Also

kzft, kzp,

Examples

t<-1:10000
y<-2*sin(2*pi*0.1*t)+3*sin(2*pi*0.2*t) + 10*rnorm(length(t))

a<-kztp(y,50,1)
z<-log(Mod(a))
#z<-smooth.kzp(z)

omega<-seq(0,1,length=51)[2:26]
#filled.contour(omega,omega,s,xlab="freq",ylab="freq",main="Smoothed 3rd Order Periodogram")

Example output

This may take some time to complete.

kza documentation built on March 26, 2020, 6:27 p.m.