In shnezam/NMSDE: Nonparametric Multivariate Spectral Density Estimation

Side Bar Panel

Contains the inputs that will be used in different sub-panels. The following five inputs will be used in sub-panels Basis Functions (to generate the basis functions) and NMCSDE (to initialize, run and report the NMCSDE algorithm):

• Degree of B-spline Basis:
• Deg. of freedom of B-spline Basis:
• # of Common bivatiate Basis (# of Clusters for Clustering):
• Input Data: Preiodogram
• Log Scale "Y" : (SD-Ps)

The first two inputs are mostly to describe the basis functions and initialized the NMCSDE. The third input is to specify the number common basis in NMCSDE algorithm, and number of clusters to produce the outputs. The fourth input specify the type of input (time series or periodograms).

Main Panel

Data

One can either use the files posted in Server

• TS-m=xx-n=yyy

or upload a different file to be analyzed.

Data Description

The Elbow Method.

• The remaining Data Description choices are used to summarize and visualize the input data:

Basis Functions

• Using some visualization techniques, we illustrate the B-spline basis that is used in the algorithm.

NMCSDE

• The NMCSDE algorithm is implemented in this sub-panel
• Also the results and graphs is provided here.

Manual

The sub-panel that contains this instruction manual.

shnezam/NMSDE documentation built on June 1, 2025, 6:10 p.m.