Statistics – Computation
Scientific paper
Jan 1989
adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=1989a%26a...209..435b&link_type=abstract
Astronomy and Astrophysics (ISSN 0004-6361), vol. 209, no. 1-2, Jan. 1989, p. 435-444. Research supported by MPI and CNR.
Statistics
Computation
2
Active Galaxies, Autoregressive Processes, Computational Astrophysics, Prony Series, Time Series Analysis, Active Galactic Nuclei, Periodic Variations, X Ray Sources
Scientific paper
An extension of the classic Prony method for fitting a sum of damped sinusoids to experimental data is proposed. This new method, called the Segmented Prony's Method or SPM, is particularly suited to studying time-varying phenomena. It is based on a division of the observational interval into several short segments, where the signal can be assumed stationary. A model for the data, dependent on a set of parameters, is estimated by means of an efficient algorithm based on well-known recursions for the estimation of the autoregressive coefficients. An application to an X-ray observation of the active galaxy NGC 7314 is discussed.
Barone Paolo
Massaro Enrico
Polichetti A.
No associations
LandOfFree
The Segmented Prony method for the analysis of non-stationary time series does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with The Segmented Prony method for the analysis of non-stationary time series, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and The Segmented Prony method for the analysis of non-stationary time series will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-824895