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Digital Library of the
European Council for Modelling and Simulation |
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Title: |
Comparative Study Of Time-Frequency Analysis Approaches With Application
To Economic Indicators |
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Authors: |
Jiri Blumenstein, Jitka Poměnková,
Roman Maršálek |
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Published in:
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(2012).ECMS
2012 Proceedings edited by: K. G. Troitzsch, M. Moehring, U. Lotzmann. European
Council for Modeling and Simulation. doi:10.7148/2012 ISBN:
978-0-9564944-4-3 26th
European Conference on Modelling and Simulation, Shaping reality through simulation Koblenz,
Germany, May 29 – June 1 2012 |
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Citation
format: |
Blumenstein, J., Pomenkova, J., & Marsalek,
R. (2012). Comparative Study Of Time-Frequency Analysis Approaches With
Application To Economic Indicators. ECMS 2012 Proceedings edited by: K. G. Troitzsch, M. Moehring, U. Lotzmann (pp. 291-297).
European Council for Modeling and Simulation. doi:10.7148/2012-0291-0297 |
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DOI: |
http://dx.doi.org/10.7148/2012-0291-0297 |
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Abstract: |
Presented paper deals with comparison of various meth- ods for time-frequency representation of a signal with time-varying
behavior. We choose methods such as wavelet analysis, multiple window method
using Slepian sequences,
time-frequency varying autoregressive pro- cess
estimation and time-frequency Fourier transform representation (periodogram). We apply these methods first on the simple
simulated artificial signal and we as- sess their
performance. Then we proceed with applica- tion on the real data which is
monthly data of the in- dustry production index of
European Union in the pe- riod
1990/M1-2011/M11. During the evaluation we fo- cus on the results with respect to the time of global
crisis. The results of the experiments are represented in the
the graphical form and briefly discussed. |
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