On Robust Estimation of Power Spectra
Let us consider the problem of robust spectral density estimation. Conventional methods to obtain estimates of spectral density function are not robust in the presence of outlying observations. We present different methods to robustly estimate the spectral density function that are insensitive again...
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| Format: | Article |
| Language: | English |
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Austrian Statistical Society
2016-04-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/412 |
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doaj-bc46b05113bc4204a92b655e2bcef2cc2021-04-22T12:33:27ZengAustrian Statistical SocietyAustrian Journal of Statistics1026-597X2016-04-0134210.17713/ajs.v34i2.412On Robust Estimation of Power SpectraBernhard Spangl0Rudolf Dutter1University of Natural Resources and Applied Life Sciences, Vienna, AustriaVienna University of Technology, AustriaLet us consider the problem of robust spectral density estimation. Conventional methods to obtain estimates of spectral density function are not robust in the presence of outlying observations. We present different methods to robustly estimate the spectral density function that are insensitive against outliers. The proposed methods are applied to simulated and real data and the results are compared. As a special practical application we focus on the frequency-domain analysis of short-term heart rate variability measurements of diabetes patients. http://www.ajs.or.at/index.php/ajs/article/view/412 |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Bernhard Spangl Rudolf Dutter |
| spellingShingle |
Bernhard Spangl Rudolf Dutter On Robust Estimation of Power Spectra Austrian Journal of Statistics |
| author_facet |
Bernhard Spangl Rudolf Dutter |
| author_sort |
Bernhard Spangl |
| title |
On Robust Estimation of Power Spectra |
| title_short |
On Robust Estimation of Power Spectra |
| title_full |
On Robust Estimation of Power Spectra |
| title_fullStr |
On Robust Estimation of Power Spectra |
| title_full_unstemmed |
On Robust Estimation of Power Spectra |
| title_sort |
on robust estimation of power spectra |
| publisher |
Austrian Statistical Society |
| series |
Austrian Journal of Statistics |
| issn |
1026-597X |
| publishDate |
2016-04-01 |
| description |
Let us consider the problem of robust spectral density estimation. Conventional methods to obtain estimates of spectral density function are not robust in the presence of outlying observations. We present different methods to robustly estimate the spectral density function that are insensitive against outliers. The proposed methods are applied to simulated and real data and the results are compared. As a special practical application we focus on the frequency-domain analysis of short-term heart rate variability measurements of diabetes patients.
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| url |
http://www.ajs.or.at/index.php/ajs/article/view/412 |
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AT bernhardspangl onrobustestimationofpowerspectra AT rudolfdutter onrobustestimationofpowerspectra |
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1721514492706160640 |