Walsh spectral analysis of multiple dyadic stationary processes and its applications

Takeaki Nagai; Masanobu Taniguchi

doi:10.1016/0304-4149(87)90025-1

Walsh spectral analysis of multiple dyadic stationary processes and its applications

Takeaki Nagai^*, Masanobu Taniguchi

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

Abstract

In this paper, we investigate some properties of multiple dyadic stationary processes from the viewpoint of their Walsh spectral analysis. It is shown that under certain conditions a dyadic autoregressive and moving average process of finite order is expressed as a dyadic autoregressive process of finite order and also as a dyadic moving average process of finite order. We can see that the principal component process of such a dyadic stationary process has a simple finite structure in the sense that a dyadic filter which generates the principal component process has only one-side finite lags.

Original language	English
Pages (from-to)	19-30
Number of pages	12
Journal	Stochastic Processes and their Applications
Volume	24
Issue number	1
DOIs	https://doi.org/10.1016/0304-4149(87)90025-1
Publication status	Published - 1987 Feb
Externally published	Yes

Keywords

Walsh spectral analysis
canonical correlation analysis
dyadic stationary process
finite parametric spectral model
principal component analysis

ASJC Scopus subject areas

Statistics and Probability
Modelling and Simulation
Applied Mathematics

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10.1016/0304-4149(87)90025-1

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title = "Walsh spectral analysis of multiple dyadic stationary processes and its applications",

abstract = "In this paper, we investigate some properties of multiple dyadic stationary processes from the viewpoint of their Walsh spectral analysis. It is shown that under certain conditions a dyadic autoregressive and moving average process of finite order is expressed as a dyadic autoregressive process of finite order and also as a dyadic moving average process of finite order. We can see that the principal component process of such a dyadic stationary process has a simple finite structure in the sense that a dyadic filter which generates the principal component process has only one-side finite lags.",

keywords = "Walsh spectral analysis, canonical correlation analysis, dyadic stationary process, finite parametric spectral model, principal component analysis",

author = "Takeaki Nagai and Masanobu Taniguchi",

note = "Funding Information: This work was partially supported by Japan Society of Promotion of Science and United States-Japan Cooperative Science Program.",

year = "1987",

month = feb,

doi = "10.1016/0304-4149(87)90025-1",

language = "English",

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pages = "19--30",

journal = "Stochastic Processes and their Applications",

issn = "0304-4149",

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T1 - Walsh spectral analysis of multiple dyadic stationary processes and its applications

AU - Nagai, Takeaki

AU - Taniguchi, Masanobu

N1 - Funding Information: This work was partially supported by Japan Society of Promotion of Science and United States-Japan Cooperative Science Program.

PY - 1987/2

Y1 - 1987/2

N2 - In this paper, we investigate some properties of multiple dyadic stationary processes from the viewpoint of their Walsh spectral analysis. It is shown that under certain conditions a dyadic autoregressive and moving average process of finite order is expressed as a dyadic autoregressive process of finite order and also as a dyadic moving average process of finite order. We can see that the principal component process of such a dyadic stationary process has a simple finite structure in the sense that a dyadic filter which generates the principal component process has only one-side finite lags.

AB - In this paper, we investigate some properties of multiple dyadic stationary processes from the viewpoint of their Walsh spectral analysis. It is shown that under certain conditions a dyadic autoregressive and moving average process of finite order is expressed as a dyadic autoregressive process of finite order and also as a dyadic moving average process of finite order. We can see that the principal component process of such a dyadic stationary process has a simple finite structure in the sense that a dyadic filter which generates the principal component process has only one-side finite lags.

KW - Walsh spectral analysis

KW - canonical correlation analysis

KW - dyadic stationary process

KW - finite parametric spectral model

KW - principal component analysis

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U2 - 10.1016/0304-4149(87)90025-1

DO - 10.1016/0304-4149(87)90025-1

M3 - Article

AN - SCOPUS:38249036944

SN - 0304-4149

VL - 24

SP - 19

EP - 30

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 1

ER -

Walsh spectral analysis of multiple dyadic stationary processes and its applications

Abstract

Keywords

ASJC Scopus subject areas

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