跳采样：频域子采样

IF 4.6 Q2 MATERIALS SCIENCE, BIOMATERIALS

ACS Applied Bio Materials Pub Date : 2024-08-08 DOI:10.1093/biomet/asae039

T. McElroy, D. Politis

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引用次数: 0

摘要

在过去的 35 年里，人们提出了多种时间序列的自举方法。流行的时域自举法包括块自举法、静态自举法、线性过程自举法等；还有与块自举法密切相关的时间序列子采样法。频域自举是通过对周期图序数进行重采样或对离散傅里叶变换的序数进行重采样来实现的。本文提出了对离散傅立叶变换序数进行子采样的新结构，并研究了其理论特性和适用范围。数值研究表明，对于线性频谱均值和比率统计，新方法的性能与频域自举法相当，同时还大大节省了计算量，并具有数值稳定性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Skip-sampling: subsampling in the frequency domain

Over the last 35 years, several bootstrap methods for time series have been proposed. Popular time domain methods include the block-bootstrap, the stationary bootstrap, the linear process bootstrap, among others; subsampling for time series is also available, and is closely related to the block-bootstrap. The frequency domain bootstrap has been performed either by resampling the periodogram ordinates or by resampling the ordinates of the discrete Fourier transform. The paper at hand proposes a novel construction of subsampling the discrete Fourier transform ordinates, and investigates its theoretical properties and realm of applicability. Numerical studies show that the new method performs comparably to the frequency domain bootstrap for linear spectral means and ratio statistics, while at the same time yielding significant computational savings as well as numerical stability.

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来源期刊

ACS Applied Bio Materials Chemistry-Chemistry (all)

CiteScore

9.40

自引率

2.10%

发文量

464

期刊介绍： ACS Applied Bio Materials is an interdisciplinary journal publishing original research covering all aspects of biomaterials and biointerfaces including and beyond the traditional biosensing, biomedical and therapeutic applications. The journal is devoted to reports of new and original experimental and theoretical research of an applied nature that integrates knowledge in the areas of materials, engineering, physics, bioscience, and chemistry into important bio applications. The journal is specifically interested in work that addresses the relationship between structure and function and assesses the stability and degradation of materials under relevant environmental and biological conditions.