A periodogram-based test for weak stationarity and consistency between sections in time series
Halliday, D.M. and Rosenberg, J.R. and Rigas, A. and Conway, B.A. (2009) A periodogram-based test for weak stationarity and consistency between sections in time series. Journal of Neuroscience Methods, 180. pp. 138-146.
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In one approach to spectral estimation, a sample record is broken into a number of disjoint sections, or data is collected over a number of discrete trials. Spectral parameters are formed by averaging periodograms across these discrete sections or trials. A key assumption in this approach is that of weak stationarity. This paper describes a simple test that checks if periodogram ordinates are consistent across sections as a means of assessing weak stationarity. The test is called the Periodogram Coefficient of Variation (PCOV) test, and is a frequency domain test based on a technique of spectral analysis. Application of the test is illustrated to both simulated and experimental data (EMG, physiological tremor, EEG). An additional role for the test as a useful tool in exploratory analysis of time series is highlighted.
Creators(s): |
Halliday, D.M., Rosenberg, J.R., Rigas, A. and Conway, B.A. ![]() | Item type: | Article |
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ID code: | 13791 |
Keywords: | spectral analysis, periodogram, time series, stationarity, EEG, EMG, Bioengineering, Engineering (General). Civil engineering (General), Neuroscience(all) |
Subjects: | Technology > Engineering (General). Civil engineering (General) > Bioengineering Technology > Engineering (General). Civil engineering (General) |
Department: | Faculty of Engineering > Bioengineering |
Depositing user: | Ms Ashley Urie |
Date deposited: | 17 Dec 2009 17:56 |
Last modified: | 20 Jan 2021 18:15 |
Related URLs: | |
URI: | https://strathprints.strath.ac.uk/id/eprint/13791 |
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