首页 | 本学科首页   官方微博 | 高级检索  
   检索      


Spectral Analysis of Binary Time Series: Square Waves vs. Sinusoidal Functions
Authors:Axel Kowalski  Frauke Musial  Paul Enck  Karl-Theodor Kalveram
Abstract:The analysis of signals consisting of discrete and irregular data causes methodological problems for the Fourier spectral Analysis: Since it is based on sinusoidal functions, rectangular signals with unequal periodicities cannot easily be replicated. The Walsh spectral Analysis is based on the so called "Walsh functions", a complete set of orthonormal, rectangular waves and thus seems to be the method of choice for analysing signals consisting of binary or ordinal data. The paper compares the Walsh spectral analysis and the Fourier spectral analysis on the basis of simulated and real binary data sets of various length. Simulated data were derived from signals with defined cyclic patterns that were noised by randomly generated signals of the same length. The Walsh and Fourier spectra of each set were determined and up to 25% of the periodogram coefficients were utilized as input for an inverse transform. Mean square approximation error (MSE) was calculated for each of the series in order to compare the goodness of fit between the original and the reconstructed signal. The same procedure was performed with real data derived from a behavioral observation in pigs. The comparison of the two methods revealed that, in the analysis of discrete and binary time series, Walsh spectral analysis is the more appropriate method, if the time series is rather short. If the length of the signal increases, the difference between the two methods is less substantial.
Keywords:
本文献已被 InformaWorld 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号