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Persistent link: https://www.econbiz.de/10003780895
This article comments on a frequency estimator which was proposed by [6] and shows empirically that it exhibits a much larger mean squared error than a well known frequency estimator by [8]. It is demonstrated that by using a heuristical adjustment [2] the performance can be greatly improved....
Persistent link: https://www.econbiz.de/10003838478
Aiming at optimal prediction of the correct note corresponding to a vocal time series we trained a classification algorithm on the basis of parts of interpretations of Tochter Zion (Händel) and tested the algorithm on the remaining parts. As classification algorithm we use a radial basis...
Persistent link: https://www.econbiz.de/10010475812
Local and more and more global musical structure is analyzed from audio time series by time-series-event analysis with the aim of automatic sheet music production and comparison of singers. Note events are determined and classified based on local spectra, and rules of bar events are identified...
Persistent link: https://www.econbiz.de/10002570071
Persistent link: https://www.econbiz.de/10001742163
In many applications it is required to segment a time series into its locally stationary parts. Two applications are presented: As a first example consider online monitoring of a BTA Deep-Hole-Drilling process. Here chattering and spiralling of the drilling tool should be avoided by process...
Persistent link: https://www.econbiz.de/10009775969
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Linear Discriminant Analysis (LDA) performs well for classifica- tion of business phases even though the premises of an LDA are not met. As the variables are highly correlated there are numerical as well as interpretational shortcomings. By transforming the classification problem to a regression...
Persistent link: https://www.econbiz.de/10003213743
The extended Hodrick-Prescott (HP) method was developed by Polasek (2011) for a class of data smoother based on second order smoothness. This paper develops a new extended HP smoothing model that can be applied for spatial smoothing problems. In Bayesian smoothing we need a linear regression...
Persistent link: https://www.econbiz.de/10009685470
The Hodrick-Prescott (HP) method is a popular smoothing method for economic time series to get a smooth or long-term component of stationary series like growth rates. We show that the HP smoother can be viewed as a Bayesian linear model with a strong prior using differencing matrices for the...
Persistent link: https://www.econbiz.de/10009685473