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Publications [#339264] of Vahid Tarokh

Papers Published

  1. Xiang, Y; Ding, J; Tarokh, V, Evolutionary Spectra Based on the Multitaper Method with Application to Stationarity Test, 2015 Ieee International Conference on Acoustics, Speech, and Signal Processing (Icassp), vol. 2018-April (September, 2018), pp. 3994-3998, IEEE [doi]
    (last updated on 2019/04/22)

    © 2018 IEEE. In this work, we propose a new inference procedure for understanding non-stationary processes, under the framework of evolutionary spectra developed by Priestley. Among various frameworks of modeling non-stationary processes, the distinguishing feature of the evolutionary spectra is its focus on the physical meaning of frequency. The classical estimate of the evolutionary spectral density is based on a double-window technique consisting of a short-Fourier transform and a smoothing. However, smoothing is known to suffer from the so-called bias leakage problem. By incorporating Thomson's multitaper method that was originally designed for stationary processes, we propose an improved estimate of the evolutionary spectral density, and analyze its bias/variance/resolution tradeoff. As an application of the new estimate, we further propose a non-parametric rank-based stationarity test, and provide various experimental studies.
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