Publications [#341252] of Vahid Tarokh

Papers Published

1. Xiang, Y; Ding, J; Tarokh, V, Estimation of the evolutionary spectra with application to stationarity test, Ieee Transactions on Signal Processing, vol. 67 no. 5 (March, 2019), pp. 1353-1365, IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC [doi]
   (last updated on 2023/06/01)

   Abstract:
   In this paper, 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-time 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.