Applied spectral analysis

Fabio Della Rossa, Julio Guerrero, Giuseppe Orlando, and Giovanni Taglialatela

In this chapter, we first explain what we mean by a signal, and then we describe some characteristics such as energy, frequency, phase, power spectrum, etc. We show how to analyse it by the means of spectral analysis and Fourier transform. Moreover, as the Fourier transform does not provide any information about the time at which each frequency appears, we explain how to deal with this problem with the Gabor and wavelet transform.

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Year of publication:	2021
Authors:	Della Rossa, Fabio ; Guerrero, Julio ; Orlando, Giuseppe ; Taglialatela, Giovanni
Published in:	Nonlinearities in economics : an interdisciplinary approach to economic dynamics, growth and cycles. - Cham : Springer, ISBN 978-3-030-70981-5. - 2021, p. 123-139
Subject:	Fourier analysis \| Gabor analysis \| Noise cleaning \| Power spectrum \| Signal processing \| Wavelet analysis \| Zeitreihenanalyse \| Time series analysis \| Zustandsraummodell \| State space model \| Fourier-Analyse \| Theorie \| Theory

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz im Buch ; Book section ; Konferenzbeitrag ; Conference paper
Language:	English
Other identifiers:	10.1007/978-3-030-70982-2_9 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012648037