http://www.stat.cmu.edu/~kass/smnp/?p=126 Thu, 26 Apr 2012 14:07:02 +0000 hourly 1 http://wordpress.org/?v=3.0.4 http://www.stat.cmu.edu/~kass/smnp/?p=126#comment-338 Thomas Kraynak Tue, 24 Apr 2012 13:28:40 +0000 http://www.stat.cmu.edu/~kass/smnp/?p=126#comment-338 Is there a formal procedure that can be used to determine the time intervals for computing spectral density estimates, or is it mostly arbitrary/intuitive? Is there a formal procedure that can be used to determine the time intervals for computing spectral density estimates, or is it mostly arbitrary/intuitive?

]]> http://www.stat.cmu.edu/~kass/smnp/?p=126#comment-337 Kelly Tue, 24 Apr 2012 13:21:55 +0000 http://www.stat.cmu.edu/~kass/smnp/?p=126#comment-337 In linear filtering, I'm not quite sure why it's necessary to pad the Fourier transform with zeroes if the filtered range is really what we're interested in. In linear filtering, I’m not quite sure why it’s necessary to pad the Fourier transform with zeroes if the filtered range is really what we’re interested in.

]]> http://www.stat.cmu.edu/~kass/smnp/?p=126#comment-336 Sharlene Flesher Tue, 24 Apr 2012 13:01:30 +0000 http://www.stat.cmu.edu/~kass/smnp/?p=126#comment-336 In 18.3.3, it is emphasized that smoothing of the periodogram is critical to get a good estimation of the spectral density function- how much of the data gets lost in the smoothing processes? Of those mentioned, are some more or less conservative about smoothing over important fluctuations? In 18.3.3, it is emphasized that smoothing of the periodogram is critical to get a good estimation of the spectral density function- how much of the data gets lost in the smoothing processes? Of those mentioned, are some more or less conservative about smoothing over important fluctuations?

]]> http://www.stat.cmu.edu/~kass/smnp/?p=126#comment-335 David Zhou Tue, 24 Apr 2012 11:38:56 +0000 http://www.stat.cmu.edu/~kass/smnp/?p=126#comment-335 I really liked the detail that you go into about how to create a spectrogram, thank you. I really liked the detail that you go into about how to create a spectrogram, thank you.

]]> http://www.stat.cmu.edu/~kass/smnp/?p=126#comment-334 Rex Tien Tue, 24 Apr 2012 11:04:35 +0000 http://www.stat.cmu.edu/~kass/smnp/?p=126#comment-334 Are there any kind of tests to determine if aliasing is going on in your data? Perhaps by varying sampling frequency methodically? Are there any kind of tests to determine if aliasing is going on in your data? Perhaps by varying sampling frequency methodically?

]]> http://www.stat.cmu.edu/~kass/smnp/?p=126#comment-333 Jay Scott Tue, 24 Apr 2012 06:41:25 +0000 http://www.stat.cmu.edu/~kass/smnp/?p=126#comment-333 p538 on the introduction of bias: Is there a way to gauge the magnitude of the bias relative to the variation in the log periodogram. Is this an intuitive judgement call or one for which rules exist? p538 on the introduction of bias: Is there a way to gauge the magnitude of the bias relative to the variation in the log periodogram. Is this an intuitive judgement call or one for which rules exist?

]]> http://www.stat.cmu.edu/~kass/smnp/?p=126#comment-332 Jay Scott Tue, 24 Apr 2012 06:39:03 +0000 http://www.stat.cmu.edu/~kass/smnp/?p=126#comment-332 p538 p538

]]> http://www.stat.cmu.edu/~kass/smnp/?p=126#comment-330 Rob Rasmussen Tue, 24 Apr 2012 02:39:00 +0000 http://www.stat.cmu.edu/~kass/smnp/?p=126#comment-330 What is the difference in effect between smoothing the periodagram versus detrending the data prior to estimating the periodagram? It seems like they might be somewhat similar, but it is hard to tell. What is the difference in effect between smoothing the periodagram versus detrending the data prior to estimating the periodagram? It seems like they might be somewhat similar, but it is hard to tell.

]]> http://www.stat.cmu.edu/~kass/smnp/?p=126#comment-329 Eric VanEpps Fri, 20 Apr 2012 22:18:27 +0000 http://www.stat.cmu.edu/~kass/smnp/?p=126#comment-329 In section 18.3.3, you discuss 5 different smoothing methods. Are there any good reasons for choosing one method over another, beyond convenience? Do any of the methods have slightly more desirable properties or are any of the methods more accepted as normal? In section 18.3.3, you discuss 5 different smoothing methods. Are there any good reasons for choosing one method over another, beyond convenience? Do any of the methods have slightly more desirable properties or are any of the methods more accepted as normal?

]]> http://www.stat.cmu.edu/~kass/smnp/?p=126#comment-328 Ben Dichter Thu, 19 Apr 2012 05:01:00 +0000 http://www.stat.cmu.edu/~kass/smnp/?p=126#comment-328 Is the Nyquist frequency a hard boundary? What if there is noise in the data? Is the Nyquist frequency a hard boundary? What if there is noise in the data?

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