Tree-Structured Wavelet Estimation in a Mixed Effects Model for Spectra of Replicated Time Series
重复时间序列谱的混合效应模型与树结构小波估计
This article develops a method for estimating the spectrum of a stationary process using time series traces recorded from experimental designs. Our procedure estimates the “common” log-spectrum and the variability over the traces (or subjects) using a mixed effects model. We combine spatially adaptive smoothing methods with recursive dyadic partitioning to construct a model for predicting subject-specific effects. The method is easy to implement and can handle large datasets…