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反卷积、频带限制与四阶谱AI 解读

In the largest application area of time series analysis—geophysical exploration—the underlying innovations sequence is of primary interest and must be estimated. This sequence is estimated by deconvolving the non-Gaussian, noninvertible time series. This involves estimation of a phase-shift correction from the time series, which can be carried out by maximizing the kurtosis of the series. Unfortunately, the method is hampered by the fact that the time series is typically…

反卷积、带宽与四阶谱AI 解读

In the largest application area of time series analysis—geophysical exploration—the underlying innovations sequence is of primary interest and must be estimated. This sequence is estimated by deconvolving the non-Gaussian, noninvertible time series. This involves estimation of a phase-shift correction from the time series, which can be carried out by maximizing the kurtosis of the series. Unfortunately, the method is hampered by the fact that the time series is typically…