A Cepstral Model for Efficient Spectral Analysis of Covariate-dependent Time Series
协变量相关时间序列高效谱分析的倒谱模型
This article introduces a novel and computationally fast model to study the association between covariates and power spectra of replicated time series. A random covariate-dependent Cramér spectral representation and a semiparametric log-spectral model are used to quantify the association between the log-spectra and covariates. Each replicate-specific log-spectrum is represented by the cepstrum, inducing a cepstral-based multivariate linear model with the cepstral…