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Journal of the American Statistical Association Volume 107, 2012 - Issue 500
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Theory and Methods

AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series

Ori Rosen Department of Mathematical Sciences, University of Texas at El Paso, El Paso, TX, 79968, USA
,
Sally Wood Melbourne Business Schoolx, University of Melbourne, Melbourne, Victoria, 3053, Australia
&
David S. Stoffer Department of Statistics, University of Pittsburgh, Pittsburgh, PA, 15260, USA
Pages 1575-1589 | Received 01 Jun 2011, Published online: 21 Dec 2012

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Michael Bertolacci, Ori Rosen, Edward Cripps & Sally Cripps. (2022) AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series. Journal of Computational and Graphical Statistics 31:2, pages 436-454.
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Yi Li, Sumi Seo & Kyu Ha Lee. (2021) Bayesian survival analysis using gamma processes with adaptive time partition. Journal of Statistical Computation and Simulation 91:14, pages 2937-2952.
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Zeda Li, Ori Rosen, Fabio Ferrarelli & Robert T. Krafty. (2021) Adaptive Bayesian Spectral Analysis of High-Dimensional Nonstationary Time Series. Journal of Computational and Graphical Statistics 30:3, pages 794-807.
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Beniamino Hadj-Amar, Bärbel Finkenstädt Rand, Mark Fiecas, Francis Lévi & Robert Huckstepp. (2020) Bayesian Model Search for Nonstationary Periodic Time Series. Journal of the American Statistical Association 115:531, pages 1320-1335.
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Qian Li, Damla Şentürk, Catherine A. Sugar, Shafali Jeste, Charlotte DiStefano, Joel Frohlich & Donatello Telesca. (2019) Inferring Brain Signals Synchronicity From a Sample of EEG Readings. Journal of the American Statistical Association 114:527, pages 991-1001.
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Zeda Li & Robert T. Krafty. (2019) Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series. Journal of the American Statistical Association 114:525, pages 453-465.
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Robert T. Krafty, Ori Rosen, David S. Stoffer, Daniel J. Buysse & Martica H. Hall. (2017) Conditional Spectral Analysis of Replicated Multiple Time Series With Application to Nocturnal Physiology. Journal of the American Statistical Association 112:520, pages 1405-1416.
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Mark Fiecas & Hernando Ombao. (2016) Modeling the Evolution of Dynamic Brain Processes During an Associative Learning Experiment. Journal of the American Statistical Association 111:516, pages 1440-1453.
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Changqing Cheng, Akkarapol Sa-Ngasoongsong, Omer Beyca, Trung Le, Hui Yang, Zhenyu (James) Kong & Satish T.S. Bukkapatnam. (2015) Time series forecasting for nonlinear and non-stationary processes: a review and comparative study. IIE Transactions 47:10, pages 1053-1071.
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Zeda Li, Yu (Ryan) Yue & Scott A. Bruce. (2024) ANOPOW for replicated nonstationary time series in experiments. The Annals of Applied Statistics 18:1.
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Zeda Li, Scott A. Bruce, Clinton J. Wutzke & Yang Long. (2021) Conditional adaptive Bayesian spectral analysis of replicated multivariate time series. Statistics in Medicine 40:8, pages 1989-2005.
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Matthew C. Edwards, Renate Meyer & Nelson Christensen. (2015) Bayesian semiparametric power spectral density estimation with applications in gravitational wave data analysis. Physical Review D 92:6.
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Tommaso Proietti & Alessandra Luati. (2013) The Exponential Model for the Spectrum of a Time Series: Extensions and Applications. SSRN Electronic Journal.
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Sally Ann Wood, Edward Jerrold Cripps, Robert E. Wood & John Lau. (2011) Modelling the Impact of Personality on Individual Performance Behavior with a Time-Varying Mixture of Monotonic Random Effects. SSRN Electronic Journal.
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