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TSP
2010
12 years 11 months ago
Testing stationarity with surrogates: a time-frequency approach
An operational framework is developed for testing stationarity relatively to an observation scale, in both stochastic and deterministic contexts. The proposed method is based on a ...
Pierre Borgnat, Patrick Flandrin, Paul Honeine, C&...
ICASSP
2011
IEEE
12 years 8 months ago
Transitional surrogates
While an exact stationarization of a process with a given spectrum magnitude can be obtained via a complete randomization of the spectrum phase (“surrogates” technique), we pr...
Pierre Borgnat, Patrick Flandrin, André Fer...