Tree-structured wavelet estimation in a mixed effects model for Spectra of replicated time series
(2009) , 33 pages
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- Abstract
- This paper 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 the use of spatially adaptive smoothing methods with recursive dyadic partitioning to construct a predictive model. The method is easy to implement and can handle large data sets because is uses the discrete wavelet transform which is computationally efficient. Numerical studies confirm that the proposed method performs very well despite its simplicity. The method is also applied to a multi-subject electroencephalogram data set.
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Citations
Freyermuth, J.-M., Ombao, H., & von Sachs, R. (2009). Tree-structured wavelet estimation in a mixed effects model for Spectra of replicated time series (STAT Discussion Paper 0902). https://hdl.handle.net/2078.5/32215