Publication: Spectral mimicry: A method of synthesizing matching time series with different Fourier spectra
Spectral mimicry: A method of synthesizing matching time series with different Fourier spectra
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Cohen, J. E., Newman, C. M., Cohen, A. E., Petchey, O. L., & Gonzalez, A. (1999). Spectral mimicry: A method of synthesizing matching time series with different Fourier spectra. Circuits, Systems and Signal Processing, 18(3), 431–442. https://doi.org/10.1007/BF01200792
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Given a stationary time series X and another stationary time series Y (with a different power spectral density), we describe an algorithm for constructing a stationary time series Z that contains exactly the same values as X permuted in an order such that the power spectral density of Z closely resembles that of Y. We call this method spectral mimicry. We prove (under certain restrictions) that, if the univariate cumulative distribution function (CDF) of X is identical to the CDF of Y, then the power spectral density of Z equals the p
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- Cohen, Joel E
- Newman, Charles M
- Cohen, Adam E
- Petchey, Owen L
- Gonzalez, Andrew
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Cohen, J. E., Newman, C. M., Cohen, A. E., Petchey, O. L., & Gonzalez, A. (1999). Spectral mimicry: A method of synthesizing matching time series with different Fourier spectra. Circuits, Systems and Signal Processing, 18(3), 431–442. https://doi.org/10.1007/BF01200792
