2019
DOI: 10.5705/ss.202017.0322
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Generalised Linear Cepstral Models for the Spectrum of a Time Series

Abstract: The paper introduces the class of generalised linear models with BoxCox link for the spectrum of a time series. The Box-Cox transformation of the spectral density is represented as a finite Fourier polynomial, with coefficients, that we term generalised cepstral coefficients, providing a complete characterisation of the properties of the random process. The link function depends on a power transformation parameter and encompasses the exponential model (logarithmic link), the autoregressive model (inverse link)… Show more

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Cited by 3 publications
(1 citation statement)
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References 65 publications
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“…Revill [21] used machine learning with Gaussian process regression to calibrate LAI UAV models using ground data. Barzin [22] used a machine learning approach to estimate the nitrogen (N) content of corn leaves based on UAV MS data and identified Gradient Lifter and Random Forest as the most suitable models for estimating leaf N. Proietti [23] introduced a generalized linear model for a time series that can integrate alternative spectral estimation methods within the same probability-based framework. Li [24] investigated an SVM method for field weed identification involving multiple features using spectral data from soil images.…”
Section: Introductionmentioning
confidence: 99%
“…Revill [21] used machine learning with Gaussian process regression to calibrate LAI UAV models using ground data. Barzin [22] used a machine learning approach to estimate the nitrogen (N) content of corn leaves based on UAV MS data and identified Gradient Lifter and Random Forest as the most suitable models for estimating leaf N. Proietti [23] introduced a generalized linear model for a time series that can integrate alternative spectral estimation methods within the same probability-based framework. Li [24] investigated an SVM method for field weed identification involving multiple features using spectral data from soil images.…”
Section: Introductionmentioning
confidence: 99%