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Sharp Filters for Short Sequences

By David Stephen Pollock

Abstract

This paper describes a technique for constructing frequency-selective linear filters that can be applied to short nonstationary sequences. Such filters are well adapted to the task of extracting the trend from a climatological or an econometric times series whenever it is capable of being described in terms of a well-defined range of frequencies with a firm upper limit

Year: 2003
DOI identifier: 10.1016/S0378-3758(02)00077-0
OAI identifier: oai:lra.le.ac.uk:2381/2965
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