{"title":"Asymptotical Separation of Harmonics by Singular Spectrum Analysis","authors":"","doi":"10.1134/s1063454123040118","DOIUrl":null,"url":null,"abstract":"<span> <h3>Abstract</h3> <p>The paper is devoted to studying the sufficient conditions for the asymptotical separability of distinct terms in the linear combination of harmonics by singular spectrum analysis (SSA). Namely, the series <em>x</em><sub>0</sub>, …, <span> <span>\\({{x}_{{N - 1}}}\\)</span> </span> with <em>x</em><sub><em>n</em></sub> = <span> <span>\\(\\sum\\nolimits_{i = 1}^r {{{f}_{{i,n}}}} \\)</span> </span>, where <span> <span>\\({{f}_{{i,n}}}\\)</span> </span> = <span> <span>\\({{b}_{i}}\\cos ({{\\omega }_{i}}n + {{\\gamma }_{i}})\\)</span> </span> and both amplitudes |<em>b</em><sub><em>i</em></sub>| and frequencies ω<sub><em>i</em></sub> ∈ (0, 1/2) are pairwise different, are considered. Then, as is proved in this study, under some relationship between amplitudes |<em>b</em><sub><em>i</em></sub>| and the choice of standard SSA parameters, the so-called reconstructed values <span> <span>\\({{\\tilde {f}}_{{i,n}}}\\)</span> </span> prove to be very close to <span> <span>\\({{f}_{{i,n}}}\\)</span> </span> for large <em>N</em>. Moreover, <span> <span>\\({{\\max }_{n}}\\left( {\\left| {{{{\\tilde {f}}}_{{i,n}}} - {{f}_{{i,n}}}} \\right|} \\right)\\)</span> </span> = <span> <span>\\(O({{N}^{{ - 1}}})\\)</span> </span> for any <em>i</em>, if <em>N</em> → ∞.</p> </span>","PeriodicalId":43418,"journal":{"name":"Vestnik St Petersburg University-Mathematics","volume":"118 1","pages":""},"PeriodicalIF":0.4000,"publicationDate":"2023-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Vestnik St Petersburg University-Mathematics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1134/s1063454123040118","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
Abstract
The paper is devoted to studying the sufficient conditions for the asymptotical separability of distinct terms in the linear combination of harmonics by singular spectrum analysis (SSA). Namely, the series x0, …, \({{x}_{{N - 1}}}\) with xn = \(\sum\nolimits_{i = 1}^r {{{f}_{{i,n}}}} \), where \({{f}_{{i,n}}}\) = \({{b}_{i}}\cos ({{\omega }_{i}}n + {{\gamma }_{i}})\) and both amplitudes |bi| and frequencies ωi ∈ (0, 1/2) are pairwise different, are considered. Then, as is proved in this study, under some relationship between amplitudes |bi| and the choice of standard SSA parameters, the so-called reconstructed values \({{\tilde {f}}_{{i,n}}}\) prove to be very close to \({{f}_{{i,n}}}\) for large N. Moreover, \({{\max }_{n}}\left( {\left| {{{{\tilde {f}}}_{{i,n}}} - {{f}_{{i,n}}}} \right|} \right)\) = \(O({{N}^{{ - 1}}})\) for any i, if N → ∞.
期刊介绍:
Vestnik St. Petersburg University, Mathematics is a journal that publishes original contributions in all areas of fundamental and applied mathematics. It is the prime outlet for the findings of scientists from the Faculty of Mathematics and Mechanics of St. Petersburg State University. Articles of the journal cover the major areas of fundamental and applied mathematics. The following are the main subject headings: Mathematical Analysis; Higher Algebra and Numbers Theory; Higher Geometry; Differential Equations; Mathematical Physics; Computational Mathematics and Numerical Analysis; Statistical Simulation; Theoretical Cybernetics; Game Theory; Operations Research; Theory of Probability and Mathematical Statistics, and Mathematical Problems of Mechanics and Astronomy.