Fraction-of- Time Density Estimation Based on Linear Interpolation of Time Series
Timofey Shevgunov, Antonio Napolitano
20212021 Systems of Signals Generating and Processing in the Field of on Board Communications13 citationsDOI
Abstract
A new estimator for the probability density function of a signal observed over a finite observation interval is proposed. The estimator linearly interpolates adjacent samples and accommodates the presence of probability masses. The analysis is carried out in the fraction-of-time (FOT) probability framework where signals are modeled as single functions of time rather than sample paths of a stochastic process. Numerical results show the better performance of the proposed estimator with respect to the kernel-based estimator. Moreover, the usefulness of analyzing signals in the FOT framework is enlightened.
Topics & Concepts
EstimatorProbability density functionKernel density estimationSeries (stratigraphy)Applied mathematicsMathematicsFraction (chemistry)Interpolation (computer graphics)AlgorithmKernel (algebra)Interval (graph theory)Coverage probabilityStatisticsComputer scienceConfidence intervalDiscrete mathematicsArtificial intelligenceCombinatoricsPaleontologyOrganic chemistryBiologyMotion (physics)ChemistryChaos control and synchronizationBlind Source Separation TechniquesAdvanced Electrical Measurement Techniques