Essays about: "Flexible Fourier Form"

Found 3 essays containing the words Flexible Fourier Form.

  1. 1. Intraday Seasonality in EUR/SEK Returns

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Albin Johansson; Johan Kull Tinnerholm; [2020]
    Keywords : Seasonality; intraday returns; intraday volatility; foreign exchange; Flexible Fourier Form; Business and Economics;

    Abstract : In this thesis the intraday seasonality in the EUR/SEK spot returns are investigated after the returns have been filtered from intraday volatility. This is done with five-minute returns from year 2007 to 2019. The returns are filtered using the Flexible Fourier Form regression and then intraday seasonality is tested using an ARMAX-GARCH model. READ MORE

  3. 2. On the use of integer and fractional flexible Fourier form Dickey-Fuller unit root tests

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Marcus Nordström; [2018]
    Keywords : Fractional frequency flexible Fourier form; Unit root test; Structural break; Smooth break; Nonlinear trend; Business and Economics;

    Abstract : In this paper we propose the use of a new set of conservative critical values for the flexible Fourier form Dickey-Fuller unit root test when the Fourier frequency is estimated. We consider both the integer frequency and the fractional frequency version of the test and investigate their size and power properties. READ MORE

  4. 3. Audio editing in the time-frequency domain using the Gabor Wavelet Transform

    University essay from Centrum för bildanalys

    Author : Ulf Hammarqvist; [2011]
    Keywords : Wavelet transform; time-frequency analysis; audio engineering; signal processing; audio restoration; audio interpolation; pitch-shift; time-stretch; loglet; compression; down-sampling; visualization; fourier transform; convolution; filter bank; digital filters; noise reduction; re-assignment; gabor transform; scalogram;

    Abstract : Visualization, processing and editing of audio, directly on a time-frequency surface, is the scope of this thesis. More precisely the scalogram produced by a Gabor Wavelet transform is used, which is a powerful alternative to traditional techinques where the wave form is the main visual aid and editting is performed by parametric filters. READ MORE