Jackknifing Multitaper Spectral Estimates YAGAMI Seminar 32018 Nozomu

Jackknifing Multitaper Spectral Estimates YAGAMI Seminar 3　2018 Nozomu Hamada

By D. J. Thomson IEE Signal Processing Magazine, 2007

John W. Tukey (1915 -2000) ・FFT algorithm ・box-and-whisker plot Five number summary upper whisker or 95% point upper quartile median lower quartile lower whisker or 5% point outlier

Jackknife法の概要 母集団 delete-one estimate 点推定 pseudo-value: jackknife estimate: pseudo-valueの分散: jackknife estimateの標準誤差:

MultitaperによるPSD推定 ・・・ ・・・ Multitaper 推定PSD:

Jackknife（delete-one taper）over tapers in PSD推定 delete this taper ・・・ ・・・ delete-one multitaper 推定:

Example: PSDの区間推定 95％区間端 PSD Power Spectrum Density of signal 大気圧データ sampling 36/h 5％区間端

Multitaper Power Spectral Estimation 文献 Journal Papers: [1] D. J. Thomson, “Jackknifing multi taper spectrum estimates”, Signal Processing Magazine, 2007 [2] H. Abdi and L. J. Williams, “Jackknife”, In the Encyclopedia of Research Design edited by Neil Salkind, 2010 Books: [3] D. A. Roff, “Introduction to Computer-Intensive Methods of Data Analysis in Biology”, Cambridge University Press, 2006 (訳本：生物学のための計算統計学-最尤法, ブートストラップ, 無作為化法-　野間口訳　 共立出版　2011) [4] 松原望, “統計学”, 東京図書 2013