G-Filtering Nonstationary Time Series

Figure 1

(a) Realization from signal in (1.2), (b) true low-frequency component, (c) true high-frequency component, (d) output from low-pass filter with 𝑓_𝑐=.15, and (e) output from low-pass filter with 𝑓_𝑐=.06.

(a) TVF signal

(b) Low-frequency component

(c) High-frequency component

(d) Output from low-pass filter, cutoff=.15

(e) Output from low-pass filter, cutoff=.06