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Journal of Probability and Statistics
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2012
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Article
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Fig 3
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Research Article
G-Filtering Nonstationary Time Series
Figure 3
(a, b) Outputs from low-pass and high-pass filters with
𝑓
𝑐
=
.
1
applied to the dual data in Figure
2(b)
; (c, d) are the filtered dual components after transforming back to the original time scale.
(a)
Low pass-filtered dual
(b)
High pass-filtered dual
(c)
Low pass-filtered data
(d)
High pass-filtered data