Optimal Modeling and Filtering of Stochastic Time Series for Geoscience Applications

Figure 1

(a) Exponential spectrum. (b) Exponential + Sinc spectrum. (c) Haar spectrogram of [1/(1+𝑑²)]. (d) Haar spectogram of [1/(1+𝑑²) + Nonstationary Noise]. (e) Singular spectrum of extended covariance matrix. (f) Power spectrum of extended covariance matrix.

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