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