On comparing and clustering the spectral densities of several almost cyclostationary processes

Abstract

In time series analysis, comparing spectral densities of several processes with almost periodic spectra is an interested problem. The contribution of this work is to give a technique to compare and to cluster the spectral densities of some independent almost periodically correlated (cyclostationary) processes. This approach is based on the limiting distribution for the periodogram and the discrete Fourier transform. The real world examples and simulation results indicate that the approach well acts. © 2020 Faculty of Engineering, Alexandria University