2021
DOI: 10.1080/16000870.2020.1866393
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Bispectral analysis of nonlinear interaction, predictability and stochastic modelling with application to ENSO

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Cited by 5 publications
(3 citation statements)
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“…Note that, as with the autocorrelation, the definition of the power spectrum can be extended to third-order statistics to yield the bispectrum (the Fourier transform of the bi-correlation function) (Pires and Hannachi, 2021). While the power spectrum characterizes how the signal's variance is distributed across timescales, the bispectrum provides the contribution of each pair of frequency to the signal's skewness.…”
Section: Asymptotic Methods To Characterize Variability Across Timesc...mentioning
confidence: 99%
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“…Note that, as with the autocorrelation, the definition of the power spectrum can be extended to third-order statistics to yield the bispectrum (the Fourier transform of the bi-correlation function) (Pires and Hannachi, 2021). While the power spectrum characterizes how the signal's variance is distributed across timescales, the bispectrum provides the contribution of each pair of frequency to the signal's skewness.…”
Section: Asymptotic Methods To Characterize Variability Across Timesc...mentioning
confidence: 99%
“…While the power spectrum characterizes how the signal's variance is distributed across timescales, the bispectrum provides the contribution of each pair of frequency to the signal's skewness. Pires and Hannachi (2021), for instance, calculated the bispectrum of the 3-monthly ENSO series to better understand its predictability.…”
Section: Asymptotic Methods To Characterize Variability Across Timesc...mentioning
confidence: 99%
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