Отправлено Suprun 03 марта 2004 г. 10:30 В ответ на: Ну тогда ссылочку на статью с этими чудесными терминами. отправлено SМ 03 марта 2004 г. 10:17

==="Polyspectra" is a term first coined by (Tukey ?) to describe the spectra of cumulants. The 2nd order polyspectra is the familar power spectrum, which is related to the 2nd order cumulant function (the autocorrelation function) via the Fourier Transform.===

===There are several normalisation schemes for the bispectrum, each with merits and disadvantages. The terminology overlaps somewhat, so it can be quite confusing. Some references are provided here in sketchy form for now :

Bicoherence : Kim and Powers 1979, 1981. (bounded between 0 and 1).
Skewness : Hinich 1982 (not bounded, but variance should be flatter).
Bicoherency index : Nikias and Petropulu - this is the same as the skewness function. ===