We present an innovative Bayesian method for estimation of statistical parameters of time series data. This method works by comparing coefficients of Karhunen-Lo\`{e}ve expansion of observed and synthetic data with known parameters. We show one new method for generating synthetic data with prescribed properties and we demonstrate on a numerical example how this method can be used for estimation of physically interesting features in power spectra calculated from observed light curves of some X-ray sources.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:313944 |
| Date | January 2011 |
| Creators | Greškovič, Peter |
| Contributors | Pecháček, Tomáš, Mészáros, Attila |
| Source Sets | Czech ETDs |
| Language | English |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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