Support Vector Robust Algorithms for Non-parametric Spectral Analysis

Abstract

A new approach to the non-parametric spectral estimation on the basis of the Support Vector (SV) framework is presented. Two algorithms are derived for both uniform and non-uniform sampling. The relationship between the SV free parameters and the underlying process statistics is discussed. The application in two real data examples, the sunspot numbers and the Heart Rate Variability, shows the higher resolution and robustness in SV spectral analysis algorithms