Open AccessMaximum Entropy Method without False Peaks with Exact Numerical Equation
Author(s) -
Fumihiko Ishiyama
Publication year - 2020
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1438/1/012031
Subject(s) - mathematics , principle of maximum entropy , statistical physics , physics , statistics
The standard numerical maximum entropy method (MEM) still uses the Yule-Walker equation which contains rough approximation by Walker. The commonly used numerical equation contains additional modifications to reduce calculation cost. Nowadays, we have powerful computers and there is no reason to use the modified equation. We show that the drawbacks of MEM such as false peaks and peak splittings are from the modifications. They do not appear when using the exact numerical equation, even a given time series is fractional.