Computes the single-sided real cepstrum of a univariate time series. You can use the resulting real cepstrum to detect the periodicities of the time series. The real cepstrum does not keep the phase information of the time series, so you cannot reconstruct the original time series from the real cepstrum. Wire data to the Xt input to determine the polymorphic instance to use or manually select the instance.


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TSA Real Cepstrum Details

When method is FFT, this VI computes the real cepstrum of a univariate time series according to the following equation:

Xt is the univariate time series and is the real cepstrum of Xt.

When method is AR Model, this VI computes the real cepstrum of a univariate time series according to the following equation:

s is the standard deviation of estimated noise series of AR model of Xt and a is the estimated coefficients of AR model. a = [1, a1, a2,…, ak].

Examples

Refer to the following VIs for examples of using the TSA Real Cepstrum VI:

  • Bearing Monitor VI: labview\examples\Time Series Analysis\TSAApplications
  • Cepstrum Analysis VI: labview\examples\Time Series Analysis\TSAGettingStarted