Estimating the Time-Cepstrum of a Time Series
- Updated2025-10-28
- 2 minute(s) read
If the periodic components of a time series vary over time, you cannot use traditional cepstrum estimation methods to identify echoes and periodic components of that time series, however, you can identify time-varying periodic components of a time series by observing the time-cepstrum of the time series.
A time-cepstrum is a function of time and quefrency that indicates how the cepstral content of a signal evolves over time. A time-cepstrum uses a sliding window to estimate each real cepstrum of a signal. Sliding windows, also called window functions, are functions in which the amplitude tapers gradually and smoothly toward zero at the edges. The time-cepstrum first partitions the time-domain input signal into several disjointed or overlapped blocks by multiplying the signal with a window function. Then, the time-cepstrum applies the real cepstrum to each block. Because each block occupies different time periods, the resulting time-cepstrum indicates the cepstral content of the signal at each corresponding time period.
You can observe the cepstral changes of a nonstationary bearing vibration signal in the Cepstrogram graph in the following figure:

You can display the Cepstrogram on an intensity graph and observe how the cepstral content of the signal evolves over time. The intensity legend represents the time-cepstrum values in decibels. In the previous figure, the peaks in the time-cepstrum appear as intersecting lines. These peaks do not appear in a real cepstrum, because the periodic components vary over the length of the signal in the time domain.
Use the TSA Time-Cepstrum VI to compute the time-cepstrum of a time series. As with the real cepstrum estimation method, you can estimate the time-cepstrum by using the Fast Fourier Transform (FFT) or the AR model of the time series. Use the TSA Configure Cepstrogram Indicator VI to display the time-cepstrum of a time series on an intensity graph.