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However, it is not an easy task for existing methods to analyse simultaneously the trend and dynamics of the periodicity such as time varying frequency and amplitude, and the adaptivity of the analysis to such dynamics and robustness to heteroscedastic dependent errors are not guaranteed. These tasks become even more challenging when there are multiple periodic components. We propose a non-parametric model to describe the dynamics of multicomponent periodicity and investigate the recently developed synchro-squeezing transform in extracting these features in the presence of a trend and heteroscedastic dependent errors. The identifiability problem of the non-parametric periodicity model is studied, and the adaptivity and robustness properties of the synchro-squeezing transform are theoretically justified in both discrete and continuous time settings. Consequently we have a new technique for decoupling the trend, periodicity and heteroscedastic, dependent error process in a general non-parametric set-up. Results of a series of simulations are provided, and the incidence time series of varicella and herpes zoster in Taiwan and respiratory signals observed from a sleep study are analysed.<\/jats:p>","DOI":"10.1111\/rssb.12039","type":"journal-article","created":{"date-parts":[[2013,10,29]],"date-time":"2013-10-29T10:18:12Z","timestamp":1383041892000},"page":"651-682","source":"Crossref","is-referenced-by-count":87,"title":["Non-Parametric and Adaptive Modelling of Dynamic Periodicity and Trend with Heteroscedastic and Dependent Errors"],"prefix":"10.1093","volume":"76","author":[{"given":"Yu-Chun","family":"Chen","sequence":"first","affiliation":[{"name":"National Yang-Ming University , Taipei , Taiwan"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Ming-Yen","family":"Cheng","sequence":"additional","affiliation":[{"name":"National Taiwan University , Taipei , Taiwan"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Hau-Tieng","family":"Wu","sequence":"additional","affiliation":[{"name":"University of California , Berkeley , USA"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"286","published-online":{"date-parts":[[2013,10,29]]},"reference":[{"key":"2023031400062753000_","doi-asserted-by":"crossref","first-page":"467","DOI":"10.1111\/j.1461-0248.2005.00879.x","article-title":"Seasonality and the dynamics of infectious diseases","volume":"9","author":"Altizer","year":"2006","journal-title":"Ecol. 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