TIME SERIES ANALYSIS FOR MODELS OF SIGNAL PLUS WHITE NOISE.

Abstract

This paper is concerned with fitting to an observed discrete parameter time series X(.) a model of signal plus white noise. It is shown that there is a basic parameter, representing the signal proportion, to be estimated. Three methods are proposed for estimating the signal proportion, which are named as follows: (1) the cross-bispectral transfer function method, (2) the auto-bispectral transfer function method, (3) the auto-spectral empirical method. A few applications of the model are described.

Document Details

Document Type
Technical Report
Publication Date
Sep 12, 1966
Accession Number
AD0655829

Entities

People

  • Emanuel Parzen

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Congress
  • Functions (Mathematics)
  • Mathematics
  • Noise
  • Time Series Analysis
  • Transfer Functions
  • White Noise
  • Wisconsin

Fields of Study

  • Engineering
  • Mathematics

Readers

  • Approximation Theory.
  • Life Cycle Cost Analysis