Testing for Periodicity in a Time Series.
Abstract
In 1929, Sir R. A. Fisher proposed a test for periodicity in a time series based on the maximum spectrogram ordinate. This paper proposes a one-parameter family of tests that contains Fisher's test as a special case. It is shown how to select from this family a test that will have substantially larger power than Fisher's test against many alternatives, yet will lose only negligible power against alternatives for which Fisher's test is known to be optimal. Critical values are calculated and tabled using a duality with the problem of covering a circle with random arcs. The power is studied using Monte Carlo techniques. The method is applied to the study of the magnitude of a variable star, showing that these power gains can be realized in practice.
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 01, 1978
- Accession Number
- ADA060657
Entities
People
- Andrew F. Siegel
Organizations
- University of Wisconsin–Madison