Examination of Time Series through Randomly Broken Windows.

Abstract

In order to determine the Fourier transform of a quasi-periodic time series (linear problem), or the power spectrum of a stationary random time series (quadratic problem), it is desirable that data be recorded without interruption over a long time interval. In practice, this may not be possible. The effect of regular interruption such as the day/night cycle is well known. We here investigate the effect of irregular interruption of data collection (the breaking of the window function) with the simplifying assumption that there is a uniform probability that each interval of length, of the total interval of length, yields no data.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1980
Accession Number
ADA097140

Entities

People

  • Peter A. Sturrock

Organizations

  • Stanford University

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes
  • Space

DTIC Thesaurus Topics

  • Cloud Cover
  • Clouds
  • Complex Variables
  • Equations
  • Frequency
  • Ground Based
  • Mathematical Models
  • Measurement
  • Military Research
  • Models
  • Observation
  • Observatories
  • Power Spectra
  • Probability
  • Random Variables
  • Spectra
  • Time Intervals

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Circadian Sleep-Wake Regulation and Chronobiology
  • Regression Analysis.