A Fast Graphical Goodness of Fit Test for Time Series Models.

Abstract

The oscillatory appearance of stationary time series is captured very economically by only a few higher order crossings which in addition contain a great deal of the spectral content of the process. A useful approximation to the variances of higher order crossings is discussed and is applied in construction of probability limits for the hypothesized higher order crossings. From this, a graphical display of higher order crossings together with their probability limits provide a fast goodness of fit test. Examples illustrate the applicability of this device. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1985
Accession Number
ADA170094

Entities

People

  • Benjamin Kedem

Organizations

  • University of Maryland

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Asymptotic Normality
  • Construction
  • Data Science
  • Distribution Functions
  • Gaussian Processes
  • Goodness Of Fit Tests
  • Information Science
  • Mathematics
  • Probability
  • Probability Distributions
  • Random Variables
  • Sequences
  • Stationary
  • Time Series Analysis
  • Universities
  • White Noise

Readers

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  • Regression Analysis.