A Method for Online Testing by HOC (Higher Order Crossings)-Processes.

Abstract

The dynamics by which a stationary time series produces its zero-crossings and higher order zero-crossings sequentially in time is studied, illustrated, and applied in white noise testing. As the time series threads its sample path about this level the zero-crossing rate (the number of zero-crossings per unit time) converges in some sense as the series length increases. Similarly, the zero-crossing rate in the first difference of the series converges too, and the same can be said about the zero-crossing rates of higher order differences of the time series. This paper examines the dynamic process by which a time series and its higher order differences produce their respective zero-crossing counts sequentially in time for the purpose of white noise testing.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1986
Accession Number
ADA189039

Entities

People

  • Benjamin Kedem
  • James F. Troendle
  • Julie A. O'connell
  • Mordechai Berger

Organizations

  • University of Maryland

Tags

Communities of Interest

  • Ground and Sea Platforms
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Computers
  • Distribution Functions
  • Gaussian Processes
  • Mainframe Computers
  • Markov Chains
  • Markov Processes
  • Normal Distribution
  • Probability
  • Random Variables
  • Sequences
  • Simulations
  • Stationary Processes
  • Stochastic Processes
  • Stratified Fluids
  • White Noise

Readers

  • Statistical inference.