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

Abstract

The dynamic process by which a stationary time series produces its HOC sequentially in time is examined and applied in white noise tests. Probability limits which contain the sample paths of Higher Order Crossing-processes are derived. An hypothesis is rejected if the observed HOC paths exit the bounds. The power of the test is obtained by computer simulation. Keywords: Convergence; Probability bounds; Test for white noise; Variance.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1987
Accession Number
ADA189978

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

Fields of Study

  • Mathematics

Readers

  • Applied Combinatorial Optimization and Logic Circuit Design.
  • Regression Analysis.