Binary Time Series

Abstract

This research dealt with higher order crossings, quantities which were defined and proved to be useful in discrimination in time series. In particular the Higher Order Crossings Theorem has been proved and a new goodness of fit and discrimination statistic has been suggested and applied in testing model adequacy in ARIMA processes, and in discrimination in EEG data. A connection with an application to particles arrangements in physics has been found and a quantity called an m'th order unit has been defined. This has been applied in finding the distribution of rare events in Binary Series.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1980
Accession Number
ADA208679

Entities

People

  • B. Kedem
  • E. Slud

Organizations

  • University of Maryland

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Availability
  • Classification
  • Contracts
  • Crossings
  • Discrimination
  • Maryland
  • Mathematics
  • Monitoring
  • Particles
  • Procurement
  • Scientific Research
  • Security
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.
  • Theoretical Analysis.