Detection of patterns in noisy time series

被引:1
|
作者
Tingley, MA [1 ]
McLean, L [1 ]
机构
[1] Univ New Brunswick, Dept Math & Stat, Fredericton, NB E3A 5A3, Canada
关键词
binary time series; running median; test of amplitude; test of correlation;
D O I
10.2307/3316074
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In the context of a research project in ergonomy, myoelectric signals monitored over two to three hour periods gave rise to long noisy time series, which were smoothed using running medians. Tests developed by the authors show that the patterns displayed by the smoothed time series are not artifacts of smoothed white noise. Indeed, the smoothed series show amplitude fluctuations and short-term correlations which are larger than those obtained by applying running medians to independent, identically distributed data. The key idea is that of reduction of data to binary signals.
引用
收藏
页码:217 / 237
页数:21
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