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

机译：HOC（高阶交叉）在线测试的方法 - 过程

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摘要

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.

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Berger, M.; O'Connell, J. A.; Kedem, B.; Troendle, J. F.;
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年度 1987
页码 p.1-46
总页数 46
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Time series analysis; Computerized simulation; Crossings; Dynamics; Hypotheses; Limitations; On line systems; Paths; Probability; Stationary; Test and evaluation; Test methods; White noise; Covariance; Correlation techniques;

机译：时间序列分析;计算机模拟;交叉;动力学;假设;局限性;在线系统;路径;概率;固定;测试和评估;测试方法;白噪声;协方差;相关技术;

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

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