Canadian Journal of StatisticsAnderson, O. D. (1990). Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process, Canad. J. Statist., 18, 271-284.Anderson, O. D. (1990). Mome
Create a noisy data set consisting of a 1st-order polynomial (straight line) in additive white Gaussian noise. The additive noise is a sequence of uncorrelated random variables following aN(0,1) distribution. This means that all the random variables have mean zero and unit variance. Set the ...
and this is not consistent with the theoretical analysis.The origin of such influence is studied in this paper,and the analytic expressions of means and variances of those undesired items(which are produced by stationary noise),as well as the simplified forms for Gaussian white noise are derived...
IfNumMA=0, thenautocorrassumes that the input time series is a Gaussian white noise process with a standard error of approximately1/√T,whereTis the effective sample size of the input time series. Example:autocorr(y,NumMA=10)specifies thatyis an MA(10) process and plots confidence bounds fo...
The ARMA–AR models permit the simulation of both stationary and non-stationary stochastic processes using recursive expressions for the calculation of some coefficients relating a Gaussian white noise process with the process to be simulated e.g. [35]. The degree of success of such time-series ...
Noise whose spectrum is “flat” as a function of frequency. The autocorrelation function of white noise is zero at all nonzero delays τ. View chapter Chapter X-Ray and Ultrasound Imaging Comprehensive Biomedical Physics Reference work2014,Comprehensive Biomedical Physics ...
Generate a signal composed of three complex exponentials embedded in white Gaussian noise. Compute the data and autocorrelation matrices using the'modified'method. n = 0:99; s = exp(i*pi/2*n)+2*exp(i*pi/4*n)+exp(i*pi/3*n)+randn(1,100); m = 12; [X,R] = corrmtx(s,m,'mod...
By default, SPM estimates temporal autocorrelation globally as an autoregressive AR(1) plus white noise process10. SPM has an alternative approach: FAST, but we know of only three studies, which have used it11,12,13. FAST uses a dictionary of covariance components based on exponential ...
An autocorrelation function refers to the function x(t) correlated with itself and it is used to detect a weak repetitive signal which may be buried in a truly random noise. From: CIRP Journal of Manufacturing Science and Technology, 2015 ...
Twitter Google Share on Facebook autocorrelation (redirected fromautocorrelations) Dictionary Medical Financial [¦ȯd·ō‚kär·ə′lā·shən] (electronics) Atechniqueusedtodetectcyclicactivityin acomplexsignal. (statistics) In atimeseries,therelationshipbetweenvaluesof avariabletakenatcertainti...