Article ID Journal Published Year Pages File Type
10481036 Physica A: Statistical Mechanics and its Applications 2012 12 Pages PDF
Abstract
► We perform an independent (“blind”) test of the novel techniques of time series analysis. ► We provide statistical description of the test data of unknown origin. ► We model equivalent time series and compare their statistical properties with the test data. ► We finally compare proposed models with the test models and realise their close similarity. ► We suggest that blind testing should be adopted in the statistical community.
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Authors
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