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