论文信息 - Reversibility as a criterion for discriminating time series - 字舞流文

Reversibility as a criterion for discriminating time series

Abstract We propose a test for the hypothesis that a time series is reversible. If reversibility can be rejected all static transformations of linear Gaussian random processes can be excluded as a model for the time series.

Cees Diks | J. DeGoede | J. C. van Houwelingen | Floris Takens | F. Takens | J. C. Houwelingen | C. Diks | J. Degoede | J. Houwelingen

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