autocorrelation test


autocorrelation test
автокорреляционный тест (используется для проверки случайности двоичной последовательности).

English-Russian cryptological dictionary . 2014.

Смотреть что такое "autocorrelation test" в других словарях:

  • Autocorrelation — is a mathematical tool for finding repeating patterns, such as the presence of a periodic signal which has been buried under noise, or identifying the missing fundamental frequency in a signal implied by its harmonic frequencies. It is used… …   Wikipedia

  • Autocorrelation function — Dieser Artikel wurde auf der Qualitätssicherungsseite des Portals Mathematik eingetragen. Dies geschieht, um die Qualität der Artikel aus dem Themengebiet Mathematik auf ein akzeptables Niveau zu bringen. Dabei werden Artikel gelöscht, die nicht… …   Deutsch Wikipedia

  • Portmanteau test — In statistics, a portmanteau test tests whether any of a group of autocorrelations of a time series are different from zero. Among portmanteau tests are both the Ljung Box test and the (now obsolete) Box Pierce test. The portmanteau test is… …   Wikipedia

  • Partial autocorrelation function — In time series analysis, the partial autocorrelation function (PACF) or PARtial autoCORrelation (PARCOR) plays an important role in data analyses aimed at identifying the extent of the lag in an autoregressive model. The use of this function was… …   Wikipedia

  • Dickey–Fuller test — In statistics, the Dickey–Fuller test tests whether a unit root is present in an autoregressive model. It is named after the statisticians D. A. Dickey and W. A. Fuller, who developed the test in 1979.[1] Contents 1 Explanation 2 Dealing with… …   Wikipedia

  • Ljung-Box test — In statistics, there are a large number of tests of randomness. The Ljung Box test is a type of statistical test of whether any of a group of autocorrelations of a time series are different from zero. Instead of testing randomness at each… …   Wikipedia

  • Chi-squared test — Chi square test is often shorthand for Pearson s chi square test. A chi square test, also referred to as chi squared test or χ2 test, is any statistical hypothesis test in which the sampling distribution of the test statistic is a chi square… …   Wikipedia

  • Chi-square test — is often shorthand for Pearson s chi square test. A chi square test (also chi squared or chi^2 test) is any statistical hypothesis test in which the test statistic has a chi square distribution when the null hypothesis is true, or any in which… …   Wikipedia

  • Dickey-Fuller test — In statistics, the Dickey Fuller test tests whether a unit root is present in an autoregressive model. It is named after the statisticians D. A. Dickey and W. A. Fuller, who developed the test in the 1970s. Explanation A simple AR(1) model is: y… …   Wikipedia

  • Box-Pierce test — In econometrics the Box Pierce test is a portmanteau test for autocorrelated errors. The Box Pierce statistic is computed as the weighted sum of squares of a sequence of autocorrelations. [Box, G. E. P. and Pierce, D. A., Distribution of the… …   Wikipedia

  • Breusch–Godfrey test — In statistics, the Breusch Godfrey serial correlation LM test is a robust test for autocorrelation in the residuals from a regression analysis and is considered more general than the standard Durbin–Watson statistic (or Durbin s h… …   Wikipedia

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