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Re: Knowing a unknowed time serie

  • To: mathgroup at smc.vnet.net
  • Subject: [mg19670] Re: Knowing a unknowed time serie
  • From: "Kevin J. McCann" <kevinmccann at Home.com>
  • Date: Thu, 9 Sep 1999 02:19:44 -0400
  • Organization: @Home Network
  • References: <7r4vt5$9r4@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

Steve,

I suspect you are out of luck.  Consider the fact that the pseudorandom
number generator Random[]  is actually a deterministic process that imitates
a random process very well.  Now, if you in fact have some additional clues
about the deterministic process, e.g. a pure tone or whatever, then you can
do something with finding that signal in the noise.  This is the topic of
detection theory about which many hundreds of books have been written.

Could you give us some  more details?

Kevin

Steve <Stevemail at teleline.es> wrote in message
news:7r4vt5$9r4 at smc.vnet.net...
> I have a time series, and i want to know if this series, was created by
> a deterministic process or a full random process.  And, shure, how many
> % of each.
>
> What can i do?
>
>
> Steve Hammer
> Computer Assistant
> BARCELONA, SPAIN.
>
> Stevemail at teleline.es
>




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