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Re: Knowing a unknowed time serie

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


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?


Steve <Stevemail at> wrote in message
news:7r4vt5$9r4 at
> 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
> Stevemail at

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