English

DTIC ADA208679: Binary Time Series

This research dealt with higher order crossings, quantities which were defined and proved to be useful in discrimination in time series. In particular the Higher Order Crossings Theorem has been proved and a new goodness of fit and discrimination statistic has been suggested and applied in testing model adequacy in ARIMA processes, and in discrimination in EEG data. A connection with an application to particles arrangements in physics has been found and a quantity called an m'th order unit has been defined. This has been applied in finding the distribution of rare events in Binary Series.

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