Sentences with phrase «stationary noise process»
Not exact matches
If the residual series generated by a model show no significant autocorrelation, as tested by Ljung - Box portmanteau statistics, then they are not distinguishable from white noise — a covariance stationary process.
http://www.realclimate.org/
«Change is not synonymous to nonstationarity, since even an ideal stationary white noise process involves change, which however becomes less and less distinct as the time scale of viewing the process (e.g., time scale of averaging) increases.
As mentioned earlier, red noise exhibits a correlation structure, which, although it is a stationary process, to will depart from the zero mean for minor sojourns.