# Parameters to describe a binary sequence?

Hello All,

I have an empirical binary sequence (i.e. 0/1) of observations taken for equal discrete time intervals. (A typical length of such a sequence would be about 120). The probability for a "1" may decrease over time.

Now I'd like to code a procedure which generates "similar" sequences, so that I can obtain longer series with "essentially" the same behaviour; and in order to do that I'd need parameters describing the sequences. So the goal here is "merely" description, not "real statistics" in the sense of trying to estimate any "true" parameters from those sample sequences.

In which general direction should I be looking? Moving averages? Autocorrelation? Markov chains? (Probably not the latter: it may well be that event(i) "looks back further" than event(i-1) ) Something completely different?

I'm aware it's a rather broad (and probably ill-defined :-) question, but I am not expecting detailed analyses or guidelines; I'm asking "just" for some appropriate pointers or keywords to get me started, so that I do not take off into a completely wrong direction.

Essentially, I am trying to find the right terms for the search engines, and then will take it from there... :-)

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There is an own stackexchange page just for data analysis: stats.stackexchange.com –  Listing Dec 5 '11 at 20:58
I see you didn't like my edit (!?). Note that it is common here not to include a greeting or other uneccessary information in the questions, nevertheless welcome on math.stackexchange :) –  Listing Dec 5 '11 at 21:03
Without knowing what behavior you consider to be "essentially the same", it is hard to know what to suggest. Different methods try to simulate different aspects. For example, if you want roughly equal numbers of $0$ and $1$ bits, you could use a PN sequence (a.k.a. pseudorandom or $m$-sequence) or you could just use a "divide-by-2" circuit on your clock to generate alternating $0$s and $1$s. Both replicate the "essential" roughly equal numbers of $0$s and $1$s. Which one is more suitable to your application? –  Dilip Sarwate Dec 5 '11 at 21:05
@Listing #1: Oh I see, thanks, very good tip. But can I now re-post the question there, or would that be considered bad manners?(Like I said: newbie...) –  clüles Dec 5 '11 at 21:06
@Listing #2: "I see you didn't like my edit (!?)" Some crossed wires here: My own edit was just adding the last sentence; I did in fact not notice yours. I did notice the tags had changed, and found that an improvement. Nothing else intentionally rejected. –  clüles Dec 5 '11 at 21:08

For some arbitrarily chosen (but not too big) $m$, consider the sequence as an order-$m$ Markov chain. That is, you look at the conditional probabilities for $a_t$ given $a_{t-1}, a_{t-2}, \ldots, a_{t-m}$.

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Thanks, this sounds useful. I didn't realize (or rather, had forgotten) that there are M-chains which actually "look back" more than just 1 step. –  clüles Dec 5 '11 at 21:47

Example program to simulate flip of a biased coin in python. You can design a function that decreases probability of getting one with each toss.

import random

def flip(p):
return 1 if random.random() < p else 0

p = 0.5 # 0 and 1 are equally likely

for i in range(120):
p = p - 0.5/120  # example function that decreases probability of getting 1
print flip(p),

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Thanks, instructive example. But it would take care only of the changing probability, but not necessarily of other features such as run length which might also be needed to "reproduce" the observed sequence. –  clüles Dec 5 '11 at 21:49
It will. Just change 120 to some other length. –  Pratik Deoghare Dec 5 '11 at 23:32