0
votes
0answers
7 views

equal-variance whitening transform

Out of all the whitening transformations, PCA gives us the one that maximizes the discrepancy in variances, i.e. the components in the PCA basis have the biggest and the smallest variances. How does ...
0
votes
0answers
5 views

Is it possible to calculate the autocovariance of a DT WSS signal knowing only it's mean and it's linear estimator?

Let's also assume that we know that $C_{xx} [0] = K$ Where $K$ is some constant. I'm trying to figure out if that's possible and if yes how I would get around doing it.
0
votes
2answers
53 views

Curve Fitting a Cyclical Pattern of Data

I'm analyzing phonological characteristics of the 22 letters used in the Hebrew alphabet, and assigned each letter an enumeration to see if they are organized based on place of articulation: ...
0
votes
0answers
4 views

How can I calculate distribution of minima of sections of a continuous path (from a stochastic process)?

I have a long slab whose width is defined by a stochastic process, whose complete statistics I am aware of, say. I now cut it into smaller sections of uniform length, and calculate the minimum width ...
1
vote
0answers
26 views

Harmonic F statistic

i am interested what does mean Harmonic F statistic in mathematical language?i have search about $F$ statistic and found a lot of explanation,for example like this "**F Statistic The F statistic ...
1
vote
0answers
37 views

How does SVD work?

Trying to find information, and, no-one seems to know the answers. I have a time-series, represented by $T = [0, 1, 1, 0, \ldots, n]$ the time series is then transformed into the Spectral results: ...
1
vote
0answers
37 views

Find the maximum of an integral function with respect to another function

I'm facing this statistical data analysis problem, where I have to maximize a certain statistic in order to find the optimal filtering function. I'm a little bit out of practice with the mathematics ...
3
votes
2answers
37 views

Generating points from a standard Gaussian

I'm new to Gaussian distributions and I'm trying to generate say, $ N$ points from a $ M$ dimensional standard gaussian. What does this mean? How would I do this in matlab?
0
votes
1answer
51 views

Background subtraction

I have a histogram of counts which is made from ion fragmentation and noise superimposed on top of it. I also have an image of just the noise. What I want to do is to subtract the noise of the total ...
2
votes
1answer
119 views

Detecting periodicity in point processes

I have data from a periodic one dimensional point process representing the times of events which is also mixed in with lots of data that I regard as noise. The total number of points is of order one ...
0
votes
0answers
49 views

Minimizing association/correlation between two time series

I have two time series, $M_1(t)$ and $M_2(t)$, which can be seen as measurements of two different physical sources, $s_1(t)$ and $s_2(t)$. $M_1$ only depends on $s_1$, whereas $M_2$ depends on both. ...
1
vote
1answer
43 views

n-correlation function.

So I was thinking of generalization of notions in statistics, like auto-correlation or cross-correlation (auto-correlation is a specific example of cross-correlation where we take the same proccess). ...
0
votes
1answer
49 views

How do I compute “AUC” Area under the curve number, if all I have are my TPR and FPR values?

I am trying to rank my neural network, which is trained for binary classification. That is, given a set of input signals, it outputs either a 1 or a 0. I have a training set, where I have the actual ...
0
votes
1answer
85 views

The science of pearson product moment correlation coefficient

I need to compare two sound signals for similarity, I took cross-correlation of both the signals and I got a cross-correlation signal, now I intend to use pearson correlation coeff formula to get the ...
0
votes
1answer
80 views

(geometric) intuition of whitening

I found this http://cis.legacy.ics.tkk.fi/aapo/papers/IJCNN99_tutorialweb/node26.html But I still don't have an intuition of whitening. A diagonal covariance matrix means uncorrelated distributions, ...
0
votes
1answer
509 views

What is the difference between FWHH and FWHM?

The title says it all really. I wanted to know if there is a situation where full width half height half maximum is more appropriate than full width half height or vice versa. Thank you
3
votes
3answers
119 views

Detecting significant decreases in a signal

I'd like to find a way to detect a significant drop/decrease in a signal. Below is an actual example of what I'd like to accomplish, with the arrow denoting the change that I'd like to detect (only ...
1
vote
1answer
106 views

MA process ACF proof - don't understand it

I've got the proof but I don't understand a small detail. As you know for an MA process: $X_n = \sum _{i=0} ^q \beta_i Z_{n-i}$ where $Z_n$ is WGN (pure Gaussian random process). Then the ACF is: ...
2
votes
1answer
742 views

Derivative of a random variable w.r.t. a deterministic variable

I'm reading about time series and I thought of this procedure: can you differentiate a function containing a random variable. For example: $f(t) = a t + b + \epsilon$ where $\epsilon \sim N(0,1)$. ...
12
votes
3answers
397 views

Fast computation/estimation of the nuclear norm of a matrix

The nuclear norm of a matrix is defined as the sum of its singular values, as given by the Singular Value Decomposition of the matrix itself. It is of central importance in Signal Processing and ...
3
votes
4answers
109 views

How much noise will the average of N noisy signals have?

(Inspired by this question on the photography site) Say you have N copies of the same signal, each with a layer of noise on top. You average these copies together in an attempt to reduce the effect ...