# Tagged Questions

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### 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 ...
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### 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.
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### 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: ...
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### 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 ...
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 ...
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### 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: ...
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 ...
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?
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### 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 ...
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 ...
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### 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. ...
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### 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). ...
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### 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 ...
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### 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 ...
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### (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, ...
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
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### 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 ...
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### 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: ...
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 $\epsilon \sim N(0,1)$. ...