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Detection of signals by Monte Carlo singular spectrum analysis: multiple testing. / Golyandina, Nina.

в: Statistics and its Interface, Том 16, № 1, 2023, стр. 147-157.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Golyandina, N 2023, 'Detection of signals by Monte Carlo singular spectrum analysis: multiple testing', Statistics and its Interface, Том. 16, № 1, стр. 147-157. https://doi.org/10.4310/21-SII715

APA

Golyandina, N. (2023). Detection of signals by Monte Carlo singular spectrum analysis: multiple testing. Statistics and its Interface, 16(1), 147-157. https://doi.org/10.4310/21-SII715

Vancouver

Golyandina N. Detection of signals by Monte Carlo singular spectrum analysis: multiple testing. Statistics and its Interface. 2023;16(1):147-157. https://doi.org/10.4310/21-SII715

Author

Golyandina, Nina. / Detection of signals by Monte Carlo singular spectrum analysis: multiple testing. в: Statistics and its Interface. 2023 ; Том 16, № 1. стр. 147-157.

BibTeX

@article{dc8fd51eae2c426dac39fe2e48a05cea,
title = "Detection of signals by Monte Carlo singular spectrum analysis: multiple testing",
abstract = "Detection of a signal in a noisy time series using Monte Carlo singular spectrum analysis (MC-SSA) is studied from the statistical viewpoint. The MC-SSA test consists of simultaneous testing of several hypotheses related to the presence of different frequencies. The multiple MC-SSA test procedure is constructed to control the family-wise error rate. The technique to control both the type I and the type II errors and also to compare criteria is proposed to study several versions of MC-SSA.",
keywords = "Family-wise error rate., Multiple testing, Signal detection, Singular spectrum analysis, Time series",
author = "Nina Golyandina",
note = "Publisher Copyright: {\textcopyright} 2023. Statistics and its Interface. All Rights Reserved.",
year = "2023",
doi = "10.4310/21-SII715",
language = "English",
volume = "16",
pages = "147--157",
journal = "Statistics and its Interface",
issn = "1938-7989",
publisher = "International Press of Boston, Inc.",
number = "1",

}

RIS

TY - JOUR

T1 - Detection of signals by Monte Carlo singular spectrum analysis: multiple testing

AU - Golyandina, Nina

N1 - Publisher Copyright: © 2023. Statistics and its Interface. All Rights Reserved.

PY - 2023

Y1 - 2023

N2 - Detection of a signal in a noisy time series using Monte Carlo singular spectrum analysis (MC-SSA) is studied from the statistical viewpoint. The MC-SSA test consists of simultaneous testing of several hypotheses related to the presence of different frequencies. The multiple MC-SSA test procedure is constructed to control the family-wise error rate. The technique to control both the type I and the type II errors and also to compare criteria is proposed to study several versions of MC-SSA.

AB - Detection of a signal in a noisy time series using Monte Carlo singular spectrum analysis (MC-SSA) is studied from the statistical viewpoint. The MC-SSA test consists of simultaneous testing of several hypotheses related to the presence of different frequencies. The multiple MC-SSA test procedure is constructed to control the family-wise error rate. The technique to control both the type I and the type II errors and also to compare criteria is proposed to study several versions of MC-SSA.

KW - Family-wise error rate.

KW - Multiple testing

KW - Signal detection

KW - Singular spectrum analysis

KW - Time series

UR - http://www.scopus.com/inward/record.url?scp=85135396227&partnerID=8YFLogxK

U2 - 10.4310/21-SII715

DO - 10.4310/21-SII715

M3 - Article

AN - SCOPUS:85135396227

VL - 16

SP - 147

EP - 157

JO - Statistics and its Interface

JF - Statistics and its Interface

SN - 1938-7989

IS - 1

ER -

ID: 97648377