Accession Number:

ADD020144

Title:

Enhanced System for Detection of Randomness in Sparse Time Series Distributions

Descriptive Note:

Patent application, Filed 3 Mar 2004

Corporate Author:

DEPARTMENT OF THE NAVY WASHINGTON DC

Personal Author(s):

Report Date:

2004-03-03

Pagination or Media Count:

42.0

Abstract:

A two-step method and apparatus are provided for automatically characterizing the spatial arrangement among the data points of a time series distribution in a data processing system wherein the classification of said time series distribution is required. In a first stage, the method and apparatus utilize a grid in Cartesian coordinates to determine 1 the number of cells in the grid containing at least one input data point of the time series distribution 2 the expected number of cells which would contain at least one data point in a random distribution in said grid and 3 an upper and lower probability of false alarm above and below said expected value utilizing a discrete binomial probability relationship in order to analyze the randomness characteristic of the input time series distribution. In a second stage, a statistical test of significance of the sparse data is utilized to determine the existence of noise andor signal whereby a comparison of the results from the first stage and the second stage increase the probability of distinguishing noise from signal.

Subject Categories:

  • Numerical Mathematics
  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE