Article View: sci.physics
Article #4882a test for white noise?
From: Edward Henigin
Date: Wed, 07 Oct 1992 03:52
Date: Wed, 07 Oct 1992 03:52
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Hi y'all . . . . If you had a set of data points (a 2d array: position versus time for ex.) what set of criteria does it have to meet to be classified as 'white noise' or 'brownian motion' or whatnot? How could you tell if it was purely random? Is there a degree of randomness, ie, a scale of 0 to 100 where 0 is totally un-random and 100 is totally random? And, is my head up my wazoo for thinking that brownian motion, white noise, and pure randomness are essentially the same thing? Either direct info or references to books or articles would be greatly appreciated. ed gilligan@camelot.bradley.edu
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arc1-ca.pugleaf.net!sparky!uunet!haven.umd.edu!darwin.sura.net!zaphod.mps.ohio-state.edu!sdd.hp.com!ux1.cso.uiuc.edu!bradley.bradley.edu!camelot!gilliganShow Full Headers
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Newsgroups: sci.physics Path: arc1-ca.pugleaf.net!sparky!uunet!haven.umd.edu!darwin.sura.net!zaphod.mps.ohio-state.edu!sdd.hp.com!ux1.cso.uiuc.edu!bradley.bradley.edu!camelot!gilligan From: gilligan@camelot.bradley.edu (Edward Henigin) Subject: a test for white noise? Message-ID: <gilligan.718429928@camelot> Keywords: white noise Sender: news@bradley.bradley.edu Nntp-Posting-Host: camelot.bradley.edu Organization: Bradley University Distribution: na Date: 7 Oct 92 03:52:08 GMT Lines: 14