A TEST SENSITIVE TO EXTREME HIDDEN PERIODICITIES

Authors
ARSHAM H
Citation
H. Arsham, A TEST SENSITIVE TO EXTREME HIDDEN PERIODICITIES, Stochastic hydrology and hydraulics, 11(4), 1997, pp. 323-330
Citations number
10
Categorie Soggetti
Mathematical Method, Physical Science","Water Resources","Environmental Sciences","Statistic & Probability
Journal title
Stochastic hydrology and hydraulics → ACNP
ISSN journal
09311955
Volume
11
Issue
4
Year of publication
1997
Pages
323 - 330
Database
ISI
SICI code
0931-1955(1997)11:4<323:ATSTEH>2.0.ZU;2-F
Abstract
A modified version of the widely used Kolmogorov-Smirnov (K-S) test of null hypothesis is constructed, that a given time series is Gaussian white noise, against the alternative hypothesis that the time series c ontains an added or multiplicative deterministic-periodic component of unspecified frequency. The usual KS test is treated as a special case . The proposed test is more powerful than the ordinary K-S test in det ecting extreme (low or high) hidden periodicities. Computational proce dure necessary for implementation are also given.