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

被引：0
作者：
Golyandina, Nina [1 ]
机构：
[1] St Petersburg State Univ, Dept Stat Modeling, Univ Skaya Nab 7-9, St Petersburg, Russia
来源：
STATISTICS AND ITS INTERFACE | 2023年 / 16卷 / 01期
关键词：
Singular spectrum analysis; Time series; Signal detection; Multiple testing; Family-wise error rate; DYNAMICS; MODES; SSA;
D O I：
暂无
中图分类号：
Q [生物科学];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
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.
引用
收藏
页码：147 / 157
页数：11
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