{"title":"时间序列分析中的等级确定","authors":"D. Tufts, A. A. Shah","doi":"10.1109/ICASSP.1994.389886","DOIUrl":null,"url":null,"abstract":"In this paper we present a nested sequence of hypothesis tests for determining the number of signals. The procedure is based on the interpretation of the sum of singular values, of the backward/forward-backward matrix as energy in a particular subspace. The threshold selected is based on a user-specified significance level. Using matrix perturbation ideas, we provide an approximation to the probability of overestimation.<<ETX>>","PeriodicalId":290798,"journal":{"name":"Proceedings of ICASSP '94. IEEE International Conference on Acoustics, Speech and Signal Processing","volume":"37 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1994-04-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"24","resultStr":"{\"title\":\"Rank determination in time-series analysis\",\"authors\":\"D. Tufts, A. A. Shah\",\"doi\":\"10.1109/ICASSP.1994.389886\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper we present a nested sequence of hypothesis tests for determining the number of signals. The procedure is based on the interpretation of the sum of singular values, of the backward/forward-backward matrix as energy in a particular subspace. The threshold selected is based on a user-specified significance level. Using matrix perturbation ideas, we provide an approximation to the probability of overestimation.<<ETX>>\",\"PeriodicalId\":290798,\"journal\":{\"name\":\"Proceedings of ICASSP '94. IEEE International Conference on Acoustics, Speech and Signal Processing\",\"volume\":\"37 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1994-04-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"24\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of ICASSP '94. IEEE International Conference on Acoustics, Speech and Signal Processing\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/ICASSP.1994.389886\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of ICASSP '94. IEEE International Conference on Acoustics, Speech and Signal Processing","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICASSP.1994.389886","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
In this paper we present a nested sequence of hypothesis tests for determining the number of signals. The procedure is based on the interpretation of the sum of singular values, of the backward/forward-backward matrix as energy in a particular subspace. The threshold selected is based on a user-specified significance level. Using matrix perturbation ideas, we provide an approximation to the probability of overestimation.<>
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