作者: Vili Forsell , Ciprian Doru Giurcăneanu
DOI: 10.1007/978-3-642-32548-9_1
关键词: Statistical hypothesis testing 、 Spectral analysis 、 Stochastic complexity 、 Radial velocity 、 Computer science 、 Mathematical optimization 、 Algorithm 、 Focus (optics) 、 Spectral density 、 Bayesian information criterion 、 Periodogram
摘要: The periodogram and its variants have been extensively used in the past for estimating power spectral density. In this book chapter, we consider case when measurements are not equidistantly spaced on time-axis, focus testing significance of peaks. Because it is known that standard tests hypothesis suitable problem, propose use Stochastic Complexity (SC). performance SC evaluated comparison with Bayesian Information Criterion (BIC), which has employed previous literature to solve same problem. numerical experiments radial velocity demonstrate compares favorably BIC.