We describe a method for identifying random walks. This method is based on the previously proposed small shuffle surrogate method. Hence, our method does not depend on the specific data distribution, although previously proposed methods depend on properties of the data distribution. The method is demonstrated for numerical data generated by known systems, and applied to several actual time series of special interest.Department of Electronic and Information Engineerin
This paper deals with testing the constancy of coefficients in regression models against the alterna...
This paper presents statistical tests for randomness. We consider the problems of testing whether or...
There are numerous applications in Artificial Intelligence (AI) and Machine Learning (ML) where the ...
The classical method of solving random walk problems involves using Markov chain theory. When the pa...
AbstractMarkov chain Monte Carlo methods and computer simulations usually use long sequences of rand...
Abstract. In testing the security of cryptographic primitives, statistical randomness tests play an ...
Given the random walk model, we show, for the traditional unrestricted regression used in testing st...
So-called Random number generators on computers are deterministic functions producing a sequence of ...
A common class of problem in statistical science is estimating, as a benchmark, the probability of s...
Power functions of tests of the random walk hypothesis versus stationary first order autoregressive a...
In a famous paper Dwass [I9671 proposed a method to deal with rank order statistics, which constitut...
We review a relatively new statistical test that may be applied to determine whether an observed tim...
Three different tests for random walk coefficients in linear regression models have become popular: ...
A new method is presented for the construction and analysis of non self-intersecting random walks wh...
Although random walks (RWs) with single-step transitions have been extensively studied for almost a ...
This paper deals with testing the constancy of coefficients in regression models against the alterna...
This paper presents statistical tests for randomness. We consider the problems of testing whether or...
There are numerous applications in Artificial Intelligence (AI) and Machine Learning (ML) where the ...
The classical method of solving random walk problems involves using Markov chain theory. When the pa...
AbstractMarkov chain Monte Carlo methods and computer simulations usually use long sequences of rand...
Abstract. In testing the security of cryptographic primitives, statistical randomness tests play an ...
Given the random walk model, we show, for the traditional unrestricted regression used in testing st...
So-called Random number generators on computers are deterministic functions producing a sequence of ...
A common class of problem in statistical science is estimating, as a benchmark, the probability of s...
Power functions of tests of the random walk hypothesis versus stationary first order autoregressive a...
In a famous paper Dwass [I9671 proposed a method to deal with rank order statistics, which constitut...
We review a relatively new statistical test that may be applied to determine whether an observed tim...
Three different tests for random walk coefficients in linear regression models have become popular: ...
A new method is presented for the construction and analysis of non self-intersecting random walks wh...
Although random walks (RWs) with single-step transitions have been extensively studied for almost a ...
This paper deals with testing the constancy of coefficients in regression models against the alterna...
This paper presents statistical tests for randomness. We consider the problems of testing whether or...
There are numerous applications in Artificial Intelligence (AI) and Machine Learning (ML) where the ...
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