文章基本信息

标题：On the significance of correlation functions
本地全文：下载
作者：Matias Waller
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2015
卷号：48
期号：28
页码：80-85
DOI：10.1016/j.ifacol.2015.12.104
语种：English
出版社：Elsevier
摘要：AbstractThe question of when estimated correlations should be considered significant is studied. It is illustrated that the established praxis for detecting significant correlations is misleading and cannot be used for automatic model validation. Instead, a modification is introduced and clearly seen to be a significant improvement to the established praxis.
关键词：KeywordsSystem IdentificationAuto correlation functionsCross correlation functionsStatistical data analysis