Detection of weak signals based on a new class of transformations of random series

R.R. Nigmatullin

Physica A: Statistical Mechanics and its Applications, 2001, vol. 289, issue 1, 18-36

Abstract: For detecting weak signals (when their amplitude is comparable with the amplitude of the noise track) a new class of transformations of random series to a straight line has been suggested. It has been shown that these transformations are quasi-linear and can be defined as a signal-to-staircase transformation (SST). The height of a step defines an amplitude of the detected signal and the step length its duration. The SST can be applicable for a wide class of random series having different statistical nature. The verification of this new method based on the analysis of the real signal/noise tracks containing registration of different earthquakes with small amplitudes has been realized. It has also been shown that different situations which have been found from the real-data analysis demonstrate the high sensitivity and efficiency of the new method suggested.

Keywords: Random times series; Detection of weak signals (search for similar items in EconPapers)
Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:289:y:2001:i:1:p:18-36

DOI: 10.1016/S0378-4371(00)00301-0

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