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UNR * STAT 758 * Fall 2006. White noise Periodogram of white noise.

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Presentation on theme: "UNR * STAT 758 * Fall 2006. White noise Periodogram of white noise."— Presentation transcript:

1 UNR * STAT 758 * Fall 2006

2

3 White noise Periodogram of white noise

4 UNR * STAT 758 * Fall 2006 White noise Periodogram of white noiseSmoothed periodogram (spans=3)

5 UNR * STAT 758 * Fall 2006 White noise Smoothed periodogram (spans=11)

6 UNR * STAT 758 * Fall 2006 White noise Smoothed periodogram (spans=101)

7 UNR * STAT 758 * Fall 2006 Brownian walk Smoothed periodogram (spans=3)

8 UNR * STAT 758 * Fall 2006 Brownian walk Smoothed periodogram (spans=3)

9 UNR * STAT 758 * Fall 2006 MA(1), positive coefficient Smoothed periodogram (spans=501 = 0.05 length(X))

10 UNR * STAT 758 * Fall 2006 MA(1), negative coefficient Smoothed periodogram (spans=501 = 0.05 length(X))

11 UNR * STAT 758 * Fall 2006 MA(10) = smoothing Smoothed periodogram (spans=501 = 0.05 length(X))

12 UNR * STAT 758 * Fall 2006 MA(10) with coeffs (-1,1, -1,1, -1,1, -1,1, -1,1) Smoothed periodogram (spans=501 = 0.05 length(X))

13 UNR * STAT 758 * Fall 2006 ACF of the test signal Test signal

14 UNR * STAT 758 * Fall 2006 Spectrum of the test signal Test signal

15 UNR * STAT 758 * Fall 2006 Test signal Normal with variance 100

16 UNR * STAT 758 * Fall 2006

17 Brownian walk Low-pass filter

18 UNR * STAT 758 * Fall 2006 Brownian walk Low-pass filtering

19 UNR * STAT 758 * Fall 2006 Brownian walk Low-pass filter

20 UNR * STAT 758 * Fall 2006 Brownian walk Low-pass filtering


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