Title :
etection and ia nosis aussianity in a ime Series
Author_Institution :
Dept. of Electron. Eng., Yarmouk Univ., Irbid
Abstract :
In this paper, several methods to test for non-Gaussianity of a given process are presented. These methods include histogram plot, kurtosis test, and hypothesis testing using cumulants and bispectrum of the available sequence. The hypothesis testing is performed by constructing a statistic to test whether the bispectrum of the given signal is nonzero. A zero bispectrum is not a proof of Gaussianity. Hence, other tests such as the kurtosis test should be used
Keywords :
Gaussian processes; spectral analysis; statistical testing; time series; Gaussianity detection; Gaussianity diagnosis; histogram plot; hypothesis testing; kurtosis test; nonGaussianity process; signal bispectrum; statistic testing; time series; Autocorrelation; Gaussian noise; Gaussian processes; Histograms; Plasma measurements; Random processes; Random variables; Signal processing; Statistics; Testing;
Conference_Titel :
Information and Communication Technologies, 2006. ICTTA '06. 2nd
Conference_Location :
Damascus
Print_ISBN :
0-7803-9521-2
DOI :
10.1109/ICTTA.2006.1684547
