Application of maximum entropy methods to cosinor analysis
作者:
W. Malbecq*,
J. De Prins,
期刊:
Journal of Interdisciplinary Cycle Research
(Taylor Available online 1981)
卷期:
Volume 12,
issue 2
页码: 97-107
ISSN:0022-1945
年代: 1981
DOI:10.1080/09291018109359730
出版商: Taylor & Francis Group
关键词: Autoregressive process;cosinor;entropy;Fisher test;residuals
数据来源: Taylor
摘要:
In this paper, the authors examine the consequences of the non‐respect of the residuals’ independence assumption for the Cosinor method. The classical F‐test and confidence ellipse are no longer correct in this case. By adopting an autocorrelated noise model they propose a modified F‐test. Residuals are analysed by means of the maximum entropy method. At last the authors investigate the asymptotic property of the robust test.
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