Tests for Multiple Peaks in the Spectra of Categorical Time Series |
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Authors: | Monnie McGee |
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Affiliation: | 1. Department of Statistical Science , Southern Methodist University , Dallas, Texas, USA mmcgee@smu.edu |
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Abstract: | A Fisher's-type test for the significance of peaks in the spectra of categorical time series is developed. This test extends to peaks other than the maximum. The test was based on the Walsh–Fourier periodogram, which is more suitable for data which exhibit sharp jumps rather than smooth curves. The test is applied to a data set of neonatal sleep patterns, which have previously been shown to contain at least two clinically interesting periods. |
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Keywords: | Extreme-value theory Harmonic analysis Spectral envelope Walsh–Fourier periodogram |
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