Accession Number : AD0749347

Title :   Recent Computational Experience with the Method of Phase and Amplitude Diagrams.

Descriptive Note : Final rept.,

Corporate Author : NAVAL RESEARCH LAB WASHINGTON D C OPERATIONS RESEARCH BRANCH

Personal Author(s) : Wiener,Howard L.

Report Date : 15 AUG 1972

Pagination or Media Count : 16

Abstract : Recent experience with observed time-series data have suggested the possibility of renewed interest in the analysis of periodic behavior. The report summarizes recent computational results using the method of phase and amplitude diagrams, which is an analytic and graphic technique for indicating the presence of periodic components and for determining period length, phase, and amplitude. The method has promise in areas of application involving relatively small numbers of data points or possibly small numbers of cycles (if a period is actually present). As the name implies, two sets of clues are used: phase diagrams and amplitude diagrams. The results reported here discuss the use of phase diagrams only. Findings and conclusions include the influence of an additive error component on the effectiveness of phase diagrams and recommended procedures for performing repeated confirmations of an indicated period length. (Author)

Descriptors :   (*TIME SERIES ANALYSIS, PERIODIC VARIATIONS), REGRESSION ANALYSIS, LEAST SQUARES METHOD, CURVE FITTING, GRAPHICS, SAMPLING, STOCHASTIC PROCESSES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE