3 ms·
There are a whole bunch of test for true white noise: http://csrc.nist.gov/groups/ST/toolkit/rng/stats_tests.html http://csrc.nist.gov/groups/ST/toolkit/rng/st
by BlackFly 9y ago
There are a whole bunch of test for true white noise:
http://csrc.nist.gov/groups/ST/toolkit/rng/stats_tests.html http://csrc.nist.gov/groups/ST/toolkit/rng/stats_tests.html
For those who don't want to visit the link, some of the more intuitive examples:
* Ratio of zeros to ones (and in subsets)
* Longest string of zeros/ longest string of ones (and in subsets)
* Frequency of ngrams (00, 01, 10, 11, 000, 001, ...)
* Maximum cumulative sum (treating it like +1 -1)