The modified autoregressive index (mAR) describes the tendency of shots of similar length to cluster together in a motion picture but is not resistant to the influence of outliers if derived from the classical moment-based partial autocorrelation function. In this paper we calculate robust estimates of the modified autoregressive index based on outlier-resistant partial autocorrelation function...

In this paper, for a prime number , a construction method to generate -ary -form sequences with the ideal autocorrelation property is proposed and using the ternary sequences found by Helleseth, Kumar, and Martinsen, ternary -form sequences with the ideal autocorrelation property are constructed. By combining the methods for generating -ary extended sequences (a special case of geometric sequen...

In this article we first revisit some earlier work on fractionally differenced white noise and correct issues with previously published formulae. We then look at vector processes derive formula for the Autocorrelation function, which is extended in to a larger range of parameter values than considered elsewhere, compare work.

We characterise the aperiodic autocorrelation for a Boolean function, f , and define the Aperiodic Propagation Criteria (APC) of degree l and order q. We establish the strong similarity between APC and the Extended Propagation Criteria (EPC) as defined by Preneel et al. in 1991, although the criteria are not identical. We also show how aperiodic autocorrelation can be related to the first deriv...

We analyze the applicability of standard normal asymptotic theory for linear process models near the boundary of stationarity. The concept of stationarity is re ned, allowing for sample size dependence in the array and paying special attention to the rate at which the boundary unit root case is approached using a localizing coe cient around unity. The primary focus of the present paper is on es...

The pitch strength of rippled noise and iterated rippled noise has recently been fitted by an exponential function of the height of the first peak in the normalized autocorrelation function [Yost, J. Acoust. Soc. Am. 100, 3329-3335 (1996)]. The current study compares the pitch strengths and autocorrelation functions of rippled noise (RN) and another regular-interval noise, "AABB." RN is generat...

The Yule–Walker (YW) method for autoregressive (AR) estimation uses lagged-product (LP) autocorrelation estimates to compute an AR parametric spectral model. The LP estimates only have a small triangular bias in the estimated autocorrelation function and are asymptotically unbiased. However, using them in finite samples with the YW method for AR estimation can give a strong distortion in the we...