Open AccessEmpirical White Noise Processes and the Subjective Probabilistic Approaches
Author(s) -
András Rövid,
László Palkovics,
Péter Várlaki
Publication year - 2019
Publication title -
periodica polytechnica. transportation engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.388
H-Index - 15
eISSN - 1587-3811
pISSN - 0303-7800
DOI - 10.3311/pptr.15165
Subject(s) - white noise , noise (video) , autocorrelation , probabilistic logic , computer science , process (computing) , empirical research , focus (optics) , identification (biology) , algorithm , mathematics , statistics , artificial intelligence , telecommunications , physics , botany , optics , image (mathematics) , biology , operating system
The paper discusses the identification of the empirical white noise processes generated by deterministic numerical algorithms.The introduced fuzzy-random complementary approach can identify the inner hidden correlational patterns of the empirical white noise process if the process has a real hidden structure of this kind. We have shown how the characteristics of auto-correlated white noise processes change as the order of autocorrelation increases. Although in this paper we rely on random number generators to get approximate white noise processes, in our upcoming research we are planning to turn the focus on physical white noise processes in order to validate our hypothesis.