Application of maximum entropy methods to cosinor analysis
- 1 May 1981
- journal article
- research article
- Published by Taylor & Francis in Journal of Interdisiplinary Cycle Research
- Vol. 12 (2) , 97-107
- https://doi.org/10.1080/09291018109359730
Abstract
In this paper, the authors examine the consequences of the non‐respect of the residuals’ independence assumption for the Cosinor method. The classical F‐test and confidence ellipse are no longer correct in this case. By adopting an autocorrelated noise model they propose a modified F‐test. Residuals are analysed by means of the maximum entropy method. At last the authors investigate the asymptotic property of the robust test.Keywords
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