METHOD AND APPARATUS FOR QUANTIFYING A BEST MATCH BETWEEN SERIES OF TIME UNCERTAIN MEASUREMENTS

摘要

The best match of two time-uncertain series is quantified with a degree of confidence by selecting one of the time series and repeatedly computing a maximum covariance between the selected time series and a series of random records with the same distribution and expected autocorrelation as the non-selected time series. The resulting distribution of maximum covariances can be used to determine a degree of confidence by determining the percentage of those computed maxima which lie below the maximum covariance associated with the best match.