New Insights into Time Series Analysis II -- No Correlated Observations
C. E. Ferreira Lopes, N. J. G. Cross

TL;DR
This paper introduces new statistical parameters and methods to improve the detection and classification of non-correlated and correlated variability in time series data, significantly reducing misclassification rates.
Contribution
It presents 16 modified statistical parameters, a new noise model, and an improved approach for variability detection that enhances efficiency over previous methods.
Findings
Misclassification reduced by up to 1200% using new indices.
New parameters have lower error, especially with few measurements.
Improved correlated indices using the even mean enhance classification accuracy.
Abstract
Statistical parameters are used in finance, weather, industrial, science, among other vast number of different fields to draw conclusions. New more efficient selection methods are mandatory to analyses the huge amount of astronomical data. The standard and new data-mining parameters to analyses non-correlated data are used to set the best way to discriminate stochastic and non-stochastic variations. We introduce 16 modified statistical parameters covering different features of statistical distribution, like; average, dispersion, and shape parameters. Many of dispersion and shape parameters are unbound parameters, i.e. equations which do not require the calculation of the average. Moreover, the majority of them have lower error than previous ones that is mainly observed for distributions having few measurements. A set of non-correlated variability indices, sample size corrections, and a…
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