New answers tagged time-series
1
In other words, are ACF plots sufficient for determining whether a signal is a white noise?
A plot is never sufficient. An impulse-shaped ACF is. (A plot can only ever be an estimate based on observation; to find the true ACF, you'd have to observe the process for infinity, which you can't.) You can only observe that the plot approximates the ideal ACF ...
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I stumbled across this.
http://ataspinar.com/2018/12/21/a-guide-for-using-the-wavelet-transform-in-machine-learning/
hope it helps
john
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