Higher-Order Crossings in Time Series Model Identification
Benjamin Kedem · Technometrics · 1987
The oscillation in time series can be represented by counts of axis crossings in the series and its differences. These counts are called higher-order crossings (HOC's) and display a monotone property whose rate of increase discriminates between processes. Very few of these counts are needed for effective discrimination as shown by plots of HOC's obtained from real and simulated data. It is shown how to use HOC plots in testing the oscillation characteristics in time series.