Discrete Chi-square Method for Detecting Many Signals [IMA]

http://arxiv.org/abs/2002.03890


Unambiguous detection of signals superimposed on unknown trends is difficult for unevenly spaced data. Here, we formulate the Discrete Chi-square Method (DCM) that can determine the best model for many signals superimposed on arbitrary polynomial trends. DCM minimizes the Chi-square for the data in the multi-dimensional tested frequency space. The required number of tested frequency combinations remains manageable, because the method test statistic is symmetric in this tested frequency space. With our known tested constant frequency grid values, the non-linear DCM model becomes linear, and all results become unambiguous. We test DCM with simulated data containing different mixtures of signals and trends. DCM gives unambiguous results, if the signal frequencies are not too close to each other, and none of the signals is too weak. It relies on brute computational force, because all possible free parameter combinations for all reasonable linear models are tested. DCM works like winning a lottery by buying all lottery tickets. Anyone can reproduce all our results with the DCM computer code.

Read this paper on arXiv…

L. Jetsu
Tue, 11 Feb 20
50/81

Comments: 18 pages, 12 figures, 8 tables