GLOSSARY OF TERMS USED IN TIME SERIES ANALYSIS
OF CARDIOVASCULAR DATA
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ERGODIC PROCESS

Random process in which the time series produced are the same in statistical properties.

Thus, statistical moments, probability distributions etc obtained from a single time-series will approach definite limits independent of the particular series as the length of the series increases. Actually, this is not true for every series produced by an ergodic process, but the set for which it is false has probability zero. Thus, for stationary ergodic processes it is possible to estimate the process statistics (mean, variance, autocorrelation function, etc) from the observed values of a single time series, x[n], n=1,..N.


(PC 20-08-2001)

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