How to estimate the probability of the periodicity of a time series signal

Asked May 13 '16 at 14:46

Active May 14 '16 at 00:19

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I am trying to formulate a function to estimate the probability of a given 1-D vector which is a periodic signal.

For instance, a sine or a cosine wave could result in a probability of 1; a white noise signal should result in a probability close to 0.

Can anyone help me to come up with this function? Thanks in advance.

edited May 14 '16 at 00:19

asked May 13 '16 at 14:46

user3030046

What do you call the probability of a signal ? – May 13 '16 at 15:44
2

See [here](http://stats.stackexchange.com/questions/169805/quantification-of-the-extent-of-periodicity-in-a-time-series-using-fractal-analy). – sascha May 13 '16 at 21:59
@sascha Thank you so much, and the link helps me a lot. It seems that the problem has been solved. Please also move your answer below so that let me tick your response as the answer. – user3030046 May 14 '16 at 00:21
@YvesDaoust I have changed the title of this question. Please let me know if it is still inappropriate. – user3030046 May 14 '16 at 00:25

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