Detection of a signal in a noisy time series using Monte Carlo singular spectrum analysis (MC‑SSA) is studied from the statistical viewpoint. The MC‑SSA test consists of simultaneous testing of several hypotheses related to the presence of different frequencies. The multiple MC‑SSA test procedure is constructed to control the family-wise error rate. The technique to control both the type I and the type II errors and also to compare criteria is proposed to study several versions of MC‑SSA.

中文翻译：

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通过蒙特卡洛奇异谱分析检测信号：多次测试

从统计角度研究了使用蒙特卡洛奇异谱分析 (MC-SSA) 检测噪声时间序列中的信号。MC-SSA 测试包括同时测试与不同频率存在相关的几个假设。构建多 MC‑SSA 测试程序以控制系列错误率。提出了控制 I 类和 II 类错误以及比较标准的技术来研究多个版本的 MC-SSA。