There are two types of noise in time series data, white noise, and red noise.

White Noise:

A noise sequence is a white noise sequence if

  • The variance of each element is finite.
  • The elements are uncorrelated.

To check white noise Fisher’s test is performed. Fisher’s test checks that if a sequence is white noise sequence or not. If the value of Fisher’s test outcome is less than 0.5, the sequence is considered as noise free.

Red Noise:

A time series is a red noise sequence if

  • The sequence has constant variance.
  • The Sequence has a serial correlation in time.

Red noise has a power spectrum towards low frequencies.

Gajanan Kothawade

​Graduate research assistant @ Washington State University working on crop disease detection using non-invasive techniques.

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