Abstract:
A method and apparatus are provided for automatically characterizing the spatial arrangement among the data points of a three-dimensional time series distribution in a data processing system wherein the classification of said time series distribution is required. The method and apparatus utilize grids in Cartesian coordinates to determine (1) the number of cubes in the grids containing at least one input data point of the time series distribution; (2) the expected number of cubes which would contain at least one data point in a random distribution in said grids; and (3) an upper and lower probability of false alarm above and below said expected value utilizing a discrete binomial probability relationship in order to analyze the randomness characteristic of the input time series distribution. A labeling device also is provided to label the time series distribution as either random or nonrandom, and/or random or nonrandom within what probability, prior to its output from the invention to the remainder of the data processing system for further analysis.

Description:
CROSS-REFERENCE TO RELATED APPLICATIONS 
     This patent application is related to U.S. Pat. No. 6,397,234, entitled SYSTEM AND APPARATUS FOR THE DETECTION OF RANDOMNESS IN TIME SERIES DISTRIBUTIONS MADE UP OF SPARSE DATA SETS, by the same inventors as this patent application. 
    
    
     STATEMENT OF GOVERNMENT INTEREST 
     The invention described herein may be manufactured and used by or for the Government of the United States of America for Governmental purposes without the payment of any royalties thereon or therefore. 
    
    
     BACKGROUND OF THE INVENTION 
     (1) Field of the Invention 
     The invention generally relates to signal processing/data processing systems for processing time series distributions containing a small number of data points (e.g., less than about ten (10) to fifteen (15) data points). More particularly, the invention relates to a method and apparatus for classifying the white noise degree (randomness) of a selected signal structure comprising a three dimensional time series distribution composed of a highly sparse data set. As used herein, the term “random”(or “randomness”) is defined in terms of a “random process” as measured by the probability distribution model used, namely a nearest-neighbor stochastic (Poisson) process. Thus, pure randomness, pragmatically speaking, is herein considered to be a time series distribution for which no function, mapping or relation can be constituted that provides meaningful insight into the underlying structure of the distribution, but which at the same time is not chaos. 
     (2) Description of the Prior Art 
     Recent research has revealed a critical need for highly sparse data set time distribution analysis methods and apparatus separate and apart from those adapted for treating large sample distributions. This is particularly the case in applications such as naval sonar systems, which require that input time series signal distributions be classified according to their structure, i.e., periodic, transient, random or chaotic. It is well known that large sample methods often fail when applied to small sample distributions, but that the same is not necessarily true for small sample methods applied to large data sets. Very small data set distributions may be defined as those with less than about ten (10) to fifteen (15) measurement (data) points. Such data sets can be analyzed mathematically with certain nonparametric discrete probability distributions, as opposed to large-sample methods, which normally employ continuous probability distributions (such as the Gaussian). 
     The probability theory discussed herein and utilized by the present invention is well known. It may be found, for example, in works such as P. J. Hoel et al.,  Introduction to the Theory of Probability , Houghton-Mifflin, Boston, Mass., 1971, which is hereby incorporated herein by reference. 
     Also, as will appear more fully below, it has been found to be important to treat white noise signals themselves as the time series signal distribution to be analyzed, and to identify the characteristics of that distribution separately. This aids in the detection and appropriate processing of received signals in numerous data acquisition contexts, not the least of which include naval sonar applications. Accordingly, it will be understood that prior analysis methods and apparatus analyze received time series data distributions from the point of view of attempting to find patterns or some other type of correlated data therein. Once such a pattern or correlation is located, the remainder of the distribution is simply discarded as being noise. It is believed that the present invention will be useful in enhancing the sensitivity of present analysis methods, as well as being useful on its own. 
     Previous U.S. Pat. No. 6,397,234 recited a method and apparatus for characterizing the spatial arrangement among the data points of a two dimensional time series distribution, e.g., sonar signal frequency over time. A large number of applications require processing three dimensional time series distributions, e.g., tracking the landing approach of an aircraft, missile tracking, or including a spatial dimension with the sonar distribution to assist in tracking a submarine. Thus, a need has been determined for providing a method and apparatus for characterizing the spatial arrangement among the data points of a three dimensional time series distribution. 
     SUMMARY OF THE INVENTION 
     Accordingly, it is an object of the invention to provide a method and apparatus including an automated measurement of the three dimensional spatial arrangement among a very small number of points, objects, measurements or the like whereby an ascertainment of the noise degree (i.e., randomness) of the time series distribution may be made. 
     It also is an object of the invention to provide a method and apparatus useful in naval sonar, radar and lidar and in aircraft and missile tracking systems, which require acquired signal distributions to be classified according to their structure (i.e., periodic, transient, random, or chaotic) in the processing and use of those acquired signal distributions as indications of how and from where they were originally generated. 
     Further, it is an object of the invention to provide a method and apparatus capable of labeling a three dimensional time series distribution with (1) an indication as to whether or not it is random in structure, and (2) an indication as to whether or not it is random within a probability of false alarm of a specific randomness calculation. 
     With the above and other objects in view, as will hereinafter more fully appear, a feature of the invention is the provision of a random process detection method and subsystem for use in a signal processing/data processing system. In a preferred embodiment, the random process (white noise) detection subsystem includes an input for receiving a three-dimensional time series distribution of data points expressed in Cartesian coordinates. This set of data points will be characterized by no more than a maximum number of points having values (amplitudes) between maximum and minimum values received within a preselected time interval. A hypothetical representation of a white noise time series signal distribution in Cartesian space is illustratively shown in FIG.  1 . The invention is specifically adapted to analyze both selected portions of such time series distributions, and the entirety of the distribution depending upon the sensitivity of the randomness determination, which is required in any particular instance. 
     The input time series distribution of data points is received by a display/operating system adapted to accommodate a pre-selected number of data points N in a pre-selected time interval Δt and dispersed in three-dimensional space along with a first measure referred to as Y with magnitude ΔY=max(Y)−min(Y), and a second measure referred to as Z with magnitude ΔZ=max(Z)−min(Z). The display/operating system then creates a virtual volume around the input data distribution and divides the virtual volume into a grid consisting of cubic cells each of equal enclosed volume. Ideally, the cells fill the entire virtual volume, but if they do not, the unfilled portion of the virtual volume is disregarded in the randomness determination. 
     An analysis device then examines each cell to determine whether or not one or more of the data points of the input time series distribution are located therein. Thereafter, a counter calculates the number of occupied cells. Also, the number of cells which would be expected to be occupied in the grid for a totally random distribution is predicted by a computer device according to known Poisson probability process theory equations. In addition, the statistical bounds of the predicted value are calculated based upon known discrete binomial criteria. 
     A comparator is then used to determine whether or not the actual number of occupied cells in the input time series distribution is the same as the predicted number of cells for a random distribution. If it is, the input time series distribution is characterized as random. If it is not, the input time series distribution is characterized as nonrandom. 
     Thereafter, the characterized time series distribution is labeled as random or nonrandom, and/or as random or nonrandom within a pre-selected probability rate of the expected randomness value prior to being output back to the remainder of the data processing system. In the naval sonar signal processing context, this output either alone, or in combination with overlapping similarly characterized time series signal distributions, will be used to determine whether or not a particular group of signals is white noise. If that group of signals is white noise, it commonly will be deleted from further data processing. Hence, it is contemplated that the present invention, which is not distribution dependent in its analysis as most prior art methods of signal analysis are, will be useful as a filter or otherwise in conjunction with current data processing methods and equipment. 
     In the above regards, it should be understood that the statistical bounds of the predicted number of occupied cells in a random distribution (including cells occupied by mere chance) mentioned above may be determined by a second calculator device using a so-called probability of false alarm rate. In this case, the actual number of occupied cells is compared with the number of cells falling within the statistical boundaries of the predicted number of occupied cells for a random distribution in making the randomness determination. This alternative embodiment of the invention has been found to increase the probability of being correct in making a randomness determination for any particular time series distribution of data points by as much as 60%. 
     The above and other novel features and advantages of the invention, including various novel details of construction and combination of parts will now be more particularly described with reference to the accompanying drawings and pointed out by the claims. It will be understood that the particular device and method embodying the invention is shown and described herein by way of illustration only, and not as limitations on the invention. The principles and features of the invention may be employed in numerous embodiments without departing from the scope of the invention in its broadest aspects. 
    
    
     BRIEF DESCRIPTION OF THE DRAWINGS 
     Reference is made to the accompanying drawings in which is shown an illustrative embodiment of the apparatus and method of the invention, from which its novel features and advantages will be apparent to those skilled in the art, and wherein: 
     FIG. 1 is a hypothetical depiction in Cartesian coordinates of a representative white noise (random) time series signal distribution; 
     FIG. 2 is a hypothetical illustrative representation of a virtual volume in accordance with the invention divided into a grid of cubic cells each having a side of length δ, and an area of δ 3 ; 
     FIG. 3 is a block diagram representatively illustrating the method steps of the invention; 
     FIG. 4 is a block diagram representatively illustrating an apparatus in accordance with the invention; and 
     FIG. 5 is a table showing an illustrative set of discrete binomial probabilities for the randomness of each possible number of occupied cells of a particular time series distribution within a specific probability of false alarm rate of the expected randomness number. 
    
    
     DESCRIPTION OF THE PREFERRED EMBODIMENT 
     Referring now to the drawings, a preferred embodiment of the method and apparatus of the invention will be presented first from a theoretical perspective, and thereafter, in terms of a specific example. In this regard, it is to be understood that all data points are herein assumed to be expressed and operated upon by the various apparatus components in a Cartesian coordinate system. Accordingly, all measurement, signal and other data input existing in terms of other coordinate systems is assumed to have been re-expressed in a Cartesian coordinate system prior to its input into the inventive apparatus or the application of the inventive method thereto. 
     The invention starts from the preset capability of a display/operating system  8  (FIG. 4) to accommodate a set number of data points N in a given time interval Δt. The data points are dispersed in three-dimensional space with a first measure referred to as Y with magnitude ΔY=max(Y)−min(Y), and a second measure referred to as Z with magnitude ΔZ=max(Z)−min(Z). A representation of a three-dimensional time series distribution of random data points  4  is shown in FIG. 1. A subset  4   a  of this overall time series data distribution would normally be selected for analysis of its signal component distribution by this invention. 
     For purposes of mathematical analysis of the signal components, it is assumed that the product/quantity given by Δt*ΔY*ΔZ=[max(t)−min(t)]*[max Y−min(Y)]*[max(Z)−min(Z)] will define the virtual volume  4   b , illustrated as containing the subset  4   a , with respect to the quantities in the analysis subsystem. The sides of virtual volume are drawn parallel to the time axis and other axes as shown. Then, for substantially the total volume of the display region, a Cartesian partition is superimposed on the region with each partition being a small cube of sides  6  (see, FIG.  2 ). The measure of 6 will be defined herein as:              δ   =       (       Δ                 t   *   Δ                 Y   *   Δ                 Z     k     )       1   3               (   1   )                                
     The quantity k represents the total number of small cubes of volume  63  created in the volume Δt*ΔY*ΔZ. Other than full cubes  6  are ignored in the analysis. The quantity of such cubes with which it is desired populate the display region is determined using the following relationship, wherein N is the maximum number of data points in the time series distribution, Δt, ΔY and ΔZ are the Cartesian axis lengths, and the side lengths of each of the cubes is δ:                  k   l     =       int        (       Δ                 t       δ   l       )       *     int        (       Δ                 Y       δ   l       )       *     int        (       Δ                 Z       δ   l       )           ,           (   2   )                                
     where int is the integer operator,            δ   l     =         Δ                 t   *   Δ                 Y   *   Δ                 Z       k   0       3       ,   and             k   0     =     {               k   1                   if                        N   -     k   1              ≤          N   -     k   2                          k   2                   otherwise                                    
     where                  k   1     =       [     int                   (     N     1   3       )       ]     3            
              k   2     =       [       int                   (     N     1   3       )       +   1     ]     3       ;                     
            k   II     =       int        (       Δ                 t       δ   II       )       *     int        (       Δ                 Y       δ   II       )       *     int        (       Δ                 Z       δ   II       )                   (   3   )                                
     where                  δ   II     =         Δ                 t   *   Δ                 Y   *   Δ                 Z     N     3       ,     k   =     {               k   I                   if                   K   1       &gt;     K   II                     k   II                   if                   K   I       &lt;     K   II                     max        (       k   I     ,     k   II       )                     if                   K   I       =     K   II                         (   4   )                                
     where          K   I     =           k   I       Δ                 t   *   Δ                 Y   *   Δ                 Z            δ   I   3       ≤     1                 and                 K   II     =           k   II       Δ                 t   *   Δ                 Y   *   Δ                 Z            δ   II   3       ≤   1.                            
     It is to be noted that in cases with very small amplitudes, it may occur that int(ΔY/δ I )≦1, int(ΔY/δ II )≦1, int(ΔZ/δ I )≦1, or int(ΔZ/δ II )≦1. In such cases, the solution is to round off either quantity to the next highest value (i.e., ≧2). This weakens the theoretical approach, but it allows for practical measurements to be made. 
     As an example of determining k, assume Δt (or N)=30, ΔY=20 and ΔZ=9, then k=30 (from equations (2) through (4)) and δ=5.65 (from equation (1)). In essence, therefore, the above relation defining the value k selects the number of cubes having sides of length δ and volume δ 3 , which fill up the total space ΔT*ΔY*ΔZ to the greatest extent possible, i.e., k*δ 3 ≈Δt*ΔY*ΔZ. 
     From the selected partitioning parameter k, the region (volume) Δt*ΔY*ΔZ is carved up into k cubes, with the sides of each cube being δ as defined above. In other words, the horizontal (or time) axis is marked off into intervals, exactly int(Δt/δ) of them, so that the time axis has the following arithmetic sequence of cuts (assuming that the time clock starts at Δt=0): 
     
       
         0, δ, 2δ, . . . , int(Δt/δ)*δ 
       
     
     Likewise, the vertical (or first measurement) axis is cut up into intervals, exactly int(ΔY/δ) of them, so that the vertical axis has the following arithmetic sequence of cuts: 
     
       
         min( Y ), min( Y )+δ, . . . , min( Y )+int(Δ Y /δ)*δ=max( Y ), 
       
     
     where min is the minimum operator and max is the maximum operator. 
     Similarly, the horizontal plane (or second measurement) axis is cut up into intervals, exactly int(ΔZ/δ) of them, so that this horizontal plane axis has the following arithmetic sequence of cuts: 
     
       
         min( Z ), min( Z )+δ, . . . , min( Z )+int(Δ Z /δ)*δ=max( Z ). 
       
     
     Based on the Poisson point process theory for a measurement set of data in a time interval Δt of measurements of magnitudes ΔY and ΔZ, that data set is considered to be purely random (or “white noise”) if the number of partitions k are nonempty (i.e., contain at least one data point of the time series distribution thereof under analysis) to a specified degree. The expected number of nonempty partitions in a random distribution is given by the relationship: 
       k*Θ=k *(1 −e   −N/k )  (5) 
     where the quantity Θ is the expected proportion of nonempty partitions in a random distribution and N/k is “the parameter of the spatial Poisson process” corresponding to the average number of points observed across all three-dimensional subspace partitions. 
     The boundary, above and below k*Θ, attributable to random variation and controlled by a false alarm rate is the so-called “critical region” of the test. The quantity Θ not only represents (a) the expected proportion of nonempty cubic partitions in a random distribution, but also (b) the probability that one or more of the k cubic partitions is occupied by pure chance, as is well known to those in the art. The boundaries of the parameter k*Θ comprising random process are determined in the following way. 
     Let M be a random variable representing the integer number of occupied cubic partitions as illustratively shown in FIG.  2 . Let m be an integer (sample) representation of M. Let m 1  be the quantity forming the lower random boundary of the statistic k*Θ given by the binomial criterion:            P        (     M   ≤   m     )       ≤       α   0     2       ,     min        (       α   2     -       α   0     2       )                              
     where,                P        (     M   ≤   m     )       =       ∑     m   =   0       m   1              B        (       m   ;   k     ,   Θ     )       .               (   6   )                                
     B(m;k,Θ) is the binomial probability function given as:          B        (       m   ;   k     ,   Θ     )       =       (         k           m         )            (   Θ   )     m            (     1   -   Θ     )       k   -   m                                
     where        (              k           m         )                            
     is the binomial coefficient,                    (         k           m         )     =       k   !         m   !            (     k   -   m     )     !           ,   and                        (6A)                   ∑     m   =   0       m   =   k            B        (       m   ;   k     ,   Θ     )         =     1.0   .                                              
     The quantity α 0  is the probability of coming closest to an exact value of the pre-specified false alarm probability α, and m 1  is the largest value of m such that P(M≦m)≦α 0 /2 . It is an objective of this method to minimize the difference between α and α 0 . The recommended probability of false alarm (PFA) values for differing values of spatial subsets k, and based on commonly accepted levels of statistical precision, are as follows: 
     
       
         
               
               
               
             
           
               
                   
                   
               
               
                   
                 PFA (α) 
                 k 
               
               
                   
                   
               
             
             
               
                   
                 0.01 
                 k ≧25 
               
               
                   
                 0.05 
                 k &lt;25 
               
               
                   
                   
               
             
          
         
       
     
     The upper boundary of the random process is called m 2 , and is determined in a manner similar to the determination of m l . 
     Thus, let m 2  be the upper random boundary of the statistic k*Θ given by:            P        (     M   ≥   m     )       ≤       α   0     2       ,     min        (       α   2     -       α   0     2       )                              
     where                  P        (     M   ≥   m     )       =         ∑     m   =     m   2       k          B        (       m   ;   k     ,   Θ     )         ≤       α   0     /   2                            (   7   )               or                                                     P        (     M   ≥   m     )       =       1   -         ∑     m   =   0           m   2     -   1            B        (       m   ;   k     ,   Θ     )           ≤       α   0     /   2.                                                  
     The value α 0  is the probability coming closest to an exact value of the pre-specified false alarm probability α, and G is the largest value of m such that P(M≧m)≦α 0 /2. It is an objective of the invention to minimize the difference between a and α 0 . 
     Hence, the subsystem determines if the signal structure contains m points within the “critical region” warranting a determination of “non-random”, or else “random” is the determination, with associated PFA of being wrong in the decision when “random” is the decision. 
     The subsystem also assesses the random process hypothesis by testing: 
     
       
           H   0   :{circumflex over (P)} =Θ(NOISE) 
       
     
     
       
           H   1   :{circumflex over (P)} ≠Θ(SIGNAL+NOISE) 
       
     
     where {circumflex over (P)}=m/k is the sample proportion of signal points contained in the k sub-region partitions of the space Δt*ΔY*ΔZ observed in a given time series. As noted above, FIG. 1 shows what a hypothetical white noise (random) distribution looks like in Cartesian time-space. 
     Thus, if Θ≈{circumflex over (P)}=m/k, the observed distribution conforms to a random distribution corresponding to “white noise”. 
     The estimate for the proportion of k cells occupied by N measurements ({circumflex over (P)}) is developed in the following manner. Let each of the k cubes with sides of length δ be denoted by C hij , and the number of objects observed in each C hij  cube be denoted card (C hij ) where card means “cardinality” or subset count. C hij  is labeled in an appropriate manner to identify each and every cube in the three space. Using the example given previously with N=Δt=30, ΔY=20, ΔZ=9 and k=30=5*3*2, the cubes may be labeled using the index h running from 1 to 5, the index i running from 1 to 3 and the index j running from 1 to 2 (see FIG.  2 ). 
     Next, to continue the example for k=30 shown in FIG. 2, define the following cube counting scoring scheme for the 5*3*2 partitioning comprising whole cube subsets:          X   hij     =     (                   1                 if                   card        (     C   hij     )         &gt;   0     ;     h   =     1                 to                 5         ,     i   =     1                 to                 3       ,     j   =     1                 to                 2                         0                 if                   card        (     C   hij     )         =   0     ;     h   =     1                 to                 5         ,     i   =     1                 to                 3       ,     j   =     1                 to                 2               .                              
     Thus, X hij  is a dichotomous variable taking on the individual values of 1 if a cube C hij  has one or more objects present, and a value of 0 if the cube is empty. 
     Then calculate the proportion of 30 cells occupied in the partition region:          P   ^     =       1   30            ∑     j   =   1     2            ∑     i   =   1     3            ∑     h   =   1     5            X   hij     .                                    
     The generalization of this example to any sized table is obvious and within the scope of the present invention. For the general case, it will be appreciated that, for the statistics X hij  and C hij , the index h runs from 1 to int (Δt/δ), the index i runs from 1 to int(ΔY/δ) and the index j runs from 1 to int(ΔZ/δ). 
     In addition, another measure useful in the interpretation of outcomes is the R ratio, defined as the ratio of observed to expected occupancy rates:              R   =       m     k   *   Θ       =       P   ^     Θ               (   8   )                                
     The range of values for R indicate: 
     R&lt;1, clustered distribution 
     R=1, random distribution; and 
     R&gt;1, uniform distribution. 
     The R statistic may be used in conjunction with the formulation just described involving the binomial probability distribution and false alarm rate in deciding to accept or reject the “white noise” hypothesis—or it may be used as the sole determinant. Its use is particularly warranted in very small samples (N&lt;10). In actuality, R may never have a precise value of 1. Therefore, a recommended rule for determining randomness based on the R statistic of equation (8) is that data are considered random if: 
     
       
           R   j−1   ≦R   j   ≦R   j+1 , 
       
     
     where R j =min(1−R i ). 
     1≦i≦k 
     To exemplify this rule, consider the data set of the previous example, i.e., N=Δt=30, ΔY=20, ΔZ=9 and k=30, resulting in the following: 
     
       
         
               
               
               
               
             
               
               
               
               
             
           
               
                   
               
               
                 
                   m 
                 
                 {circumflex over (p)} 
                 R m   
                 COMMENT 
               
               
                   
               
             
             
               
                   
               
             
          
           
               
                 1 
                  1/30 
                 0.05 
                   
               
               
                 2 
                  2/30 
                 0.11 
               
               
                 3 
                  3/30 
                 0.16 
               
               
                 4 
                  4/30 
                 0.21 
               
               
                 5 
                  5/30 
                 0.26 
               
               
                 6 
                  6/30 
                 0.32 
               
               
                 7 
                  7/30 
                 0.37 
               
               
                 8 
                  8/30 
                 0.42 
               
               
                 9 
                  9/30 
                 0.47 
               
               
                 10 
                 10/30 
                 0.53 
               
               
                 11 
                 11/30 
                 0.58 
               
               
                 12 
                 12/30 
                 0.63 
               
               
                 13 
                 13/30 
                 0.69 
               
               
                 14 
                 14/30 
                 0.74 
               
               
                 15 
                 15/30 
                 0.79 
               
               
                 16 
                 16/30 
                 0.84 
               
               
                 17 
                 17/30 
                 0.90 
               
               
                 18 
                 18/30 
                 0.95 
                 R j−1   
               
               
                 19 
                 19/30 
                 1.00 
                 R j  = 1.00 
               
               
                 20 
                 20/30 
                 1.05 
               
               
                 21 
                 21/30 
                 * 
                 *Data for R 
               
               
                 22 
                 22/30 
                 * 
                 not shown 
               
               
                 23 
                 23/30 
                 * 
               
               
                 24 
                 24/30 
                 * 
               
               
                 25 
                 25/30 
                 * 
               
               
                 26 
                 26/30 
                 * 
               
               
                 27 
                 27/30 
                 * 
               
               
                 28 
                 28/30 
                 * 
               
               
                 29 
                 29/30 
                 * 
               
               
                 30 
                 30/30 
                 * 
               
               
                   
               
             
          
         
       
     
     Thus, an R statistic between 0.95 and 1.05 is taken as a range of “randomness”, i.e., one value 6 from R≈1.00, corresponding to m between 18 and 20. An R value below or above these boundaries indicates “non-random”. In summary, operators may find the role of the R statistic to be more intuitively useful when very small sample sizes exist, for which no quantitative traditional method is useful in three-space. 
     EXAMPLE 
     Having thus explained the theory of the invention, an example thereof will now be presented for purposes of further illustration and understanding (see, FIGS.  3  and  4 ). A value for N is first selected, here N=30 (step  100 , FIG.  3 ). A time series distribution of data points is then read into a display/operating subsystem δ adapted to accommodate a data set of size N from data processing system  10  (step  102 ). Thereafter, the absolute value of the difference between the largest and the smallest data points for each measure, ΔY and, is determined by a first comparator device  12  (step  104 ). In this example, it will be assumed that N=Δt=30 measurements with a measured amplitudes of ΔY=20 units and ΔZ=9 units. The N, ΔY and ΔZ values are then used by window creating device  14  to create a virtual volume in the display/operating system enclosing the input time series distribution, the size of the volume so created being Δt*ΔY*ΔZ=5400 units (step  106 ). 
     Thereafter, as described above, the virtual volume is divided by the cube creating device  14  into a plurality k of cubes C hij  (see FIG.  4 ), each cube having the same geometric shape and enclosing an equal volume so as to substantially fill the virtual volume containing the input time series distribution set of data points (step  108 ). The value of k is established by the relation given in equations (2) through (4):        k   =         int        (       Δ                 t     δ     )       *     int        (       Δ                 Y     δ     )       *     int        (       Δ                 Z     δ     )         =       5   *   3   *   2     =   30               δ   =           Δ                 t   *   Δ                 Y   *   Δ                 Z     k     3     =     5.65   .                              
     Thus, the 5400 unit 3  space of the virtual volume is partitioned into 30 cubes of side 5.65 so that the whole space is filled (k*δ 3 =5400). The time-axis arithmetic sequence of cuts are: 0, 5.65, . . . , int(Δt/δ)*δ=28.2. The Y amplitude axis cuts are: min(Y), min(Y)+δ, . . . , min(Y)+int(ΔY/δ)*δ=max (Y) and the Z amplitude axis cuts are: min(Z), min(Z)+δ. . . , min(Z)+int (ΔZ/δ)*δ=max(Z) 
     Next, the probability false alarm rate is set at step  110  according to the value of k as discussed above. More particularly, in this case α=0.01, and the probability of a false alarm within the critical region is α/2=0.005. 
     The randomness count is then calculated by first computing device  16  at step  112  according to the relation of equation (5): 
     
       
           k*Θ=k *(1−e −N/k )=30*0.632≅19. 
       
     
     Therefore, the number of cubes expected to be non-empty in this example, if the input time series distribution is random, is about 19. 
     The binomial distribution discussed above is then calculated by a second computing device  18  according to the relationships discussed above (step  114 , FIG.  3 ). Representative values for this distribution are shown in FIG. 5 for each number of possible occupied cells m for k=30 and Θ=0.632. 
     The upper and lower randomness boundaries then are determined, also by second calculating device  18 . Specifically, the lower boundary is calculated from FIG. 5 (step  116 ) from the criterion P(M≦m)≦α 0 /2 . Then, computing the binomial probabilities results in P(M≦11)=0.00265. Thus, the lower bound is m 1 =11. 
     The upper boundary, on the other hand, is the randomness boundary m 2  from the criterion P(M≧m)≦α 0 /2 . Computing the binomial probabilities gives P(M≧27)=0.00435; hence m 2=27  is taken as the upper bound (step  118 ). The probabilities necessary for this calculation also are shown in FIG.  5 . 
     Therefore, the critical region is defined in this example as m 1 ≦11, and M 2 ≧27 (step  120 ). 
     The actual number of cells containing one or more data points of the time series distribution determined by analysis/counter device  20  (step  122 , FIG. 3) is then used by divider  22  and a second comparator  24  in the determination of the randomness of the distribution (step  124 , FIG.  3 ). Specifically, using m=18 as an example, it will be seen that the sample statistic {circumflex over (P)}=m/k=0.600, and that R={circumflex over (P)}/Θ=0.600/0.632=0.94. This value is close to the randomness boundary without consideration of the discrete binomial probability calculations discussed above. It is also worth noting in this regard that the total probability is 0.00265+0.00435=0.00700, which is the probability of being wrong in deciding “random”. This value is less than the probability of a false alarm, PFA=0.01. Thus, the actual protection against an incorrect decision is much higher (by about 30%) than the a priori sampling plan specified. 
     Since m=18 falls inside of the critical region, i.e., m 1 ≦18 ≦m 2 , the decision is that the data represent an essentially white noise distribution (step  126 ). Accordingly, the distribution is labeled at step  128  by the labeling device  26  as a noise distribution, and transferred back to the data processing system  10  for further processing. In the naval sonar situation having a spatial component, a signal distribution labeled as white noise would be discarded by the processing system, but in some situations a further analysis of the white noise nature of the distribution would be possible. Similarly, the invention is contemplated to be useful as an improvement on systems that look for patterns and correlations among data points. For example, overlapping time series distributions might be analyzed in order to determine where a meaningful signal begins and ends. 
     It will be understood that many additional changes in the details, materials, steps and arrangement of parts, which have been herein described and illustrated in order to explain the nature of the invention, may be made by those skilled in the art within the principles and scope of the invention as expressed in the appended claims.