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.

翻译：从统计角度研究利用蒙特卡洛单频谱分析(MC-SSA)在噪音时间序列中探测信号的问题。MC-SSA测试包括同时测试与不同频率存在有关的若干假设。多重MC-SSA测试程序旨在控制家庭误差率。建议采用控制第一类和第二类误差以及比较标准的技术,以研究多种模式的MC-SSA。