An Algorithm Based on Singular Spectrum Analysis for Change-Point Detection (Q4707009)

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scientific article; zbMATH DE number 1924449
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An Algorithm Based on Singular Spectrum Analysis for Change-Point Detection
scientific article; zbMATH DE number 1924449

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    An Algorithm Based on Singular Spectrum Analysis for Change-Point Detection (English)
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    4 June 2003
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    Change-point detection, Singular-spectrum analysis, Sequential algorithm, Singular value decomposition
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