A new approach for detecting gradual changes in non-stationary time series with seasonal effects

DOI10.1007/S42952-020-00086-1zbMATH Open1485.62114OpenAlexW3088263228MaRDI QIDQ2131997FDOQ2131997

Authors: Guebin Choi 

Publication date: 27 April 2022

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-020-00086-1

Recommendations

• Gradient-based structural change detection for nonstationary time series M-estimation
• Identification of Aperiodic Seasonality in Non-Gaussian Time Series
• A Scale‐space Approach for Detecting Non‐stationarities in Time Series
• Diagnosing seasonal shifts in time series using state space models
• Detecting dynamical nonstationarity in time series data
• Detecting dynamical nonstationarity in time series data
• Methods of analyzing nonstationary time series with implicit changes in their properties
• Nonparametric change point detection in multivariate piecewise stationary time series

zbMATH Keywords

change point detectionnon-stationary time seriesgradual changestwo-stage filter

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

• Detecting gradual changes in locally stationary processes
• On the Absolute Continuity of Distributions of Functionals of Random Processes

Cited In (2)

• Monitoring abrupt changes in satellite time series by seasonal confidence interval of regression residuals
• On the nearly nonstationary seasonal time series

This page was built for publication: A new approach for detecting gradual changes in non-stationary time series with seasonal effects

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2131997)