Change point analysis of imprecise time series

DOI10.1016/j.fss.2013.03.001zbMath1284.62594MaRDI QIDQ2445523

Francesca Di Iorio, Carmela Cappelli, Pierpaolo D'Urso

Publication date: 14 April 2014

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2013.03.001

zbMATH Keywords

Bayesian information criterion (BIC); fuzzy time series; atheoretical regression trees (ART); deviation of fuzzy time series; imprecise time-varying evaluations

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M07: Non-Markovian processes: hypothesis testing

62M86: Inference from stochastic processes and fuzziness

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