Sequential nonparametric algorithm for detecting time series breakdown

DOI10.1134/S0005117921120110MaRDI QIDQ2668463zbMATH OpenOpenAlexFDO

Authors A. A. Chervova, G. F. Filaretov, Bouchaala Zineddine

Publication date 4 March 2022

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0005117921120110

zbMATH Keywords

algorithm efficiencycontrol procedure synthesisdetection of changes in location characteristicsmonitoring systemprobabilistic algorithm characteristicrandom walk mechanismsequential nonparametric detection algorithmtime series breakdown

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic systems in control theory (general) (93E03)

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• CONTINUOUS INSPECTION SCHEMES
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• Note on a Distribution-Free CUSUM Technique

Cited in

(1)

• A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component

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