Detection of change points in time series analysis with fuzzy statistics

DOI10.1080/00207720110034698zbMath1008.62084MaRDI QIDQ3152444

Kuldeep Kumar, Berlin Wu

Publication date: 10 December 2002

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207720110034698

zbMATH Keywords

fuzzy clustering; fuzzy entropy; Chow test; fuzzy change points; fuzzy detecting procedures

Mathematics Subject Classification ID

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

94A13: Detection theory in information and communication theory

62B10: Statistical aspects of information-theoretic topics

94D05: Fuzzy sets and logic (in connection with information, communication, or circuits theory)

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