Detection of locally stationary segments in time series

DOI10.1007/978-3-642-57489-4_40MaRDI QIDQ3298699zbMATH OpenOpenAlexFDO

Authors Uwe Ligges, Claus Weihs, Petra Hasse-Becker

Publication date 15 July 2020

Published in Compstat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-57489-4_40

zbMATH Keywords

chattering predictionnote classificationsegmentationtime series

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cites work

• Fitting time series models to nonstationary processes
• Time series: theory and methods.
• Time-Dependent Spectral Analysis of Nonstationary Time Series

Cited in

(3)

• Time series segmentation: A sliding window approach
• Analysis of music time series
• Segmentation of piecewise stationary signals

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