Detecting change in a time-series (Corresp.)
From MaRDI portal
Publication:3908365
DOI10.1109/TIT.1980.1056151zbMath0458.62083MaRDI QIDQ3908365
Arthur C. Sanderson, Jakub Segen
Publication date: 1980
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (6)
Monitoring disruptions in financial markets ⋮ Detecting changes in signals and systems - a survey ⋮ New procedure for change detection operating on Rényi entropy with application in seismic signals processing ⋮ Change-point monitoring for online stochastic approximations ⋮ Segmentation of ARX-models using sum-of-norms regularization ⋮ Sequential segmentation of nonstationary digital signals using spectral analysis
This page was built for publication: Detecting change in a time-series (Corresp.)