Time series segmentation: A sliding window approach

DOI10.1016/0020-0255(95)00021-GMaRDI QIDQ1357087zbMATH OpenFDO

Authors Chia-Shang James Chu

Publication date 16 June 1997

Published in Information Sciences (Search for Journal in Brave)

zbMATH Keywords

Akaike information criterionlimiting distributionsasymptotic threshold valueschange point localizationdetecting nonstationarityon-line, sliding window segmentation algorithmssegmentation of piecewise stationary time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cites work

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(11)

• Adaptive sequential segmentation of piecewise stationary time series
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• scientific article; zbMATH DE number 3848453 (Why is no real title available?)
• Time series segmentation using a novel adaptive eigendecomposition algorithm
• scientific article; zbMATH DE number 2154631 (Why is no real title available?)
• scientific article; zbMATH DE number 3880571 (Why is no real title available?)
• scientific article; zbMATH DE number 1982654 (Why is no real title available?)
• scientific article; zbMATH DE number 2166729 (Why is no real title available?)
• A novel framework for fatigue cracking and life prediction: perfect combination of peridynamic method and deep neural network
• Detection of locally stationary segments in time series
• Segmenting mean-nonstationary time series via trending regressions

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