Change Point Detection in Time Series Using Higher-Order Statistics: A Heuristic Approach
نویسندگان
چکیده
منابع مشابه
Change Point Detection in Time Series Using Higher-Order Statistics: A Heuristic Approach
Changes in the level of a time series are usually attributed to an intervention that affects its temporal evolution. The resulting time series are referred to as interrupted time series and may be used to identify the events that caused the intervention and to quantify their impact. In the present paper, a heuristic method for level change detection in time series is presented.Themethod uses hi...
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ژورنال
عنوان ژورنال: Mathematical Problems in Engineering
سال: 2013
ISSN: 1024-123X,1563-5147
DOI: 10.1155/2013/317613