چینیپرداز, رحیم
گروه آمار، دانشگاه شهید چمران اهواز
[ 1 ] - شناسایی انواع تغییرات تأثیر گذار بر رفتار مدلهای سریزمانی ساختاری با معادلات فضای حالت
In this paper a method has been given to detect the shocks in structural time series using Kalman filter algorithm. As the Kalman filter algorithm is used for state space forms which include ARMA models as an especial case, the suggested method can be used for more general time series than linear models. Five shocks; additive outlier, level change, seasonal change, periodic change and slope chang…
[ 2 ] - Discrimination of time series based on kernel method
Classical methods in discrimination such as linear and quadratic do not have good efficiency in the case of nongaussian or nonlinear time series data. In nonparametric kernel discrimination in which the kernel estimators of likelihood functions are used instead of their real values has been shown to have good performance. The misclassification rate of kernel discrimination is usually less than li…
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