Nonparametric multiple change point estimation in highly dependent time series

Given a heterogeneous time-series sample, the objective is to find points in time, called change points, where the probability distribution generating the data has changed. The data are assumed to have been generated by arbitrary unknown stationary ergodic distributions. No modelling, independence o...
Ausführliche Beschreibung

Gespeichert in:
Autor*in:

Khaleghi, Azadeh [verfasserIn]

Ryabko, Daniil

Format:

E-Artikel

Sprache:

Englisch

Erschienen:

2016

Schlagwörter:

Stationary ergodic time series

Consistency

Change point analysis

Unsupervised learning

Umfang:

15

Übergeordnetes Werk:

Enthalten in: Influence of bulk fibre properties of PAN-based carbon felts on their performance in vanadium redox flow batteries - Schweiss, Rüdiger ELSEVIER, 2015transfer abstract, the journal of the EATCS, Amsterdam [u.a.]

Übergeordnetes Werk:

volume:620 ; year:2016 ; day:21 ; month:03 ; pages:119-133 ; extent:15

Links:

Volltext

DOI / URN:

10.1016/j.tcs.2015.10.041

Katalog-ID:

ELV040059081

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