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Multiple change point detection and validation in autoregressive time series data
It is quite common that the structure of a time series changes abruptly. Identifying these change points and describing the model structure in the segments between these change points is of interest. In this paper, time series data is modelled assuming each segment is an autoregressive time series w...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
2020
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7116705/ https://www.ncbi.nlm.nih.gov/pubmed/33564212 http://dx.doi.org/10.1007/s00362-020-01198-w |