A multivariate descriptor method for change-point detection in nonlinear time series-Reference-Cited by-同舟云学术

A multivariate descriptor method for change-point detection in nonlinear time series

Published:2011-02 Issue:2 Volume:38 Page:327-342
ISSN:0266-4763
Container-title:Journal of Applied Statistics
language:en
Short-container-title:Journal of Applied Statistics

Author:

Balestrassi P. P.,Paiva A. P.,de Souza A. C. Zambroni,Turrioni J. B.,Popova Elmira

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/10256018808623883

Reference32 articles.

1. Electricity Price Forecasting in Deregulated Markets

2. Burrell, A. and Papantoni, T. Sequential algorithms for detecting changes in acting stochastic processes and on-line learning of their operational parameters. Proceedings of the 15th International Conference on Pattern Recognition. Vol. 2, pp.656–659. Barcelona, Spain

3. Castanie, F. and Denjean, F. Mean value jump detection using wavelet decomposition. Proceedings of IEEE-SP International Symposium on Time-Frequency and Time-Scale Analysis. Victoria, Canada. pp.181–184.

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