DETECTING CHANGE IN A TIME-SERIES

被引：35

作者：

SEGEN, J ^{[1
]}

SANDERSON, AC ^{[1
]}

机构：

[1] CARNEGIE MELLON UNIV,DEPT ELECT ENGN,PITTSBURGH,PA 15213

来源：

IEEE TRANSACTIONS ON INFORMATION THEORY | 1980年 / 26卷 / 02期

关键词：

D O I：

10.1109/TIT.1980.1056151

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：249 / 255

页数：7

共 29 条

[1] SEQUENTIAL PROCEDURES FOR DETECTING PARAMETER CHANGES IN A TIME-SERIES MODEL [J].

BAGSHAW, M ;

JOHNSON, RA .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1977, 72 (359) :593-597

[2] EFFECT OF SERIAL CORRELATION ON PERFORMANCE OF CUSUM TESTS II [J].

BAGSHAW, M ;

JOHNSON, RA .

TECHNOMETRICS, 1975, 17 (01) :73-80

[3]

BARNARD GA, 1959, J ROY STAT SOC B, V21, P239

[4] NONPARAMETRIC TESTS FOR SHIFT AT AN UNKNOWN TIME POINT [J].

BHATTACHARYYA, GK ;

JOHNSON, RA .

ANNALS OF MATHEMATICAL STATISTICS, 1968, 39 (05) :1731-+

[5]

Billingsley P, 1968, CONVERGENCE PROBABIL

[6] A CHANGE IN LEVEL OF A NON-STATIONARY TIME SERIES [J].

BOX, GEP ;

TIAO, GC .

BIOMETRIKA, 1965, 52 :181-&

[7]

BROWN RL, 1975, J ROY STAT SOC B MET, V37, P149

[8] ESTIMATING CURRENT MEAN OF NORMAL-DISTRIBUTION WHICH IS SUBJECTED TO CHANGES IN TIME [J].

CHERNOFF, H ;

ZACKS, S .

ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (03) :999-&

[9] TEST FOR A SHIFTING SLOPE COEFFICIENT IN A LINEAR MODEL [J].

FARLEY, JU ;

HINICH, MJ .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1970, 65 (331) :1320-&

[10]

FARLEY JU, 1971, WP77701 GSIA CARN ME

← 1 2 3 →