THE SHAPE OF CUSUM - AN INDICATOR FOR TENDENCIES IN A TIME-SERIES

被引：8

作者：

DOERFFEL, K

HERFURTH, G

LIEBICH, V

WENDLANDT, E

机构：

[1] CENT INST SOLID STATE PHYS & MAT RES,O-8027 DRESDEN,GERMANY

[2] CHEM IND HLTH CTR,O-4220 LEUNA,GERMANY

来源：

FRESENIUS JOURNAL OF ANALYTICAL CHEMISTRY | 1991年 / 341卷 / 09期

关键词：

D O I：

10.1007/BF00328488

中图分类号：

O65 [分析化学];

学科分类号：

070302 ; 081704 ;

摘要：

CUSUM (cumulative sum) can be seen as integral of the attached time series. Therefore the shape of CUSUM allows conclusions as to the type of an instationarity inherent in the time series to be made. This indirect way is advantageous for the evaluation of time series with high random fluctuations. The theoretical background for the information to be derived from the shape of CUSUM as well as examples for application (time series, distribution analysis) are shown in this paper.

引用

页码：519 / 523

页数：5