Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/52072| Title: | Fast nonparametric algorithm for change point detection in stochastic process |
| Authors: | Nikitenok, V. I. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2013 |
| Publisher: | Minsk : Publ. center of BSU |
| Citation: | Computer Data Analysis and Modeling: Theoretical and Applied Stochastics : Proc. of the Tenth Intern. Conf., Minsk, Sept. 10–14, 2013. Vol 2. — Minsk, 2013. - P. 134-137 |
| Abstract: | The problem of constructing algorithms for change point detecting in a ran- dom process is considered. We investigate processes with change of spectral density or correlation function of the process. The algorithms use emission sta- tistics of random processes: the average number of positive and negative emis- sions above a given level and rapid procedure sliding nonparametric hypothesis testing with the estimation of the moments of change points appearance. |
| URI: | http://elib.bsu.by/handle/123456789/52072 |
| Appears in Collections: | 2013. Computer Data Analysis and Modeling. Vol 2 Vol. 2 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 134-137.pdf | 352,71 kB | Adobe PDF | View/Open |
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