Multiscale spectral analysis for detecting short and long range changepoints in time series

No Thumbnail Available

Files

Multiscalespectralanalysis for detectingshort and longrange change points in timeseries.pdf (2.52 MB)

Date

2008-03-15

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

Keywords

Change points, Time horizons (time scales), Stationary segments, Multiscale spectral analysis

Citation

Computational Statistics & Data Analysis,v. 52,no. 7, p.3310–3330

URI

http://hdl.handle.net/10263/4752

Collections

Computer Science

Endorsement

Review

Supplemented By

Referenced By