| Title:
|
A method of trend recognition in time series (English) |
| Author:
|
Michálek, Jiří |
| Author:
|
Skřivánek, Jiří |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
28 |
| Issue:
|
6 |
| Year:
|
1992 |
| Pages:
|
472-483 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62M02 |
| MSC:
|
62M10 |
| idZBL:
|
Zbl 0779.62077 |
| idMR:
|
MR1204596 |
| . |
| Date available:
|
2009-09-24T18:34:40Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125351 |
| . |
| Reference:
|
[1] M. Basseville, A. Benveniste (eds.): Detection of Abrupt Changes in Signals and Dynamical Systems.(Lecture Notes in Control and Information Sciences 77.) Springer-Verlag, Berlin - Heidelberg - New York 1986. Zbl 0578.93056 |
| Reference:
|
[2] M. Basseville, A. Benveniste: Design and comparative study of some sequential jump detection algorithms for digital signals.IEEE Trans. Acoust. Speach. Sig. Process A.S.S.P.-31 (1983), 3, 521-534. |
| Reference:
|
[3] G. Lorden: Procedures for reacting to a change in distribution.Ann. Math. Statist. 42 (1971), 6, 1897-1908. Zbl 0255.62067, MR 0309251 |
| Reference:
|
[4] A.N. Shiriyaev: On optimum methods in quickest detection problems.Theory Probab. Appl. 8 (1963), 1, 22-46. |
| Reference:
|
[5] I. Vajda: Theory of Statistical Inference and Information.Kluwer Academic Publishers, Dordrecht 1989. Zbl 0711.62002 |
| Reference:
|
[6] J. Michálek: Yule-Walker estimates and asymptotic I-divergence rate.Problems Control Inform. Theory 19 (1990), 5-6, 387-398. MR 1086831 |
| Reference:
|
[7] J. Michálek: Levinson's algorithm and I-divergence.In: Proc. 10-th Prague Conf. on Inform. Theory, Stat. Dec. Funct. Random Proc, vol. B, Academia, Prague 1992, pp. 239-250. Zbl 0769.62070 |
| . |
