Change point detection by basis pursuit
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F09%3A00044819" target="_blank" >RIV/00216224:14560/09:00044819 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Change point detection by basis pursuit
Original language description
The contribution deals with overcomplete models and sparse parameter estimation for change point detection in one-dimensional stochastic processes. These processes are estimated by Heaviside functions. The BASIS PURSUIT algorithm is used to get sparse parameter estimate. The mentioned method of change point detection in stochastic processes is compared with standard methods by simulations.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2009
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings ROBUST 2008
ISBN
978-80-7015-004-7
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
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Publisher name
JČMF Praha
Place of publication
Prague
Event location
Sept. 2008, Pribylina (SK)
Event date
Jan 1, 2008
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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