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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

  • DOI - Digital Object Identifier

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

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

  • 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

  • e-ISSN

  • Number of pages

    8

  • Pages from-to

  • 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