Change point detection by sparse parameter estimation
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F09%3A00045456" target="_blank" >RIV/00216224:14560/09:00045456 - 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 sparse parameter estimation
Original language description
The contribution is focused on change point detection in one-dimensional stochastic processes by sparse parameter estimation in overparametrized models. Stochastic processes with changes in the mean are estimated by Heaviside functions. The Basis Pursuitalgorithm is used to get sparse parameter estimates. 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
Selected papers of the XIII international conference ?Applied Stochastic Models and Data Analysis? (ASMDA-2009)
ISBN
978-9955-28-463-5
ISSN
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e-ISSN
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Number of pages
5
Pages from-to
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Publisher name
L. Sakalauskas, C. Skiadas and E. K. Zavadskas (Eds.), Institute of Mathematics and Informatics, Vilnius Gediminas Technical University
Place of publication
Vilnius (Lithuania)
Event location
June 30-July 3, 2009 , Vilnius (LT)
Event date
Jun 30, 2009
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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