Impact of Serial Correlation on Change Point Detection by Sparse Parameter Estimation

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F11%3A00053014" target="_blank" >RIV/00216224:14560/11:00053014 - isvavai.cz</a>

Alternative codes found

RIV/60162694:G42__/11:00448983

Result on the web

<a href="http://archiv.aplimat.com/2011/Proceedings/Modeling_and_Simulation/Neubauer_Vesely.pdf" target="_blank" >http://archiv.aplimat.com/2011/Proceedings/Modeling_and_Simulation/Neubauer_Vesely.pdf</a>

DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Impact of Serial Correlation on Change Point Detection by Sparse Parameter Estimation

Original language description

The contribution deals with change point detection in a one-dimensional stochastic process when using sparse parameter estimation from an overparametrized model. A stochastic process with change in the mean is estimated using dictionary consisting of Heaviside functions. The basis pursuit algorithm is applied to get sparse parameter estimates. Impact of serial correlations on change point detection is studied by simulations.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

<a href="/en/project/GPP402%2F10%2FP209" target="_blank" >GPP402/10/P209: Models of time series and methods of change point detection</a><br>

Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2011

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

10th International Conference APLIMAT 2011

ISBN

978-80-89313-51-8

ISSN

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e-ISSN

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Number of pages

6

Pages from-to

1249-1254

Publisher name

Neuveden

Place of publication

Bratislava

Event location

Bratislava (SK)

Event date

Feb 1, 2011

Type of event by nationality

EUR - Evropská akce

UT code for WoS article

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