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Browsing by Subject "statistical tests"

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  • thumbnail.journal.alt
    Item type:Article, Access status: Open Access ,
    Statystyczne i statystyczno-regułowe metody segmentacji szeregów czasowych
    (Wydawnictwa AGH, 2007) Duda, Jan Tadeusz
    Time series segmentation techniąues based on statistical tests are discussed. A generalization of Likelihood-Ratio Tests (LRT) is proposed, dedicated for detection of trend changes under auto-correlated noise. An evaluation of segmentation reliability with LRT is presented. It is shown that high efficiency of segmentation can be reached by rule-enhanced statistical tests, with spectral properties of noise being taken into account. The presentation is completed with convincing examples of application of the modified methods.