14 November 2007 Inference on time series based on change points
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Proceedings Volume 6790, MIPPR 2007: Remote Sensing and GIS Data Processing and Applications; and Innovative Multispectral Technology and Applications; 67904C (2007) https://doi.org/10.1117/12.774821
Event: International Symposium on Multispectral Image Processing and Pattern Recognition, 2007, Wuhan, China
Abstract
Change point problem is studied in this paper and a statistical inference method is also proposed which can be used to infer whether change points exist, how many change point there are, which kind they are and where they are. A fact is that change point theory is aimed to solve some problems of nonlinear data processing by statistics. This paper establishes a new algorithm based on Artificial Neural Network (ANN) which has self-organizing feature map (SOM) compared with the conventional approach to analyze change point and change degree. Change point can be applied to segment the phases of time series.
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Hong Wang, Hong Wang, Jun Zhang, Jun Zhang, Hongrui Zhao, Hongrui Zhao, } "Inference on time series based on change points", Proc. SPIE 6790, MIPPR 2007: Remote Sensing and GIS Data Processing and Applications; and Innovative Multispectral Technology and Applications, 67904C (14 November 2007); doi: 10.1117/12.774821; https://doi.org/10.1117/12.774821
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