Optimal Segmentation of Random Sequences

Informatica

Volumn 11, Issue 3, 2000, Pages 243-256

  Lipeika, Antanas ^a  

^a VILNIUS UNIVERSITY   (Lithuania)

Author keywords

Dynamic programming; Least square; Maximum likelihood; Optimal segmentation

Indexed keywords

EID: 0141538578     PISSN: 08684952     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (18)

1. Bhattacharya G.K., R.A. Johnson (1968). Non-parametric test for shift at an unknown time point, Ann. Math. Stat., 39, 1731-1743.
2. Cooper L., M. Cooper (1981). Introduction to Dynamic Programming, Pergamon Press.
3. Duda R.O., P.E. Hart (1973). Pattern Classification and Scene Analysis, John Wiley & Sons, New York.
4. Kander Z., S. Zacks (1965). Test procedures for possible changes in parameters of statistical distributions occurring at unknown time points. Ann. Math. Stat., 37, 999-1018.
5. Kligienė N. (1974). On the estimation of the change point in the autoregressive sequence. In Proc. of the 7th Prague Conference on Information Theory, Statistical Decision Functions and Random Processes, Prague.
6. Lipeika A. (1975). Estimation of the accuracy of determination of the time moment of change in the properties of random series. Statistical Problems of Control, 7, 76-87 (in Russian).
7. Lipeika A. (1975). Determination of changes in the properties of autoregressive sequences. A two dimensional case. Statistical Problems of Control, 12, 27-41 (in Russian).
8. Lipeika A. (1977). Determination of changes in the properties of an autoregressive sequence. Statistical Problems of Control, 24, 27-71 (in Russian).
9. Lipeika A. (1979). On the determination of changes in the properties of an autoregressive sequence. Statistical Problems of Control, 39, 9-24 (in Russian).
10. Lipeika A., J. Lipeikienė (1987). Application of dynamic programming method for change detection in the properties of random autoregressive sequences, Statistical Problems of Control, 80, 9-23 (in Russian).
11. Lipeika A., J. Lipeikienė (1992). Estimation of many change-points in long autoregressive sequences. Informatica, 3(1), 37-46.
12. Lipeikienė J. (1973). Determination of the change in the properties of the random sequence described by the autoregressive-moving average model. Statistical Problems of Control, 7, 65-75 (in Russian).
13. Page E.S. (1958). A Test for a change in parameter occurring at an unknown point. Biometrika, 44, 248-252.
14. Proakis J.G., D.G. Manolakis (1996). Digital Signal Processing: Principles, Algorithms, and Applications. Prentice Hall.
15. Rabiner L., D.-H. Juang (1993). Fundamentals of Speech Recognition. Prentice Hall.
16. Telksnys L. (1969). About application of optimal Bayes training algorithm to determination change points in the properties of random signals, Avtomatika i Telemechanika, 6 (in Russian).
17. Telksnys L. (1972). Determination of changes in the properties and recognition of random processes with a complicated structure. In Proc. of the 5th IFAC World Congress, Paris 12-17 June.
18. Telksnys L. (1973). Determination of changes in the properties of random processes by the Bayes method. In Proc. of the 3rd IFAC Symp., Netherlands.