메뉴 건너뛰기




Volumn 16, Issue 5, 2006, Pages 215-221

Bayesian approach to change points detection in time series

Author keywords

Bayesian classification and segmentation; Change point analysis; Time series analysis

Indexed keywords

COMPUTATIONAL METHODS; CORRELATION METHODS; MARKOV PROCESSES; MONTE CARLO METHODS; PARAMETER ESTIMATION; POISSON DISTRIBUTION; PROBABILITY DENSITY FUNCTION; STATISTICS; TIME SERIES ANALYSIS;

EID: 34247133391     PISSN: 08999457     EISSN: 10981098     Source Type: Journal    
DOI: 10.1002/ima.20080     Document Type: Conference Paper
Times cited : (23)

References (10)
  • 1
    • 0024016387 scopus 로고
    • Detecting changes in signals and systems - a survey
    • M. Basseville, Detecting changes in signals and systems - a survey, Automatica 24 (1988), 309-326.
    • (1988) Automatica , vol.24 , pp. 309-326
    • Basseville, M.1
  • 2
    • 0022230668 scopus 로고
    • A fast maximum-likelihood estimation and detection algorithm for Bernoulli-Gaussian processes
    • Tampa, FL, April
    • C.Y. Chi, J. Goustias, and J.M. Mendel, A fast maximum-likelihood estimation and detection algorithm for Bernoulli-Gaussian processes, Proc Int Conf Acoustic, Speech Signal Process Tampa, FL, April 1985, pp. 1297-1300.
    • (1985) Proc Int Conf Acoustic, Speech Signal Process , pp. 1297-1300
    • Chi, C.Y.1    Goustias, J.2    Mendel, J.M.3
  • 3
    • 33646687960 scopus 로고    scopus 로고
    • Exact and efficient Bayesian inference for multiple change-point problems
    • P. Fearnhead, Exact and efficient Bayesian inference for multiple change-point problems, Statistics and Computing 16 (2006), 203-213.
    • (2006) Statistics and Computing , vol.16 , pp. 203-213
    • Fearnhead, P.1
  • 4
    • 84974694581 scopus 로고    scopus 로고
    • L.J. Fitzgibbon and D.L. Dowe, Minimum message length grouping of ordered data, in Algorithmic Learning Theory, 1968, pp. 56-70, Springer, Berlin, 2000. 11th International Conference, ALT 2000, Sydney, Australia, December 2000.
    • L.J. Fitzgibbon and D.L. Dowe, Minimum message length grouping of ordered data, in Algorithmic Learning Theory, Vol. 1968, pp. 56-70, Springer, Berlin, 2000. 11th International Conference, ALT 2000, Sydney, Australia, December 2000.
  • 5
    • 84947938427 scopus 로고    scopus 로고
    • Change-point estimation using new minimum message length approximations
    • Proceedings of the Seventh Pacific Rim International Conference on Artificial Intelligence (PRICAI-2002, M. Ishizuka and A. Sattar, eds, of, Berlin, pp, Japanese Society for Artificial Intelligence JSAI, Springer-Verlag, August
    • L. Fitzgibbon, D.L. Dowe, and L. Allison, Change-point estimation using new minimum message length approximations, in Proceedings of the Seventh Pacific Rim International Conference on Artificial Intelligence (PRICAI-2002) (M. Ishizuka and A. Sattar, eds.), Vol. 2417 of LNAI, (Berlin), pp. 244-254, Japanese Society for Artificial Intelligence (JSAI), Springer-Verlag, August 2002.
    • (2002) LNAI , vol.2417 , pp. 244-254
    • Fitzgibbon, L.1    Dowe, D.L.2    Allison, L.3
  • 6
    • 0024001459 scopus 로고
    • Optimal simultaneous detection and estimation of filtered discrete semi-Markov chains
    • J.K. Goutsias and J.M. Mendel, Optimal simultaneous detection and estimation of filtered discrete semi-Markov chains, IEEE Trans Information Theory 34 (1988), 551-568.
    • (1988) IEEE Trans Information Theory , vol.34 , pp. 551-568
    • Goutsias, J.K.1    Mendel, J.M.2
  • 7
    • 0033480863 scopus 로고    scopus 로고
    • A non-homogeneous hidden Markov model for precipitation occurrence
    • J.P. Hughes, P. Guttorp, and S.P. Charles, A non-homogeneous hidden Markov model for precipitation occurrence, Appl Stat 48 (1999), 15-30.
    • (1999) Appl Stat , vol.48 , pp. 15-30
    • Hughes, J.P.1    Guttorp, P.2    Charles, S.P.3
  • 8
    • 0020126947 scopus 로고
    • Maximum-likelihood detection and estimation of Bernoulli-Gaussian processes
    • J.J. Kormylo and J.M. Mendel, Maximum-likelihood detection and estimation of Bernoulli-Gaussian processes, IEEE Trans Information Theory 28 (1982), 482-488.
    • (1982) IEEE Trans Information Theory , vol.28 , pp. 482-488
    • Kormylo, J.J.1    Mendel, J.M.2
  • 10
    • 0026255021 scopus 로고
    • Detection and localization of multiple sources via the stochastic signals model
    • M. Wax, Detection and localization of multiple sources via the stochastic signals model, IEEE Trans Signal Proces 39 (1991), 2450-2456.
    • (1991) IEEE Trans Signal Proces , vol.39 , pp. 2450-2456
    • Wax, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.