Use of fuzzy statistical technique in change periods detection of nonlinear time series

DOI10.1016/S0096-3003(98)00011-3zbMath0943.62093MaRDI QIDQ1294296

Berlin Wu, Mei-Hui Chen

Publication date: 10 September 2000

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

change pointsnonlinear time seriesfuzzy statisticsRCUSUMrevised centered cumulative sums of squares

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

Evaluating forecasting performance for interval data ⋮ Using genetic algorithms to parameters \((d,r)\) estimation for threshold autoregressive models ⋮ Quadrant scan for multi-scale transition detection

Cites Work

• A test for a change in a parameter occurring at an unknown point
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Nonlinearity tests for time series
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
• A Bayesian Analysis for Change Point Problems
• Testing and Modeling Threshold Autoregressive Processes
• A cusum test in the linear regression model with serially correlated disturbances
• Fuzzy sets
• Unnamed Item