Sequential nonparametric algorithm for detecting time series breakdown

DOI10.1134/S0005117921120110zbMath1483.93610OpenAlexW4210489628MaRDI QIDQ2668463

G. F. Filaretov, A. A. Chervova, Bouchaala Zineddine

Publication date: 4 March 2022

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117921120110

zbMATH Keywords

algorithm efficiencymonitoring systemcontrol procedure synthesisdetection of changes in location characteristicsprobabilistic algorithm characteristicrandom walk mechanismsequential nonparametric detection algorithmtime series breakdown

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic systems in control theory (general) (93E03)

Cites Work

• Note on a Distribution-Free CUSUM Technique
• CONTINUOUS INSPECTION SCHEMES
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