Segmentation of non-stationary time series

DOI10.1080/00207727908941629zbMath0415.62068OpenAlexW2026142847MaRDI QIDQ3051277

Naohiro Ishii, Akira Iwata, Nobuo Suzumura

Publication date: 1979

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727908941629

zbMATH Keywords

sensitivityKullback divergencespectral densitiesBhattacharyya distanceKullback informationchange of amplitudechange of frequencyelectro- encephalographic datalikelihood ratio of residuals of autoregressive modelsegmentation of non-stationary time seriesspectral matching error measure

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Statistical aspects of information-theoretic topics (62B10)

Related Items (7)

Detecting changes in signals and systems - a survey ⋮ Blind separation of vibration signals and source change detection - application to machine monitoring ⋮ Fast method of interpolation for frequency estimation of sinusoidal and spindle data ⋮ Computer classification of the EEG time series by Kullback information measure ⋮ Segmentation of piecewise stationary signals ⋮ Change-point problems: bibliography and review ⋮ Comments on Sequential segmentation of nonstationary digital signals using spectral analysis

Cites Work

• Linear Prediction of Speech
• Signal selection in communication and radar systems

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