Detection of change points in time series analysis with fuzzy statistics

DOI10.1080/00207720110034698zbMath1008.62084OpenAlexW2081994161MaRDI QIDQ3152444

Berlin Wu, Kuldeep Kumar

Publication date: 10 December 2002

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

Full work available at URL: https://doi.org/10.1080/00207720110034698

zbMATH Keywords

fuzzy clusteringfuzzy entropyChow testfuzzy change pointsfuzzy detecting procedures

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Detection theory in information and communication theory (94A13) Statistical aspects of information-theoretic topics (62B10) Fuzzy sets and logic (in connection with information, communication, or circuits theory) (94D05)

Related Items (1)

A NEW APPROACH OF BIVARIATE FUZZY TIME SERIES ANALYSIS TO THE FORECASTING OF A STOCK INDEX

This page was built for publication: Detection of change points in time series analysis with fuzzy statistics