An MDL approach to the climate segmentation problem

DOI10.1214/09-AOAS289zbMath1189.62180arXiv1010.1397OpenAlexW1968618986MaRDI QIDQ977634

Qiqi Lu, Thomas C. M. Lee, Robert B. Lund

Publication date: 23 June 2010

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.1397

zbMATH Keywords

changepointstime seriesgenetic algorithmminimum description lengthlevel shiftsperiodic autoregression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Applications of mathematical programming (90C90) Approximation methods and heuristics in mathematical programming (90C59) Statistical aspects of information-theoretic topics (62B10)

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