The application of regression trees to detecting multiple structural breaks in the mean of a time series
A non parametric approach is proposed for dating structural breaks whose number and dates of occurrence are a priori unknown. In particular, the case of level shifts is considered. For the purpose of locating the breakdates the method exploits, in the framework of least square regression trees, the contiguity property introduced by Fisher for grouping a single real variable. The proposed approach is applied to study the changes in growth rates in Campito Mountain bristlecone pines, a standard example of a long memory time series.
- Engineering: Reports