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    Identification of level shifts in stationary processes (2006)

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    Type of Content
    Conference Contributions - Published
    UC Permalink
    http://hdl.handle.net/10092/87
    Publisher
    University of Canterbury. Mathematics and Statistics.
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    • Engineering: Conference Contributions [2131]
    Authors
    Rea, W., Reale, M., Capelli, C., Brown, J.A.show all
    Abstract

    ART was introduced as a modified use of CART methodology for quick detection of structural breaks in the mean levels. In this paper simulations are presented to test ART against a number of different types of time series, to find a good pruning method, and to compare with alternative approaches.

    Citation
    Rea, W., Reale, M., Capelli, C., Brown, J.A. (2006) Identification of level shifts in stationary processes. National University of Ireland, Galway, Ireland: 21st International Workshop on Statistical Modelling, 3-7 Jul 2006. Proceedings of the 21st International Workshop on Statistical Modelling Conference 2006, 438-441.
    This citation is automatically generated and may be unreliable. Use as a guide only.
    Keywords
    structural breaks; regression trees; time series
    Rights
    https://hdl.handle.net/10092/17651
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