Thread Subject:
I am finding algoritm detectin change-point moment change dispertion

Subject: I am finding algoritm detectin change-point moment change dispertion

From: Oleg Nazarevych

Date: 30 Nov, 2012 13:52:08

Message: 1 of 1

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I am finding algoritm detectin change-point moment change dispertion
Like this - http://brain.bio.msu.ru/papers/chp2000/KaplanShishkin2000.htm
O like CUSUM etc.

To segmentation residual for time series to stationary bound.
Like this - http://screencast.com/t/fv11w4LuhZP

Mail me: taltek.te@gmail.com

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cusum Oleg Nazarevych 30 Nov, 2012 08:54:10
cusum test Oleg Nazarevych 30 Nov, 2012 08:54:10
changepoint detect... Oleg Nazarevych 30 Nov, 2012 08:54:10
kaplan Oleg Nazarevych 30 Nov, 2012 08:54:10
shishkin Oleg Nazarevych 30 Nov, 2012 08:54:10
brodsky Oleg Nazarevych 30 Nov, 2012 08:54:10
darkhovsky Oleg Nazarevych 30 Nov, 2012 08:54:10
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