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Description
  • The contribution deals with change point detection in a one-dimensional stochastic process when using sparse parameter estimation from an overparametrized model. A stochastic process with change in the mean is estimated using dictionary consisting of Heaviside functions. The basis pursuit algorithm is applied to get sparse parameter estimates. Impact of serial correlations on change point detection is studied by simulations.
  • The contribution deals with change point detection in a one-dimensional stochastic process when using sparse parameter estimation from an overparametrized model. A stochastic process with change in the mean is estimated using dictionary consisting of Heaviside functions. The basis pursuit algorithm is applied to get sparse parameter estimates. Impact of serial correlations on change point detection is studied by simulations. (en)
Title
  • Impact of Serial Correlation on Change Point Detection by Sparse Parameter Estimation
  • Impact of Serial Correlation on Change Point Detection by Sparse Parameter Estimation (en)
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  • Impact of Serial Correlation on Change Point Detection by Sparse Parameter Estimation
  • Impact of Serial Correlation on Change Point Detection by Sparse Parameter Estimation (en)
skos:notation
  • RIV/60162694:G42__/11:00448983!RIV12-GA0-G42_____
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GPP402/10/P209), Z(MSM0021622418)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 203713
http://linked.open...ai/riv/idVysledku
  • RIV/60162694:G42__/11:00448983
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Change point detection; overparametrized model; sparse parameter estimation; serial correlation (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [5E250916A2EF]
http://linked.open...v/mistoKonaniAkce
  • Bratislava
http://linked.open...i/riv/mistoVydani
  • Bratislava
http://linked.open...i/riv/nazevZdroje
  • 10th International Conference on Applied Mathematics (APLIMAT 2011)
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Neubauer, Jiří
  • Veselý, Vítězslav
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
http://purl.org/ne...btex#hasPublisher
  • Slovenská technická univerzita v Bratislave
https://schema.org/isbn
  • 978-80-89313-51-8
http://localhost/t...ganizacniJednotka
  • G42
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