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.
Identification of level shifts in stationary processes / Rea, W.; Reale, M.; Cappelli, Carmela; Brown, J. A.. - STAMPA. - (2006), pp. 438-441. (Intervento presentato al convegno IWSM06 21th International Workshop on Statistical Modelling tenutosi a National University of Ireland, Galway nel 3 -7 July 2006).
Identification of level shifts in stationary processes
CAPPELLI, CARMELA;
2006
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.File in questo prodotto:
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