Detection of Locally Stationary Segments in Time Series
暂无分享,去创建一个
In many applications it is required to segment a time series into its locally stationary parts. Two applications are presented:
[1] S. Adak. Time dependent spectral analysis of nonstationary time series , 1996 .
[2] David G. Stork,et al. The Physics of Sound , 1982 .
[3] R. Dahlhaus. Fitting time series models to nonstationary processes , 1997 .
[4] Uwe Ligges,et al. Detection of locally stationary segments in time series: Algorithms and applications , 2002 .
[5] Richard A. Davis,et al. Time Series: Theory and Methods , 2013 .