Về một thuật toán chặt khúc chuỗi thời gian thành các đoạn tự hồi quy AR(p)

Nguyễn Hồ Quỳnh, Nguyễn Trung Hòa

Abstract


The problem of segmentationing time series is treated. The segments are considered as autoregressive models. The segmentation is based in the differency of the partiel autocorrelative function. A numeral result by Monte-Carlo simulation has been proposed in order to interprete the efficiency of the algorithm.




Journal of Computer Science and Cybernetics ISSN: 1813-9663

Published by Vietnam Academy of Science and Technology