Về một thuật toán chặt khúc chuỗi thời gian thành các đoạn tự hồi quy AR(p)
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DOI:
https://doi.org/10.15625/1813-9663/12/4/8098Abstract
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.
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Published
06-04-2016
How to Cite
[1]
N. H. Quỳnh and N. T. Hòa, “Về một thuật toán chặt khúc chuỗi thời gian thành các đoạn tự hồi quy AR(p)”, JCC, vol. 12, no. 4, p. 114–124, Apr. 2016.
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Computer Science
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