Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/27162
Título: | Assessing the performance of change-point detection based on the SIC procedure for non Gaussian and correlated data - a simulation study |
Autor(es): | Gonçalves, A. Manuela Costa, Marco Teixeira, Lara |
Palavras-chave: | Change-point detection Environmental time series Schwarz Information Criterion (SIC) Non Gaussian data Serial correlation Simulation study |
Data: | 2013 |
Editora: | AIP Publishing |
Revista: | AIP Conference Proceedings |
Resumo(s): | A simulation study is conducted in order to assess the impact of autocorrelation and non-normality on change-point detection when it is performed by the Schwarz Information Criterion (SIC) approach. Change-point detection in environmental data is usually fulfilled in the presence of time correlation or non-Gaussian distribution. This work analyses a set of scenarios with the purpose of evaluating the SIC performance when the assumptions are not guaranteed. |
Tipo: | Artigo em ata de conferência |
Descrição: | AIP Conference Proceedings, vol. 1558 |
URI: | https://hdl.handle.net/1822/27162 |
ISBN: | 9780735411845 |
DOI: | 10.1063/1.4825897 |
ISSN: | 0094-243X |
Arbitragem científica: | yes |
Acesso: | Acesso restrito UMinho |
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Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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1.4825897.pdf Acesso restrito! | 179,8 kB | Adobe PDF | Ver/Abrir |