| Title:
|
A method of detecting changes in the behaviour of a random sequence based on the Bayes approach (English) |
| Author:
|
Michálek, Jiří |
| Author:
|
Skřivánek, Jiří |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
29 |
| Issue:
|
2 |
| Year:
|
1993 |
| Pages:
|
166-179 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62C10 |
| MSC:
|
62M10 |
| idZBL:
|
Zbl 0789.62069 |
| idMR:
|
MR1227750 |
| . |
| Date available:
|
2009-09-24T18:39:29Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124554 |
| . |
| Reference:
|
[1] M. Baseville, A. Benveniste (eds.): Detection of Abrupt Changes in Signals and Dynamic Systems.(Lecture Notes in Control and Information Sciences 77.) Springeг-Verlag, Berlin - Heidelberg - New York 1986. |
| Reference:
|
[2] D. H. Crowell R. J. Jones, L. E. Kapuniai: A method for detecting change in a time series applied to newborn EEG.Electгoencephalography and Clinical Neurophysiology 27 (1969), 434-440. |
| Reference:
|
[3] N. Kligiene, L. A. Telksnys: Methods of detecting instants of change of random process properties.Autom. Remote Control 44 (1983), 1241-1283. MR 0747000 |
| Reference:
|
[4] H. Künsch: Thermodynamics and statistical analysis of Gaussian random fields.Z. Wahrsch. verw. Gebiete 58 (1981), 407-421. MR 0639149 |
| Reference:
|
[5] J. Michálek: Yule-Walker estimates and asymptotic l-divergence rate.Problems Control Inform. Theory 19 (1990), (5-6), 387-398. MR 1086831 |
| Reference:
|
[6] I. V. Nikoforov: Sequential Detection of Abrupt Changes in Time Series Properties.(in Russian). Nauka, Moscow 1983. |
| Reference:
|
[7] O. Šefl, I. Vajda: Spectrum oriented source coding theory.Kybernetika 23 (1987), 458-475. MR 0922622 |
| Reference:
|
[8] I. Vajda: Theory of Statistical Inference and Information.Kluwer, Dordrecht - Boston 1990. |
| Reference:
|
[9] A. J. Willsky: A survey of desigи methods for failure detection in dynamic systems.Automatica 12 (1976), 601-611. MR 0434578 |
| . |
