Regime change analysis of interval-valued time series with an application to PM10

被引：16

作者：

Cappelli, Carmela ^{[1
]}

D'Urso, Pierpaolo ^{[2
]}

Di Iorio, Francesca ^{[1
]}

机构：

[1] Univ Naples Federico II, Naples, Italy

[2] Univ Roma La Sapienza, I-00185 Rome, Italy

来源：

CHEMOMETRICS AND INTELLIGENT LABORATORY SYSTEMS | 2015年 / 146卷

关键词：

Interval-valued time series; Change point analysis; Atheoretical regression trees (ART); Urban air pollution; PM10 time series; CHANGE-POINT ANALYSIS; PRINCIPAL COMPONENT ANALYSIS; MEANS CLUSTERING MODEL; REGRESSION; DISSIMILARITY; TREES;

D O I：

10.1016/j.chemolab.2015.06.006

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The aim of this paper is to conduct change point analysis of interval-valued time series employing a regression trees approach. In order to deal with such time series we propose to employ a suitable distance measure that takes into account the underlying structure of interval data. Simulation results pertaining to the behavior of the proposed approach as well as an empirical application on a daily sample of air pollutant are provided, that illustrate the practical usefulness of the proposed method. (C) 2015 Elsevier B.V. All rights reserved.

引用

页码：337 / 346

页数：10

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