TIME-SERIES SEGMENTATION - A MODEL AND A METHOD

[1] LIKELIHOOD OF A MODEL AND INFORMATION CRITERIA [J]. JOURNAL OF ECONOMETRICS, 1981, 16 (01) : 3 - 14

[2] A CLUSTERING TECHNIQUE FOR SUMMARIZING MULTIVARIATE DATA [J]. BEHAVIORAL SCIENCE, 1967, 12 (02): : 153 - &

[3] Box G. E. P., 1976, TIME SERIES ANAL FOR

[4] AN ANALYSIS OF TRANSFORMATIONS [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1964, 26 (02) : 211 - 252

[5] VITERBI ALGORITHM [J]. PROCEEDINGS OF THE IEEE, 1973, 61 (03) : 268 - 278

[6] OPTIMAL CHOICE OF AR AND MA PARTS IN AUTOREGRESSIVE MOVING AVERAGE MODELS [J]. IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE, 1982, 4 (02) : 99 - 104

[7] MAKRIDAKIS M, 1978, INTERACTIVE FORECAST

[8] MANSFIELD E, 1974, EC PRINCIPLES PROBLE

[9] McCleary R., 1980, APPLIED TIME SERIES

[10] NELSON CR, 1973, APPLIED TIME SERIES

[1] LIKELIHOOD OF A MODEL AND INFORMATION CRITERIA [J]. JOURNAL OF ECONOMETRICS, 1981, 16 (01) : 3 - 14

[2] A CLUSTERING TECHNIQUE FOR SUMMARIZING MULTIVARIATE DATA [J]. BEHAVIORAL SCIENCE, 1967, 12 (02): : 153 - &

[3] Box G. E. P., 1976, TIME SERIES ANAL FOR

[4] AN ANALYSIS OF TRANSFORMATIONS [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1964, 26 (02) : 211 - 252

[5] VITERBI ALGORITHM [J]. PROCEEDINGS OF THE IEEE, 1973, 61 (03) : 268 - 278

[6] OPTIMAL CHOICE OF AR AND MA PARTS IN AUTOREGRESSIVE MOVING AVERAGE MODELS [J]. IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE, 1982, 4 (02) : 99 - 104

[7] MAKRIDAKIS M, 1978, INTERACTIVE FORECAST

[8] MANSFIELD E, 1974, EC PRINCIPLES PROBLE

[9] McCleary R., 1980, APPLIED TIME SERIES

[10] NELSON CR, 1973, APPLIED TIME SERIES