{"title":"Monitoring and Identification of Structural Shifts in Processes with a Unit Root","authors":"E. Grebenyuk","doi":"10.1109/MLSD49919.2020.9247829","DOIUrl":null,"url":null,"abstract":"The report deals with the detection of structural shifts in the mode of obtaining current observations for processes described by time series with a unit root. We have identified various types of structural shifts and proposed methods for detecting and identifying them.","PeriodicalId":103344,"journal":{"name":"2020 13th International Conference \"Management of large-scale system development\" (MLSD)","volume":"13 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2020 13th International Conference \"Management of large-scale system development\" (MLSD)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/MLSD49919.2020.9247829","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
The report deals with the detection of structural shifts in the mode of obtaining current observations for processes described by time series with a unit root. We have identified various types of structural shifts and proposed methods for detecting and identifying them.
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