{"title":"用单位根监测和识别过程中的结构变化","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":"{\"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}","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}
Monitoring and Identification of Structural Shifts in Processes with a Unit Root
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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