## Abstract On the basis of detrended fluctuation analysis (DFA), a new method, moving cut dataโDFA (MCโDFA), was presented to detect abrupt dynamic change in correlated time series. The numerical tests show the capability of the presented method to detect abrupt change timeโinstants in model time
โฆ LIBER โฆ
Detecting abrupt changes in a piecewise locally stationary time series
โ Scribed by Michael Last; Robert Shumway
- Book ID
- 108185536
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 534 KB
- Volume
- 99
- Category
- Article
- ISSN
- 0047-259X
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