| Autor: |
КНОПОВ, П. С., КОРΧΙΗ, А. С. |
| Zdroj: |
Cybernetics & Systems Analysis / Kibernetiki i Sistemnyj Analiz; 2024, Issue 1, p61-72, 12p |
| Abstrakt: |
The problem of identifying the trend of a non-stationary time series is often encountered in various applications. In the article, this trend is proposed to be represented as a linear regression with unknown switching points. Typically, such a regression is built using mathematical programming methods. Moreover, the desired variables are mixed variables, which significantly complicates the problem’s solution. The article proposes a different approach based on data mining using statistical criteria. The algorithms described in the article are used to solve a number of problems, including one practical problem. The calculations showed satisfactory accuracy.. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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