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Publikační činnost
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Record type:
stať ve sborníku (D)
Home Department:
Katedra matematiky (31100)
Title:
Detection of structural breaks in time series using Fuzzy techniques and Chow test
Citace
TRUONG, T. T. P. a Novák, V. Detection of structural breaks in time series using Fuzzy techniques and Chow test.
In:
The Sixteenth International Conference on Fuzzy Set Theory and Applications: Book of Abstracts of The Sixteenth International Conference on Fuzzy Set Theory and Applications 2022-01-30 Liptovský Ján.
Ostrava: University of Ostrava, 2022. ISBN 978-80-7599-299-4.
Subtitle
Publication year:
2022
Obor:
Obecná matematika
Number of pages:
2
Page from:
neuvedeno
Page to:
neuvedeno
Form of publication:
Tištená verze
ISBN code:
978-80-7599-299-4
ISSN code:
Proceedings title:
Book of Abstracts of The Sixteenth International Conference on Fuzzy Set Theory and Applications
Proceedings:
Mezinárodní
Publisher name:
University of Ostrava
Place of publishing:
Ostrava
Country of Publication:
Sborník vydaný v ČR
Název konference:
The Sixteenth International Conference on Fuzzy Set Theory and Applications
Místo konání konference:
Liptovský Ján
Datum zahájení konference:
Typ akce podle státní
příslušnosti účastníků:
Celosvětová akce
WoS code:
EID:
Key words in English:
time series F-transform Chow test
Annotation in original language:
A new methodology for detection of structural breaks in time series is introduced. The proposed method is based on the combination of special techniques of fuzzy odeling, namely Fuzzy Transform (F-transform) and selected methods of Fuzzy Natural Logic (FNL), and the Chow test that is the well known statistical methods for anomaly detection in time series.
Annotation in english language:
References
Reference
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