A method of trend recognition in time series
Kybernetika (1992)
- Volume: 28, Issue: 6, page 472-483
- ISSN: 0023-5954
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topMichálek, Jiří, and Skřivánek, Jiří. "A method of trend recognition in time series." Kybernetika 28.6 (1992): 472-483. <http://eudml.org/doc/28506>.
@article{Michálek1992,
author = {Michálek, Jiří, Skřivánek, Jiří},
journal = {Kybernetika},
keywords = {one-step-ahead forecast errors; autoregressive time series model; time series; residuals; new state variable; matrix of observed transition probabilities; expected transition probabilities; trend change models; I- divergence},
language = {eng},
number = {6},
pages = {472-483},
publisher = {Institute of Information Theory and Automation AS CR},
title = {A method of trend recognition in time series},
url = {http://eudml.org/doc/28506},
volume = {28},
year = {1992},
}
TY - JOUR
AU - Michálek, Jiří
AU - Skřivánek, Jiří
TI - A method of trend recognition in time series
JO - Kybernetika
PY - 1992
PB - Institute of Information Theory and Automation AS CR
VL - 28
IS - 6
SP - 472
EP - 483
LA - eng
KW - one-step-ahead forecast errors; autoregressive time series model; time series; residuals; new state variable; matrix of observed transition probabilities; expected transition probabilities; trend change models; I- divergence
UR - http://eudml.org/doc/28506
ER -
References
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- J. Michálek, Yule-Walker estimates and asymptotic I-divergence rate, Problems Control Inform. Theory 19 (1990), 5-6, 387-398. (1990) MR1086831
- J. Michálek, Levinson's algorithm and I-divergence, In: Proc. 10-th Prague Conf. on Inform. Theory, Stat. Dec. Funct. Random Proc, vol. B, Academia, Prague 1992, pp. 239-250. (1992) Zbl0769.62070
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