60389

Автор(ы): 

Гребенюк Е. А. (ИПУ РАН, Лаборатория 41)

Автор(ов): 

1

Параметры публикации

Тип публикации: 

Доклад

Название: 

Monitoring and identification of structural shifts in processes with a unit root

Электронная публикация: 

Да

ISBN/ISSN: 

978-1-7281-1094-3

DOI: 

10.1109/MLSD49919.2020.9247829

Наименование конференции: 

  • 2020 13th International Conference "Management of Large-Scale System Development" (MLSD)

Наименование источника: 

  • Proceedings of the 13th International Conference "Management of Large-Scale System Development" (MLSD)

Город: 

  • Moscow

Издательство: 

  • IEEE

Год издания: 

2020

Страницы: 

https://ieeexplore.ieee.org/document/9247829
Аннотация
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.

Библиографическая ссылка: 

Гребенюк Е.А. Monitoring and identification of structural shifts in processes with a unit root / Proceedings of the 13th International Conference "Management of Large-Scale System Development" (MLSD). Moscow: IEEE, 2020. С. https://ieeexplore.ieee.org/document/9247829.