Improving the centered CUSUMS statistic for structural break detection in time series

Kwok Pan Pang; Kai Ming Ting

Improving the centered CUSUMS statistic for structural break detection in time series

Kwok Pan Pang, Kai Ming Ting

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review

Original language	English
Title of host publication	Proceedings of the 17th Australian Joint Conference on Artificial Intelligence: Advances in Artificial Intelligence (AI 2004)
Editors	Geoffrey I Webb, Xinghuo Yu
Place of Publication	Berlin Germany
Publisher	Springer
Pages	402 - 413
Number of pages	12
Publication status	Published - 2004
Event	Australasian Joint Conference on Artificial Intelligence 2004 - Cairns, Australia Duration: 4 Dec 2004 → 6 Dec 2004 Conference number: 17th https://link.springer.com/book/10.1007/b104336 (Proceedings)

Publication series

Name	Lecture Notes in Computer Science
Publisher	Springer
Volume	3339
ISSN (Print)	0302-9743

Conference

Conference	Australasian Joint Conference on Artificial Intelligence 2004
Abbreviated title	AI 2004
Country/Territory	Australia
City	Cairns
Period	4/12/04 → 6/12/04
Internet address	https://link.springer.com/book/10.1007/b104336 (Proceedings)

Cite this

Pang, Kwok Pan ; Ting, Kai Ming. / Improving the centered CUSUMS statistic for structural break detection in time series. Proceedings of the 17th Australian Joint Conference on Artificial Intelligence: Advances in Artificial Intelligence (AI 2004). editor / Geoffrey I Webb ; Xinghuo Yu. Berlin Germany : Springer, 2004. pp. 402 - 413 (Lecture Notes in Computer Science).

@inproceedings{d8c51de4dbe64c528b003b2783bc349f,

title = "Improving the centered CUSUMS statistic for structural break detection in time series",

author = "Pang, {Kwok Pan} and Ting, {Kai Ming}",

year = "2004",

language = "English",

series = "Lecture Notes in Computer Science",

publisher = "Springer",

pages = "402 -- 413",

editor = "Webb, {Geoffrey I} and Xinghuo Yu",

booktitle = "Proceedings of the 17th Australian Joint Conference on Artificial Intelligence: Advances in Artificial Intelligence (AI 2004)",

note = "Australasian Joint Conference on Artificial Intelligence 2004, AI 2004 ; Conference date: 04-12-2004 Through 06-12-2004",

url = "https://link.springer.com/book/10.1007/b104336",

}

Pang, KP & Ting, KM 2004, Improving the centered CUSUMS statistic for structural break detection in time series. in GI Webb & X Yu (eds), Proceedings of the 17th Australian Joint Conference on Artificial Intelligence: Advances in Artificial Intelligence (AI 2004). Lecture Notes in Computer Science, vol. 3339, Springer, Berlin Germany, pp. 402 - 413, Australasian Joint Conference on Artificial Intelligence 2004, Cairns, Queensland, Australia, 4/12/04.

Improving the centered CUSUMS statistic for structural break detection in time series. / Pang, Kwok Pan; Ting, Kai Ming.
Proceedings of the 17th Australian Joint Conference on Artificial Intelligence: Advances in Artificial Intelligence (AI 2004). ed. / Geoffrey I Webb; Xinghuo Yu. Berlin Germany: Springer, 2004. p. 402 - 413 (Lecture Notes in Computer Science; Vol. 3339).

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review

TY - GEN

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AU - Pang, Kwok Pan

AU - Ting, Kai Ming

N1 - Conference code: 17th

PY - 2004

Y1 - 2004

M3 - Conference Paper

T3 - Lecture Notes in Computer Science

SP - 402

EP - 413

BT - Proceedings of the 17th Australian Joint Conference on Artificial Intelligence: Advances in Artificial Intelligence (AI 2004)

A2 - Webb, Geoffrey I

A2 - Yu, Xinghuo

PB - Springer

CY - Berlin Germany

T2 - Australasian Joint Conference on Artificial Intelligence 2004

Y2 - 4 December 2004 through 6 December 2004

ER -