SUMSRM: a new statistic for the structural break detection in time series

Kwok Pan Pang; Kai Ming Ting

SUMSRM: a new statistic for the 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 Fifth SIAM International Conference on Data Mining
Editors	Hillol Kargupta, Chandrika Kamath, Jaideep Srivastava, Arnold Goodman
Place of Publication	Philadelphia USA
Publisher	Society for Industrial & Applied Mathematics (SIAM)
Pages	392 - 403
Number of pages	12
ISBN (Print)	0898715938
Publication status	Published - 2005
Event	SIAM International Conference on Data Mining 2005 - Las Vegas, United States of America Duration: 1 Jan 2005 → …

Conference

Conference	SIAM International Conference on Data Mining 2005
Country/Territory	United States of America
City	Las Vegas
Period	1/01/05 → …

Cite this

@inproceedings{96cc9e76f84f42a7b1d8b0c888f5d0dc,

title = "SUMSRM: a new statistic for the structural break detection in time series",

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

year = "2005",

language = "English",

isbn = "0898715938",

pages = "392 -- 403",

editor = "Hillol Kargupta and Chandrika Kamath and Jaideep Srivastava and Arnold Goodman",

booktitle = "Proceedings of the Fifth SIAM International Conference on Data Mining",

publisher = "Society for Industrial & Applied Mathematics (SIAM)",

address = "United States of America",

note = "SIAM International Conference on Data Mining 2005 ; Conference date: 01-01-2005",

}

Pang, KP & Ting, KM 2005, SUMSRM: a new statistic for the structural break detection in time series. in H Kargupta, C Kamath, J Srivastava & A Goodman (eds), Proceedings of the Fifth SIAM International Conference on Data Mining. Society for Industrial & Applied Mathematics (SIAM), Philadelphia USA, pp. 392 - 403, SIAM International Conference on Data Mining 2005, Las Vegas, Nevada, United States of America, 1/01/05.

SUMSRM: a new statistic for the structural break detection in time series. / Pang, Kwok Pan; Ting, Kai Ming.
Proceedings of the Fifth SIAM International Conference on Data Mining. ed. / Hillol Kargupta; Chandrika Kamath; Jaideep Srivastava; Arnold Goodman. Philadelphia USA: Society for Industrial & Applied Mathematics (SIAM), 2005. p. 392 - 403.

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

PY - 2005

Y1 - 2005

M3 - Conference Paper

SN - 0898715938

SP - 392

EP - 403

BT - Proceedings of the Fifth SIAM International Conference on Data Mining

A2 - Kargupta, Hillol

A2 - Kamath, Chandrika

A2 - Srivastava, Jaideep

A2 - Goodman, Arnold

PB - Society for Industrial & Applied Mathematics (SIAM)

CY - Philadelphia USA

T2 - SIAM International Conference on Data Mining 2005

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