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Detecting Change Points by Fourier Analysis

 

作者: F. Lombard,  

 

期刊: Technometrics  （Taylor Available online 1988）
卷期: Volume 30, issue 3  

页码: 305-310

 

ISSN:0040-1706

 

年代: 1988

 

DOI:10.1080/00401706.1988.10488403

 

出版商: Taylor & Francis Group

 

关键词: Cumulative sum;Fourier expansion;Orthogonal components;Rank statistic;Smooth CUSUM

 

数据来源: Taylor

 

摘要:

The cumulative sum (CUSUM) is a basic diagnostic tool in the analysis of change-point data. It is shown that Fourier analysis of the CUSUM can be a useful supplementary tool in such analyses. The technique is applied to three data sets that have appeared previously in the statistical literature.

 

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