Parameter Estimation and Change Detection in Linear Regression Models Using Mixed Integer Linear Programming
نویسندگان
چکیده
منابع مشابه
Parameter Estimation and Change Detection in Linear Regression Models Using Mixed Integer Linear Programming
We present a method for change detection and parameter estimation in change in the mean models and AR(X) model. The method is based on the assumption of piecewise constant parameters resulting in a sparse structure of their derivative. To illustrate the algorithm and the performance of it, we apply it to the change in the mean model and compare it with four other change detection algorithms. Tw...
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ژورنال
عنوان ژورنال: IFAC Proceedings Volumes
سال: 2009
ISSN: 1474-6670
DOI: 10.3182/20090706-3-fr-2004.00035