A Fast Algorithm to Estimate the Change-point Position with Multivariable Data
碩士 === 國立中興大學 === 應用數學系所 === 97 === In this work, a modified dynamic programming algorithm is proposed to estimate the position of change points in a sequence of independent multivariate normal distribution random variables. We apply the window method by using the log likelihood ratio measure to fin...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/14890578217741386428 |