Geodesic
A method of detecting changes in the behaviour of a random sequence based on the Bayes approach
Kybernetika, Tome 29 (1993) no. 2, pp. 166-179 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 62C10, 62M10 
@article{KYB_1993_29_2_a5,
     author = {Mich\'alek, Ji\v{r}{\'\i} and Sk\v{r}iv\'anek, Ji\v{r}{\'\i}},
     title = {A method of detecting changes in the behaviour of a random sequence based on the {Bayes} approach},
     journal = {Kybernetika},
     pages = {166--179},
     year = {1993},
     volume = {29},
     number = {2},
     mrnumber = {1227750},
     zbl = {0789.62069},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1993_29_2_a5/}
}
TY  - JOUR
AU  - Michálek, Jiří
AU  - Skřivánek, Jiří
TI  - A method of detecting changes in the behaviour of a random sequence based on the Bayes approach
JO  - Kybernetika
PY  - 1993
SP  - 166
EP  - 179
VL  - 29
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/KYB_1993_29_2_a5/
LA  - en
ID  - KYB_1993_29_2_a5
ER  - 
%0 Journal Article
%A Michálek, Jiří
%A Skřivánek, Jiří
%T A method of detecting changes in the behaviour of a random sequence based on the Bayes approach
%J Kybernetika
%D 1993
%P 166-179
%V 29
%N 2
%U http://geodesic.mathdoc.fr/item/KYB_1993_29_2_a5/
%G en
%F KYB_1993_29_2_a5
Michálek, Jiří; Skřivánek, Jiří. A method of detecting changes in the behaviour of a random sequence based on the Bayes approach. Kybernetika, Tome 29 (1993) no. 2, pp. 166-179. http://geodesic.mathdoc.fr/item/KYB_1993_29_2_a5/

[1] M. Baseville, A. Benveniste (eds.): Detection of Abrupt Changes in Signals and Dynamic Systems. (Lecture Notes in Control and Information Sciences 77.) Springeг-Verlag, Berlin - Heidelberg - New York 1986.

[2] D. H. Crowell R. J. Jones, L. E. Kapuniai: A method for detecting change in a time series applied to newborn EEG. Electгoencephalography and Clinical Neurophysiology 27 (1969), 434-440.

[3] N. Kligiene, L. A. Telksnys: Methods of detecting instants of change of random process properties. Autom. Remote Control 44 (1983), 1241-1283. | MR

[4] H. Künsch: Thermodynamics and statistical analysis of Gaussian random fields. Z. Wahrsch. verw. Gebiete 58 (1981), 407-421. | MR

[5] J. Michálek: Yule-Walker estimates and asymptotic l-divergence rate. Problems Control Inform. Theory 19 (1990), (5-6), 387-398. | MR

[6] I. V. Nikoforov: Sequential Detection of Abrupt Changes in Time Series Properties. (in Russian). Nauka, Moscow 1983.

[7] O. Šefl, I. Vajda: Spectrum oriented source coding theory. Kybernetika 23 (1987), 458-475. | MR

[8] I. Vajda: Theory of Statistical Inference and Information. Kluwer, Dordrecht - Boston 1990.

[9] A. J. Willsky: A survey of desigи methods for failure detection in dynamic systems. Automatica 12 (1976), 601-611. | MR