Change Detection by Monitoring Residuals from Time Series Models

Change detection in time series can be approached by fitting a model to the no-change, ordinary background data and then monitoring time series of residuals, where a residual is defined as residual = data – fit. In many applications, models that fit time series data lead to residuals that exhibit no...

Full description

Saved in:
Bibliographic Details
Main Authors: Burr, Tom, Kaufeld, Kim
Format: Book Chapter
Language:English
Published: IntechOpen 2022
Subjects:
Online Access:https://www.intechopen.com/chapters/81130
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items: Change Detection by Monitoring Residuals from Time Series Models