The aim of this paper is to conduct change point analysis of interval-valued time series employing a regression trees approach. In order to deal with such time series we propose to employ a suitable distance measure that takes into account the underlying structure of interval data. Simulation results pertaining to the behavior of the proposed approach as well as an empirical application on a daily sample of air pollutant are provided, that illustrate the practical usefulness of the proposed method.
Regime change analysis of interval-valued time series with an application to PM10 / Cappelli, Carmela; D'Urso, Pierpaolo; DI IORIO, Francesca. - In: CHEMOMETRICS AND INTELLIGENT LABORATORY SYSTEMS. - ISSN 0169-7439. - 146:(2015), pp. 337-346. [10.1016/j.chemolab.2015.06.006]
Regime change analysis of interval-valued time series with an application to PM10
CAPPELLI, CARMELA;DI IORIO, FRANCESCA
2015
Abstract
The aim of this paper is to conduct change point analysis of interval-valued time series employing a regression trees approach. In order to deal with such time series we propose to employ a suitable distance measure that takes into account the underlying structure of interval data. Simulation results pertaining to the behavior of the proposed approach as well as an empirical application on a daily sample of air pollutant are provided, that illustrate the practical usefulness of the proposed method.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
