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ICSS-master

于 2021-01-05 发布文件大小:82KB

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下载积分: 1 下载次数: 8

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代码说明：

Inclan和 Tiao提出了迭代累积平方和算法（Iterative Cumulative Sums of Squares，ICSS）。该算法假定均值残差服从正态独立同分布，通过构造刀统计量，对时间序列中的多个方差结构性变点进行测量。(Inclan and Tiao proposed the iterated cumulative squared sum algorithm (Iterative Cumulative Sums of Squares). The algorithm assumes that the mean residuals are normally independent and identically distributed. By constructing the tool statistics, several variance structural change points in time series are measured.)

文件列表：

ICSS-master, 0 , 2013-08-20
ICSS-master\.gitignore, 359 , 2013-08-20
ICSS-master\LICENSE, 1082 , 2013-08-20
ICSS-master\README.md, 1248 , 2013-08-20
ICSS-master\data, 0 , 2013-08-20
ICSS-master\data\sit-walk-turn-walk-turn-walk-sit.csv, 80011 , 2013-08-20
ICSS-master\images, 0 , 2013-08-20
ICSS-master\images\paper.png, 33075 , 2013-08-20
ICSS-master\images\sit-walk-turn-walk-turn-walk-sit.png, 32447 , 2013-08-20
ICSS-master\matlab, 0 , 2013-08-20
ICSS-master\matlab\CList.m, 8648 , 2013-08-20
ICSS-master\matlab\CQueue.m, 6397 , 2013-08-20
ICSS-master\matlab\CStack.m, 3948 , 2013-08-20
ICSS-master\matlab\CenteredCusumValues.m, 583 , 2013-08-20
ICSS-master\matlab\ICSS.m, 7115 , 2013-08-20
ICSS-master\matlab\ProvideDataBatch.m, 2021 , 2013-08-20
ICSS-master\matlab\demo.m, 57 , 2013-08-20
ICSS-master\matlab\demo_accelerometer_data.m, 150 , 2013-08-20
ICSS-master\matlab\license.txt, 1335 , 2013-08-20
ICSS-master\matlab\visual_ICSS.m, 476 , 2013-08-20

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