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Journal of Applied Statistics Volume 38, 2011 - Issue 2
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Original Articles

A multivariate descriptor method for change-point detection in nonlinear time series

P. P. Balestrassi Instituto de Engenharia de Produção e Gestão, Federal University of Itajuba, MG, 37500, Brazil
,
A. P. Paiva Instituto de Engenharia de Produção e Gestão, Federal University of Itajuba, MG, 37500, Brazil
,
A. C. Zambroni de Souza Instituto de Engenharia de Produção e Gestão, Federal University of Itajuba, MG, 37500, Brazil
,
J. B. Turrioni Instituto de Engenharia de Produção e Gestão, Federal University of Itajuba, MG, 37500, Brazil
&
Elmira Popova Operations Research and Industrial Engineering Department, The University of Texas at Austin, Austin, TX, 78712, USACorrespondence[email protected]
Pages 327-342 | Received 11 Apr 2008, Accepted 10 Sep 2009, Published online: 04 Oct 2010

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Edgard M. Maboudou-Tchao & Douglas M. Hawkins. (2013) Detection of multiple change-points in multivariate data. Journal of Applied Statistics 40:9, pages 1979-1995.
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Zijian Dong, Yunpeng Wang & Jing Zhao. (2014) Variational Bayesian inference for the probabilistic model of power load. IET Generation, Transmission & Distribution 8:11, pages 1860-1868.
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A. K. Charakopoulos, T. E. Karakasidis, P. N. Papanicolaou & A. Liakopoulos. (2014) Nonlinear time series analysis and clustering for jet axis identification in vertical turbulent heated jets. Physical Review E 89:3.
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