The Application of Atheoretical Regression Trees to Problems in Time Series Analysis
This thesis applies Atheoretical Regression Trees (ART) to the problem of locating changes in mean in a time series where the number and location of those changes are unknown. We undertook an extensive simulation study into ART's performance on a range of time series. We found ART to be a usefu...
| Main Author: | |
|---|---|
| Language: | en |
| Published: |
University of Canterbury. Mathematics and Statistics
2008
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10092/1715 |