Monitoring procedure for parameter change in causal time series.
Jean-Marc BardetWilliam KengnePublished in: J. Multivar. Anal. (2014)
Keyphrases
- monitoring system
- real time
- symbolic representation
- bayesian networks
- multi dimensional time series
- parameter values
- neural network
- parameter space
- probability distribution
- parameter settings
- search procedure
- information systems
- causal relations
- moving average
- stopping criterion
- causal structure
- granger causality
- quasi periodic
- parameter adjustment
- arma model