We propose a method to detect the onset of linear trend in a time series and estimate the change point T from the profile of a linear trend test statistic, computed on consecutive...
The analysis of gene expression time series obtained from microarray experiments can be effectively exploited to understand a wide range of biological phenomena from the homeostat...
The adaptive estimation of a time-varying parameter vector in a linear Gaussian model is considered where we a priori know that the parameter vector belongs to a known arbitrary s...
A crucial problem in non-linear time series forecasting is to determine its auto-regressive order, in particular when the prediction method is non-linear. We show in this paper tha...
We consider simple digital curves in a 3D orthogonal grid as special polyhedrally bounded sets. These digital curves model digitized curves or arcs in three-dimensional euclidean ...