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TitleAssessing the performance of change-point detection based on the SIC procedure for non Gaussian and correlated data - a simulation study
Author(s)Gonçalves, A. Manuela
Costa, Marco
Teixeira, Lara
KeywordsChange-point detection
Environmental time series
Schwarz Information Criterion (SIC)
Non Gaussian data
Serial correlation
Simulation study
Issue date2013
PublisherAIP Publishing
JournalAIP Conference Proceedings
Abstract(s)A simulation study is conducted in order to assess the impact of autocorrelation and non-normality on change-point detection when it is performed by the Schwarz Information Criterion (SIC) approach. Change-point detection in environmental data is usually fulfilled in the presence of time correlation or non-Gaussian distribution. This work analyses a set of scenarios with the purpose of evaluating the SIC performance when the assumptions are not guaranteed.
TypeConference paper
DescriptionAIP Conference Proceedings, vol. 1558
AccessRestricted access (UMinho)
Appears in Collections:CMAT - Artigos em atas de conferências e capítulos de livros com arbitragem / Papers in proceedings of conferences and book chapters with peer review

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