摘要
本文研究时间序列的变点问题。所给出的统计方法可用来推断一个时间序列是否存在变点,存在几个变点以及变点在什么位置。这种统计推断方法可用于气候阶段的划分。
In this paper,the change point problems of time series are studied and a statistical inference method is proposed which can be used to infer whether there exist change points,how many change points there are,and where their positions are.This method can be applied to segmentation of the phases of climate variation.
出处
《大气科学》
CSCD
北大核心
1996年第1期47-53,共7页
Chinese Journal of Atmospheric Sciences
关键词
变点
气候
时间序列
似然比
检验统计量
change point climate time series likelihood ratio test statistics