Timeline for Testing for a change in mean in a time series
Current License: CC BY-SA 2.5
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 18, 2012 at 18:44 | answer | added | Arthur B | timeline score: 1 | |
| Apr 4, 2012 at 22:09 | comment | added | Michael Greinecker | One calls this a "structural break" in time series analysis. See stat.columbia.edu/~rdavis/lectures/Cyprus2_04.pdf for some pointers. A lot of work exists on this issue. | |
| Apr 4, 2012 at 18:15 | answer | added | mike | timeline score: 0 | |
| Mar 5, 2011 at 6:58 | comment | added | Buchuck | Because in a time series the observations are rarely assumed independent. In the driving example, a high number of accidents on a certain day may mean bad weather, which in turn, means high probability for bad weather - and hence, more accidents again - on the following day. (This example is not the best, but I hope my point is clear.) | |
| Mar 5, 2011 at 1:20 | comment | added | Bjørn Kjos-Hanssen | Question - why do you not want to assume the observations are independent? | |
| Mar 4, 2011 at 22:05 | history | asked | Buchuck | CC BY-SA 2.5 |