Kybernetika 28 no. 6, 472-483, 1992

A method of trend recognition in time series

Jiří Michálek and Jiří Skřivánek

Abstract:

The paper describes a method for detecting changes in the behaviour of a trend in time series. Simultaneously a method for distinguishing types of possible trends of time series is presented too.

Classification:

62M02, 62M10