时间序列指数模型中转折点位置的估计
Estimating the turning point location in shifted exponential model of time series
摘要：
将时间序列的转折点位置的分布建模为确定性趋势加随机噪声之和。如果变量是由移位指数，其位置参数定义的趋势建模，我们提供了一个公式计算的转折点位置的分布，从而估计一个置信区间的位置。我们测试这个公式在模拟的数据系列具有不对称的最小值的趋势，调查的覆盖率作为带宽参数的函数。该方法被应用于估计RT间期的时间序列的最小位置的置信区间，该RT间期从运动试验期间记录的心电图中提取。我们讨论与随机序的联系。
英文摘要：
We consider the distribution of the turning point location of time series modeled as the sum of deterministic trend plus random noise. If the variables are modeled by shifted exponentials, whose location parameters define the trend, we provide a formula for computing the distribution of the turning point location and consequently to estimate a confidence interval for the location. We test this formula in simulated data series having a trend with asymmetric minimum, investigating the coverage rate as a function of a bandwidth parameter. The method is applied to estimate the confidence interval of the minimum location of the time series of RT intervals extracted from the electrocardiogram recorded during the exercise test. We discuss the connection with stochastic ordering.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
