| 基于聚类分析的变点识别 |
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| 引用本文： | 丁静,廖丹,何耀东,刘强.基于聚类分析的变点识别[J].价值工程,2012,31(9). |
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| 作者姓名： | 丁静 廖丹 何耀东 刘强 |
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| 作者单位： | 天津大学管理与经济学部,天津,300072 |
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| 摘 要： | 针对回溯分析阶段中,基础数据包含不同的分布,文章提出基于聚类分析、滑动窗口理论及密度估计的变点识别方法。仿真结果表明,该方法能够很好的识别小偏移的变点位置。
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| 关 键 词： | 变点识别 聚类分析 滑动窗口理论 回溯分析阶段 |
A Change-Point Identification Based on Cluster Analysis |
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| Ding Jing
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Liao Dan
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He Yaodong
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Liu Qiang.A Change-Point Identification Based on Cluster Analysis[J].Value Engineering,2012,31(9). |
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| Authors: | Ding Jing Liao Dan He Yaodong Liu Qiang |
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| Abstract: | In Phase Ⅰ,it is possible that the baseline may represent more than one distribution.This paper proposes a new method to distinguish the change-point.The proposed method is based on the clustering techniques,a moving window theory,and the density theory.Simulation studies show that the method is usually better and sometimes much better at distinguishing the change-point. |
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| Keywords: | change-point identification cluster analysis moving window theory phaseⅠ |
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