Abrupt transitions in time series with uncertainties
Abrupt transitions in time series with uncertainties
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Publisher
London: Nature Publishing Group UK
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Language
English
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London: Nature Publishing Group UK
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Contents
Identifying abrupt transitions is a key question in various disciplines. Existing transition detection methods, however, do not rigorously account for time series uncertainties, often neglecting them altogether or assuming them to be independent and qualitatively similar. Here, we introduce a novel approach suited to handle uncertainties by represe...
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Full title
Abrupt transitions in time series with uncertainties
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TN_cdi_doaj_primary_oai_doaj_org_article_0e3d61b1efc947cfb08752dc628291d8
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_0e3d61b1efc947cfb08752dc628291d8
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ISSN
2041-1723
E-ISSN
2041-1723
DOI
10.1038/s41467-017-02456-6
