Speaker
Mr
Peep Miidla
(University of Tartu, Estonia)
Description
During this Academic Year, I studied the approach of Singular Spectral Analysis (SSA). It seems interesting and useful in several applications, included processing of atmospheric data with homogenization purposes. The main idea is to fit original data with SSA and then to compare the approaches of change point detection for original and reconstructed data.
Another approach for change point detection is to start with generation pseudo-observables with bootstrapping technique and analyse the cumulative sums of time series, which we got. This method needs the holding of assumption that all values in the original time series have same appearance probability.
Some considerations will be presented on the COST ES1206 sub-WG Workshop on Data Homogenisation in Brussels, 26-27 April 2016.
Primary author
Mr
Peep Miidla
(University of Tartu, Estonia)
