Institute of Information Theory and Automation

Publication details

Application of regime-switching models of time series with cubic spline transition function

Monography Chapter

Bognár T., Komorník J., Komorníková Magda


serial: Soft Methodology and Random Information Systems, p. 581-589

research: CEZ:AV0Z1075907

project(s): GA402/04/1026, GA ČR

keywords: time series, logistic and cubic spline type transition functions, smooth transition autoregressive models

abstract (eng):

A new class of smooth transition autoregressive models, based on cubic spline type transition functions, has been introduced and subjected to comparison with models based on the logistic functions. We calculated both classes of 2-regimes models for residuals (after removing linear and periodic components) of geodetic time series containing 730 data (collected during 2 years) related to long-term drift of Euroasian tectonic plate.

abstract (cze):

Je navržena nová třída autoregrasních modelů s hladkou přechodovou funkcí a je srovnána s modelz yaloženými na logistických funkcích. Jsou propočteny 2-režimové modely geodetických časových řad pro výzkum dlouhodobého kontinentálního driftu evropské tektonické desky

Cosati: 12A

RIV: BA

Responsible for information: admin
Last modification: 21.12.2012
Institute of Information Theory and Automation