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Methods of Test and Existed Change-points in Dynamic Systems Unstable | ||
| Journal of Kirkuk University For Administrative and Economic Sciences | ||
| Volume 10, Issue 2, February 2020, Pages 284-306 PDF (1.76 M) | ||
| Authors | ||
| Najla Saed Ibrahim; Hiam Abdalmajeed H.; Dhafr Ramadan | ||
| University of Kirkuk Journal For Administrative and Economic Science | ||
| Abstract | ||
| There is no doubt that sudden changes in the behavior of the dynamic system greatly affect the choice of the appropriate model to represent this behavior, hence the importance of detecting the points of change in the behavior of the dynamic system. A random correlation test was used to answer the following questions: To determine whether the changes in the dynamic system were random changes or not? If the changes are random, what is the number of change points in the system? Where the researcher contributed to the use of the mode with the principle of Minimum Description Length (MDL) to address the problem of finding the sites of points of change in the systems of linear dynamic stochastic unstable and find the appropriate model for each of the sections of the system after the division at the points of change sites, Programs written in a system language (MATLAB) have been used In the detection of changes in the behavior of the locomotive system and the times they occur through simulations. The results obtained by the application showed that it is a good and efficient way to estimate the location and number of points of change. | ||
| Keywords | ||
| Segmentation; Change point; Minimum Description Length | ||
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