{"id":"https://openalex.org/W2315345666","doi":"https://doi.org/10.1080/03610918.2015.1083330","title":"Si-GARCH: Construction and validation of a new method for the detection of breaking points in models","display_name":"Si-GARCH: Construction and validation of a new method for the detection of breaking points in models","publication_year":2015,"publication_date":"2015-08-18","ids":{"openalex":"https://openalex.org/W2315345666","doi":"https://doi.org/10.1080/03610918.2015.1083330","mag":"2315345666"},"language":"en","primary_location":{"id":"doi:10.1080/03610918.2015.1083330","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2015.1083330","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5029485633","display_name":"Djamel Zitouni","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Djamel Zitouni","raw_affiliation_strings":["EA 2694, Sant\u00e9 Publique, Facult\u00e9 des Sciences Pharmaceutiques et Biologiques de Lille, 3, Lille Cedex, France"],"affiliations":[{"raw_affiliation_string":"EA 2694, Sant\u00e9 Publique, Facult\u00e9 des Sciences Pharmaceutiques et Biologiques de Lille, 3, Lille Cedex, France","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5070948684","display_name":"Benjamin C. Guinhouya","orcid":"https://orcid.org/0000-0003-1415-0301"},"institutions":[{"id":"https://openalex.org/I4210092716","display_name":"Sant\u00e9 Publique France","ror":"https://ror.org/00dfw9p58","country_code":"FR","type":"other","lineage":["https://openalex.org/I4210092716"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Benjamin C. Guinhouya","raw_affiliation_strings":["EA 2694, Sant\u00e9 Publique, UFR Ing\u00e9nierie et Management de la Sant\u00e9, France"],"affiliations":[{"raw_affiliation_string":"EA 2694, Sant\u00e9 Publique, UFR Ing\u00e9nierie et Management de la Sant\u00e9, France","institution_ids":["https://openalex.org/I4210092716"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5081994471","display_name":"Pierre Ravaux","orcid":"https://orcid.org/0000-0001-9015-385X"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Pierre Ravaux","raw_affiliation_strings":["EA 2694, Sant\u00e9 Publique, Facult\u00e9 des Sciences Pharmaceutiques et Biologiques de Lille, 3, Lille Cedex, France"],"affiliations":[{"raw_affiliation_string":"EA 2694, Sant\u00e9 Publique, Facult\u00e9 des Sciences Pharmaceutiques et Biologiques de Lille, 3, Lille Cedex, France","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5112840331","display_name":"Christian Vilhelm","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Christian Vilhelm","raw_affiliation_strings":["EA 2694, Sant\u00e9 Publique, Facult\u00e9 des Sciences Pharmaceutiques et Biologiques de Lille, 3, Lille Cedex, France"],"affiliations":[{"raw_affiliation_string":"EA 2694, Sant\u00e9 Publique, Facult\u00e9 des Sciences Pharmaceutiques et Biologiques de Lille, 3, Lille Cedex, France","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5069696753","display_name":"B Sarrazin","orcid":null},"institutions":[{"id":"https://openalex.org/I4210135110","display_name":"Centre Hospitalier Universitaire de Martinique","ror":"https://ror.org/0376kfa34","country_code":"MQ","type":"healthcare","lineage":["https://openalex.org/I4210135110"]}],"countries":["MQ"],"is_corresponding":false,"raw_author_name":"Bruno Sarrazin","raw_affiliation_strings":["Resuscitation Department, CHU de la Martinique (Martinique University Hospital) Fort-de-France Cedex"],"affiliations":[{"raw_affiliation_string":"Resuscitation Department, CHU de la Martinique (Martinique University Hospital) Fort-de-France Cedex","institution_ids":["https://openalex.org/I4210135110"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5104546121","display_name":"Mohamed Lemdani","orcid":"https://orcid.org/0000-0003-4553-3428"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Mohamed Lemdani","raw_affiliation_strings":["EA 2694, Sant\u00e9 Publique, Facult\u00e9 des Sciences Pharmaceutiques et Biologiques de Lille, 3, Lille Cedex, France"],"affiliations":[{"raw_affiliation_string":"EA 2694, Sant\u00e9 Publique, Facult\u00e9 des Sciences Pharmaceutiques et Biologiques de Lille, 3, Lille Cedex, France","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5047673437","display_name":"Hossein Mehdaoui","orcid":"https://orcid.org/0000-0001-8647-5215"},"institutions":[{"id":"https://openalex.org/I4210135110","display_name":"Centre Hospitalier Universitaire de Martinique","ror":"https://ror.org/0376kfa34","country_code":"MQ","type":"healthcare","lineage":["https://openalex.org/I4210135110"]}],"countries":["MQ"],"is_corresponding":false,"raw_author_name":"Hossein Mehdaoui","raw_affiliation_strings":["Resuscitation Department, CHU de la Martinique (Martinique University Hospital) Fort-de-France Cedex"],"affiliations":[{"raw_affiliation_string":"Resuscitation Department, CHU de la Martinique (Martinique University Hospital) Fort-de-France Cedex","institution_ids":["https://openalex.org/I4210135110"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":7,"corresponding_author_ids":["https://openalex.org/A5029485633"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.17096736,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"46","issue":"4","first_page":"3294","last_page":"3305"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.801800012588501,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.801800012588501,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.7979999780654907,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.7618109583854675},{"id":"https://openalex.org/keywords/segmentation","display_name":"Segmentation","score":0.6989591121673584},{"id":"https://openalex.org/keywords/market-segmentation","display_name":"Market segmentation","score":0.636303186416626},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6153813004493713},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5358098745346069},{"id":"https://openalex.org/keywords/signal","display_name":"SIGNAL (programming language)","score":0.5121402740478516},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.5094700455665588},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.4334385395050049},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.3974868059158325},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.39269113540649414},{"id":"https://openalex.org/keywords/pattern-recognition","display_name":"Pattern recognition (psychology)","score":0.33601054549217224},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.23750510811805725},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.15885019302368164},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.08799219131469727}],"concepts":[{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.7618109583854675},{"id":"https://openalex.org/C89600930","wikidata":"https://www.wikidata.org/wiki/Q1423946","display_name":"Segmentation","level":2,"score":0.6989591121673584},{"id":"https://openalex.org/C125308379","wikidata":"https://www.wikidata.org/wiki/Q363057","display_name":"Market segmentation","level":2,"score":0.636303186416626},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6153813004493713},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5358098745346069},{"id":"https://openalex.org/C2779843651","wikidata":"https://www.wikidata.org/wiki/Q7390335","display_name":"SIGNAL (programming language)","level":2,"score":0.5121402740478516},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.5094700455665588},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.4334385395050049},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.3974868059158325},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.39269113540649414},{"id":"https://openalex.org/C153180895","wikidata":"https://www.wikidata.org/wiki/Q7148389","display_name":"Pattern recognition (psychology)","level":2,"score":0.33601054549217224},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.23750510811805725},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.15885019302368164},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.08799219131469727},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.0},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/03610918.2015.1083330","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2015.1083330","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W52899050","https://openalex.org/W1492221128","https://openalex.org/W1543203583","https://openalex.org/W1564670828","https://openalex.org/W1601193662","https://openalex.org/W1972493361","https://openalex.org/W1977781683","https://openalex.org/W1985995825","https://openalex.org/W1987331031","https://openalex.org/W1995609782","https://openalex.org/W1999996900","https://openalex.org/W2061171222","https://openalex.org/W2088704603","https://openalex.org/W2104482512","https://openalex.org/W2120760055","https://openalex.org/W2123119012","https://openalex.org/W2132350041","https://openalex.org/W2135164370","https://openalex.org/W2135691157","https://openalex.org/W2156327205","https://openalex.org/W2158106184","https://openalex.org/W2162631211","https://openalex.org/W2164755273","https://openalex.org/W2237526870","https://openalex.org/W2263098707","https://openalex.org/W2313953460","https://openalex.org/W2333257832","https://openalex.org/W2423293082"],"related_works":["https://openalex.org/W2592395359","https://openalex.org/W2045342254","https://openalex.org/W2535231171","https://openalex.org/W1501331687","https://openalex.org/W4255512592","https://openalex.org/W4205247302","https://openalex.org/W2468652214","https://openalex.org/W2501551404","https://openalex.org/W2326647871","https://openalex.org/W1504527458"],"abstract_inverted_index":{"In":[0],"this":[1],"article,":[2],"we":[3],"define":[4,59],"a":[5,14,51,79],"new":[6,80],"method":[7,88],"(Si-GARCH)":[8],"for":[9],"signal":[10],"segmentation":[11],"based":[12],"on":[13,91],"class":[15],"of":[16,24,35,65,94,96],"models":[17,26,76],"coming":[18,99],"from":[19,100],"econometrics.":[20],"We":[21],"make":[22],"use":[23],"these":[25,42,75],"not":[27],"to":[28,32,40,46,58,69,82],"perform":[29],"prediction":[30],"but":[31],"characterize":[33],"portions":[34,43],"signals.":[36],"This":[37],"enables":[38],"us":[39],"compare":[41],"in":[44,53],"order":[45],"determine":[47],"if":[48],"there":[49],"is":[50],"change":[52],"the":[54],"signal\u2019s":[55],"dynamics":[56],"and":[57],"breaking":[60],"points":[61],"with":[62],"an":[63],"aim":[64],"segmenting":[66],"it":[67],"according":[68],"its":[70],"dynamics.":[71],"We,":[72],"then,":[73],"expand":[74],"by":[77],"defining":[78],"coefficient":[81],"improve":[83],"their":[84],"accuracy.":[85],"The":[86],"Si-GARCH":[87],"was":[89],"tested":[90],"several":[92],"thousands":[93],"hours":[95],"biomedical":[97],"signals":[98],"intensive":[101],"care":[102],"units.":[103]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}