{"id":"https://openalex.org/W2171773781","doi":"https://doi.org/10.1109/tsp.2008.2007313","title":"Detection of Multiple Changes in Fractional Integrated ARMA Processes","display_name":"Detection of Multiple Changes in Fractional Integrated ARMA Processes","publication_year":2008,"publication_date":"2008-11-06","ids":{"openalex":"https://openalex.org/W2171773781","doi":"https://doi.org/10.1109/tsp.2008.2007313","mag":"2171773781"},"language":"en","primary_location":{"id":"doi:10.1109/tsp.2008.2007313","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsp.2008.2007313","pdf_url":null,"source":{"id":"https://openalex.org/S168680287","display_name":"IEEE Transactions on Signal Processing","issn_l":"1053-587X","issn":["1053-587X","1941-0476"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Signal Processing","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/A5113513004","display_name":"M. Coulon","orcid":null},"institutions":[{"id":"https://openalex.org/I134560555","display_name":"Universit\u00e9 Toulouse III - Paul Sabatier","ror":"https://ror.org/02v6kpv12","country_code":"FR","type":"education","lineage":["https://openalex.org/I134560555"]},{"id":"https://openalex.org/I205747304","display_name":"Institut National Polytechnique de Toulouse","ror":"https://ror.org/033p9g875","country_code":"FR","type":"education","lineage":["https://openalex.org/I205747304"]},{"id":"https://openalex.org/I3131550300","display_name":"Universit\u00e9 Toulouse-I-Capitole","ror":"https://ror.org/0443n9e75","country_code":"FR","type":"education","lineage":["https://openalex.org/I3131550300"]},{"id":"https://openalex.org/I4210119061","display_name":"Institut de Recherche en Informatique de Toulouse","ror":"https://ror.org/01rx4qw44","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I205747304","https://openalex.org/I205747304","https://openalex.org/I4210119061","https://openalex.org/I4210152422","https://openalex.org/I4387153255","https://openalex.org/I4405258862","https://openalex.org/I4405259414"]},{"id":"https://openalex.org/I4210152422","display_name":"Universit\u00e9 Toulouse - Jean Jaur\u00e8s","ror":"https://ror.org/04ezk3x31","country_code":"FR","type":"education","lineage":["https://openalex.org/I4210152422"]},{"id":"https://openalex.org/I4210160189","display_name":"Institut Polytechnique de Bordeaux","ror":"https://ror.org/054qv7y42","country_code":"FR","type":"education","lineage":["https://openalex.org/I4210160189"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"M. Coulon","raw_affiliation_strings":["BP 712, NPE-NSEEIHT IRIT, Toulouse, France","Institut National Polytechnique (Toulouse)","Signal et Communications"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"BP 712, NPE-NSEEIHT IRIT, Toulouse, France","institution_ids":["https://openalex.org/I4210119061","https://openalex.org/I134560555","https://openalex.org/I3131550300","https://openalex.org/I4210160189","https://openalex.org/I4210152422"]},{"raw_affiliation_string":"Institut National Polytechnique (Toulouse)","institution_ids":["https://openalex.org/I205747304"]},{"raw_affiliation_string":"Signal et Communications","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5073142840","display_name":"Marie Chabert","orcid":"https://orcid.org/0000-0001-9869-4693"},"institutions":[{"id":"https://openalex.org/I134560555","display_name":"Universit\u00e9 Toulouse III - Paul Sabatier","ror":"https://ror.org/02v6kpv12","country_code":"FR","type":"education","lineage":["https://openalex.org/I134560555"]},{"id":"https://openalex.org/I205747304","display_name":"Institut National Polytechnique de Toulouse","ror":"https://ror.org/033p9g875","country_code":"FR","type":"education","lineage":["https://openalex.org/I205747304"]},{"id":"https://openalex.org/I3131550300","display_name":"Universit\u00e9 Toulouse-I-Capitole","ror":"https://ror.org/0443n9e75","country_code":"FR","type":"education","lineage":["https://openalex.org/I3131550300"]},{"id":"https://openalex.org/I4210119061","display_name":"Institut de Recherche en Informatique de Toulouse","ror":"https://ror.org/01rx4qw44","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I205747304","https://openalex.org/I205747304","https://openalex.org/I4210119061","https://openalex.org/I4210152422","https://openalex.org/I4387153255","https://openalex.org/I4405258862","https://openalex.org/I4405259414"]},{"id":"https://openalex.org/I4210152422","display_name":"Universit\u00e9 Toulouse - Jean Jaur\u00e8s","ror":"https://ror.org/04ezk3x31","country_code":"FR","type":"education","lineage":["https://openalex.org/I4210152422"]},{"id":"https://openalex.org/I4210160189","display_name":"Institut Polytechnique de Bordeaux","ror":"https://ror.org/054qv7y42","country_code":"FR","type":"education","lineage":["https://openalex.org/I4210160189"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"M. Chabert","raw_affiliation_strings":["BP 712, NPE-NSEEIHT IRIT, Toulouse, France","Signal et Communications","Institut National Polytechnique (Toulouse)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"BP 712, NPE-NSEEIHT IRIT, Toulouse, France","institution_ids":["https://openalex.org/I4210119061","https://openalex.org/I134560555","https://openalex.org/I3131550300","https://openalex.org/I4210160189","https://openalex.org/I4210152422"]},{"raw_affiliation_string":"Signal et Communications","institution_ids":[]},{"raw_affiliation_string":"Institut National Polytechnique (Toulouse)","institution_ids":["https://openalex.org/I205747304"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5045346521","display_name":"A. Swami","orcid":null},"institutions":[{"id":"https://openalex.org/I166416128","display_name":"DEVCOM Army Research Laboratory","ror":"https://ror.org/011hc8f90","country_code":"US","type":"government","lineage":["https://openalex.org/I1304082316","https://openalex.org/I1330347796","https://openalex.org/I166416128","https://openalex.org/I2802705668","https://openalex.org/I4210154437"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"A. Swami","raw_affiliation_strings":["Army Research Laboratory, AMSRD-ARL-CI, Adelphi, MD, USA","U.S. Army Research Laboratory [Adelphi, MD]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Army Research Laboratory, AMSRD-ARL-CI, Adelphi, MD, USA","institution_ids":["https://openalex.org/I166416128"]},{"raw_affiliation_string":"U.S. Army Research Laboratory [Adelphi, MD]","institution_ids":["https://openalex.org/I166416128"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.5209,"has_fulltext":false,"cited_by_count":12,"citation_normalized_percentile":{"value":0.84659498,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":"57","issue":"1","first_page":"48","last_page":"61"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11447","display_name":"Blind Source Separation Techniques","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11447","display_name":"Blind Source Separation Techniques","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10575","display_name":"Wireless Communication Networks Research","score":0.9975000023841858,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10125","display_name":"Advanced Wireless Communication Techniques","score":0.984000027179718,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/hurst-exponent","display_name":"Hurst exponent","score":0.6633250713348389},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5334638953208923},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.5245009660720825},{"id":"https://openalex.org/keywords/signal-processing","display_name":"Signal processing","score":0.5114313960075378},{"id":"https://openalex.org/keywords/autoregressive\u2013moving-average-model","display_name":"Autoregressive\u2013moving-average model","score":0.5105489492416382},{"id":"https://openalex.org/keywords/estimation-theory","display_name":"Estimation theory","score":0.49163514375686646},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4904048442840576},{"id":"https://openalex.org/keywords/autoregressive-integrated-moving-average","display_name":"Autoregressive integrated moving average","score":0.4886043667793274},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.4426637887954712},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.4348655343055725},{"id":"https://openalex.org/keywords/moving-average","display_name":"Moving average","score":0.42544135451316833},{"id":"https://openalex.org/keywords/least-squares-function-approximation","display_name":"Least-squares function approximation","score":0.424930214881897},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.41127389669418335},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3952237665653229},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.29896068572998047},{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.1059090793132782}],"concepts":[{"id":"https://openalex.org/C96835011","wikidata":"https://www.wikidata.org/wiki/Q1638718","display_name":"Hurst exponent","level":2,"score":0.6633250713348389},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5334638953208923},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.5245009660720825},{"id":"https://openalex.org/C104267543","wikidata":"https://www.wikidata.org/wiki/Q208163","display_name":"Signal processing","level":3,"score":0.5114313960075378},{"id":"https://openalex.org/C74883015","wikidata":"https://www.wikidata.org/wiki/Q290467","display_name":"Autoregressive\u2013moving-average model","level":3,"score":0.5105489492416382},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.49163514375686646},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4904048442840576},{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.4886043667793274},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.4426637887954712},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.4348655343055725},{"id":"https://openalex.org/C175706884","wikidata":"https://www.wikidata.org/wiki/Q1130194","display_name":"Moving average","level":2,"score":0.42544135451316833},{"id":"https://openalex.org/C9936470","wikidata":"https://www.wikidata.org/wiki/Q6510405","display_name":"Least-squares function approximation","level":3,"score":0.424930214881897},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.41127389669418335},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3952237665653229},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.29896068572998047},{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.1059090793132782},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.0},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.0},{"id":"https://openalex.org/C554190296","wikidata":"https://www.wikidata.org/wiki/Q47528","display_name":"Radar","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/tsp.2008.2007313","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsp.2008.2007313","pdf_url":null,"source":{"id":"https://openalex.org/S168680287","display_name":"IEEE Transactions on Signal Processing","issn_l":"1053-587X","issn":["1053-587X","1941-0476"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Signal Processing","raw_type":"journal-article"},{"id":"pmh:oai:HAL:hal-03609221v1","is_oa":false,"landing_page_url":"https://hal.science/hal-03609221","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"https://ieeexplore.ieee.org/document/4663900","raw_type":"Journal articles"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":54,"referenced_works":["https://openalex.org/W130710483","https://openalex.org/W1499963479","https://openalex.org/W1517575711","https://openalex.org/W1580085373","https://openalex.org/W1596607002","https://openalex.org/W1607632979","https://openalex.org/W1813265476","https://openalex.org/W1963821050","https://openalex.org/W1985093013","https://openalex.org/W2031753087","https://openalex.org/W2038358231","https://openalex.org/W2038780942","https://openalex.org/W2044535354","https://openalex.org/W2096216299","https://openalex.org/W2096710051","https://openalex.org/W2100195693","https://openalex.org/W2100868949","https://openalex.org/W2105009836","https://openalex.org/W2105818147","https://openalex.org/W2106382018","https://openalex.org/W2107675462","https://openalex.org/W2107993849","https://openalex.org/W2109121608","https://openalex.org/W2110574819","https://openalex.org/W2115122866","https://openalex.org/W2116618651","https://openalex.org/W2119908042","https://openalex.org/W2124357853","https://openalex.org/W2136808698","https://openalex.org/W2136977673","https://openalex.org/W2140971281","https://openalex.org/W2142028880","https://openalex.org/W2142635246","https://openalex.org/W2142709479","https://openalex.org/W2145755871","https://openalex.org/W2147128484","https://openalex.org/W2158254928","https://openalex.org/W2160205926","https://openalex.org/W2164214015","https://openalex.org/W2167248119","https://openalex.org/W2170094544","https://openalex.org/W2171873915","https://openalex.org/W2172176129","https://openalex.org/W2173973354","https://openalex.org/W2319085245","https://openalex.org/W2319170717","https://openalex.org/W2341629450","https://openalex.org/W2802739963","https://openalex.org/W4214562929","https://openalex.org/W4242671632","https://openalex.org/W4292403327","https://openalex.org/W4299874471","https://openalex.org/W6630983145","https://openalex.org/W6675308761"],"related_works":["https://openalex.org/W2073847544","https://openalex.org/W2036994430","https://openalex.org/W2620501840","https://openalex.org/W2567143433","https://openalex.org/W2085237988","https://openalex.org/W3190289737","https://openalex.org/W3032070712","https://openalex.org/W3115491726","https://openalex.org/W4239643201","https://openalex.org/W2746349969"],"abstract_inverted_index":{"This":[0],"paper":[1],"addresses":[2],"the":[3,24,36,48,84,88],"problem":[4],"of":[5,60,67,83,87],"changepoint":[6,31],"detection":[7,32],"in":[8,23,47],"FARIMA":[9,18],"processes.":[10],"The":[11,29,42,58],"received":[12],"signal":[13],"is":[14,73,92],"modeled":[15],"as":[16,62,64],"a":[17],"process,":[19],"with":[20],"abrupt":[21],"changes":[22,43,68],"Hurst":[25],"and":[26,99],"ARMA":[27],"parameters.":[28],"proposed":[30],"method":[33],"first":[34],"estimates":[35,91],"model":[37],"parameters":[38],"over":[39],"small":[40],"segments.":[41],"are":[44,69,104],"then":[45],"detected":[46],"parameter":[49],"vector":[50],"sequence":[51],"by":[52],"minimizing":[53],"an":[54],"appropriate":[55],"least-squares":[56],"criterion.":[57],"cases":[59],"known,":[61],"well":[63],"unknown,":[65],"number":[66],"investigated.":[70],"Dynamic":[71],"programming":[72],"used":[74],"to":[75],"solve":[76],"this":[77],"optimization":[78],"problem.":[79],"A":[80],"theoretical":[81],"analysis":[82],"statistical":[85],"properties":[86],"change":[89],"point":[90],"provided.":[93],"Simulation":[94],"results":[95],"on":[96],"synthetic":[97],"data":[98,103],"real":[100],"network":[101],"traffic":[102],"presented.":[105]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2013,"cited_by_count":2}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
