Balestrassi, P. P.; Paiva, A. P.; Souza, A. C. Zambroni de - In: Journal of Applied Statistics 38 (2011) 2, pp. 327-342
The purpose of this paper is to present a novel method that is applied to detect dynamic changes in nonlinear time series. The method combines a multivariate control chart that monitors the variation of three normalized descriptors -- Hjorth's descriptors of activity, mobility and complexity --...