<?xml version="1.0" encoding="utf-8"?>
<TEI xmlns="http://www.tei-c.org/ns/1.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:hal="http://hal.archives-ouvertes.fr/" xmlns:gml="http://www.opengis.net/gml/3.3/" xmlns:gmlce="http://www.opengis.net/gml/3.3/ce" version="1.1" xsi:schemaLocation="http://www.tei-c.org/ns/1.0 http://api.archives-ouvertes.fr/documents/aofr-sword.xsd">
  <teiHeader>
    <fileDesc>
      <titleStmt>
        <title>HAL TEI export of hal-00819796</title>
      </titleStmt>
      <publicationStmt>
        <distributor>CCSD</distributor>
        <availability status="restricted">
          <licence target="https://creativecommons.org/publicdomain/zero/1.0/">CC0 1.0 - Universal</licence>
        </availability>
        <date when="2026-05-24T12:54:36+02:00"/>
      </publicationStmt>
      <sourceDesc>
        <p part="N">HAL API Platform</p>
      </sourceDesc>
    </fileDesc>
  </teiHeader>
  <text>
    <body>
      <listBibl>
        <biblFull>
          <titleStmt>
            <title xml:lang="en">Modelling piecewise long memory signals based on MDL</title>
            <author role="aut">
              <persName>
                <forename type="first">Li</forename>
                <surname>Song</surname>
              </persName>
              <idno type="halauthorid">394457-0</idno>
              <affiliation ref="#struct-1289"/>
            </author>
            <author role="aut">
              <persName>
                <forename type="first">Pascal</forename>
                <surname>Bondon</surname>
              </persName>
              <email type="md5">c8aff66bbcc1b898b8bd044838815e3f</email>
              <email type="domain">l2s.centralesupelec.fr</email>
              <idno type="idhal" notation="string">pascal-bondon</idno>
              <idno type="idhal" notation="numeric">21526</idno>
              <idno type="halauthorid" notation="string">8724-21526</idno>
              <idno type="ORCID">https://orcid.org/0000-0002-5158-7337</idno>
              <idno type="IDREF">https://www.idref.fr/122768418</idno>
              <affiliation ref="#struct-1289"/>
            </author>
            <editor role="depositor">
              <persName>
                <forename>Pascal</forename>
                <surname>Bondon</surname>
              </persName>
              <email type="md5">c8aff66bbcc1b898b8bd044838815e3f</email>
              <email type="domain">l2s.centralesupelec.fr</email>
            </editor>
          </titleStmt>
          <editionStmt>
            <edition n="v1" type="current">
              <date type="whenSubmitted">2013-05-02 13:42:51</date>
              <date type="whenModified">2024-03-17 11:46:04</date>
              <date type="whenReleased">2013-05-06 11:48:04</date>
              <date type="whenProduced">2010-03-14</date>
            </edition>
            <respStmt>
              <resp>contributor</resp>
              <name key="147461">
                <persName>
                  <forename>Pascal</forename>
                  <surname>Bondon</surname>
                </persName>
                <email type="md5">c8aff66bbcc1b898b8bd044838815e3f</email>
                <email type="domain">l2s.centralesupelec.fr</email>
              </name>
            </respStmt>
          </editionStmt>
          <publicationStmt>
            <distributor>CCSD</distributor>
            <idno type="halId">hal-00819796</idno>
            <idno type="halUri">https://centralesupelec.hal.science/hal-00819796</idno>
            <idno type="halBibtex">song:hal-00819796</idno>
            <idno type="halRefHtml">&lt;i&gt;ICASSP 2010&lt;/i&gt;, Mar 2010, Dallas, United States. pp.3782-3785, &lt;a target="_blank" href="https://dx.doi.org/10.1109/ICASSP.2010.5495848"&gt;&amp;#x27E8;10.1109/ICASSP.2010.5495848&amp;#x27E9;&lt;/a&gt;</idno>
            <idno type="halRef">ICASSP 2010, Mar 2010, Dallas, United States. pp.3782-3785, &amp;#x27E8;10.1109/ICASSP.2010.5495848&amp;#x27E9;</idno>
            <availability status="restricted"/>
          </publicationStmt>
          <seriesStmt>
            <idno type="stamp" n="EC-PARIS">Ecole Centrale Paris</idno>
            <idno type="stamp" n="CNRS">CNRS - Centre national de la recherche scientifique</idno>
            <idno type="stamp" n="UNIV-PSUD">Université Paris Sud - Paris XI</idno>
            <idno type="stamp" n="SUP_LSS">Laboratoire des Signaux et Systèmes</idno>
            <idno type="stamp" n="SUP_SIGNAUX" corresp="SUP_LSS">Pôle Signaux</idno>
            <idno type="stamp" n="CENTRALESUPELEC">Ecole CentraleSupélec</idno>
            <idno type="stamp" n="UNIV-PARIS-SACLAY">Université Paris-Saclay</idno>
            <idno type="stamp" n="UNIV-PSUD-SACLAY" corresp="UNIV-PARIS-SACLAY">Université Paris Sud pour Paris Saclay</idno>
          </seriesStmt>
          <notesStmt>
            <note type="audience" n="2">International</note>
            <note type="invited" n="0">No</note>
            <note type="popular" n="0">No</note>
            <note type="peer" n="1">Yes</note>
            <note type="proceedings" n="1">Yes</note>
          </notesStmt>
          <sourceDesc>
            <biblStruct>
              <analytic>
                <title xml:lang="en">Modelling piecewise long memory signals based on MDL</title>
                <author role="aut">
                  <persName>
                    <forename type="first">Li</forename>
                    <surname>Song</surname>
                  </persName>
                  <idno type="halauthorid">394457-0</idno>
                  <affiliation ref="#struct-1289"/>
                </author>
                <author role="aut">
                  <persName>
                    <forename type="first">Pascal</forename>
                    <surname>Bondon</surname>
                  </persName>
                  <email type="md5">c8aff66bbcc1b898b8bd044838815e3f</email>
                  <email type="domain">l2s.centralesupelec.fr</email>
                  <idno type="idhal" notation="string">pascal-bondon</idno>
                  <idno type="idhal" notation="numeric">21526</idno>
                  <idno type="halauthorid" notation="string">8724-21526</idno>
                  <idno type="ORCID">https://orcid.org/0000-0002-5158-7337</idno>
                  <idno type="IDREF">https://www.idref.fr/122768418</idno>
                  <affiliation ref="#struct-1289"/>
                </author>
              </analytic>
              <monogr>
                <title level="m">Proceedings of the IEEE International Conference on Acoustic, Speech and Signal Processing</title>
                <meeting>
                  <title>ICASSP 2010</title>
                  <date type="start">2010-03-14</date>
                  <date type="end">2010-03-19</date>
                  <settlement>Dallas</settlement>
                  <country key="US">United States</country>
                </meeting>
                <imprint>
                  <biblScope unit="pp">3782-3785</biblScope>
                  <date type="datePub">2010-03</date>
                </imprint>
              </monogr>
              <idno type="doi">10.1109/ICASSP.2010.5495848</idno>
            </biblStruct>
          </sourceDesc>
          <profileDesc>
            <langUsage>
              <language ident="en">English</language>
            </langUsage>
            <textClass>
              <classCode scheme="halTypology" n="COMM">Conference papers</classCode>
              <classCode scheme="halOldTypology" n="COMM">Conference papers</classCode>
              <classCode scheme="halTreeTypology" n="COMM">Conference papers</classCode>
            </textClass>
            <abstract xml:lang="en">
              <p>We consider the problem of modelling piecewise fractional autoregressive integrated moving-average (FARIMA) model signal. The number m of break points as well as their locations, the order (p, q) and the parameters of each regime are assumed to be unknown. To estimate the unknown parameters, we propose a criterion based on the minimum description length (MDL) principle of Rissanen. A genetic algorithm is implemented to optimize this criterion. Monte Carlo simulation results show that criterion performs well for estimating the break points number as well as their locations, the order and the parameters of each regime.</p>
            </abstract>
          </profileDesc>
        </biblFull>
      </listBibl>
    </body>
    <back>
      <listOrg type="structures">
        <org type="laboratory" xml:id="struct-1289" status="OLD">
          <idno type="IdRef">133818799</idno>
          <idno type="RNSR">199812842X</idno>
          <orgName>Laboratoire des signaux et systèmes</orgName>
          <orgName type="acronym">L2S</orgName>
          <date type="end">2019-12-31</date>
          <desc>
            <address>
              <addrLine>Plateau de Moulon 3 rue Joliot Curie 91192 GIF SUR YVETTE CEDEX</addrLine>
              <country key="FR"/>
            </address>
            <ref type="url">http://www.l2s.centralesupelec.fr/</ref>
          </desc>
          <listRelation>
            <relation active="#struct-92966" type="direct"/>
            <relation active="#struct-411575" type="direct"/>
            <relation name="UMR8506" active="#struct-441569" type="direct"/>
          </listRelation>
        </org>
        <org type="institution" xml:id="struct-92966" status="OLD">
          <idno type="ROR">https://ror.org/028rypz17</idno>
          <orgName>Université Paris-Sud - Paris 11</orgName>
          <orgName type="acronym">UP11</orgName>
          <date type="end">2019-12-31</date>
          <desc>
            <address>
              <addrLine>Bâtiment 300 - 91405 Orsay cedex</addrLine>
              <country key="FR"/>
            </address>
            <ref type="url">http://www.u-psud.fr/</ref>
          </desc>
        </org>
        <org type="institution" xml:id="struct-411575" status="VALID">
          <idno type="IdRef">184443237</idno>
          <idno type="ROR">https://ror.org/019tcpt25</idno>
          <orgName>CentraleSupélec</orgName>
          <desc>
            <address>
              <addrLine>3, rue Joliot Curie,Plateau de Moulon,91192 GIF-SUR-YVETTE Cedex</addrLine>
              <country key="FR"/>
            </address>
            <ref type="url">http://www.centralesupelec.fr</ref>
          </desc>
        </org>
        <org type="regroupinstitution" xml:id="struct-441569" status="VALID">
          <idno type="IdRef">02636817X</idno>
          <idno type="ISNI">0000000122597504</idno>
          <idno type="ROR">https://ror.org/02feahw73</idno>
          <orgName>Centre National de la Recherche Scientifique</orgName>
          <orgName type="acronym">CNRS</orgName>
          <date type="start">1939-10-19</date>
          <desc>
            <address>
              <country key="FR"/>
            </address>
            <ref type="url">https://www.cnrs.fr/</ref>
          </desc>
        </org>
      </listOrg>
    </back>
  </text>
</TEI>