Identifying the time of a step change in AR(1) auto-correlated simple linear profiles

Subject Areas : Mathematical Optimization

Majid Khedmati ¹ , Seyed Taghi Akhavan Niaki ²

1 - Department of Industrial Engineering, Sharif University of Technology, Azadi Ave., P.O. Box 11155-9414, 1458889694, Tehran, Iran
2 - Department of Industrial Engineering, Sharif University of Technology, Azadi Ave., P.O. Box 11155-9414, 1458889694, Tehran, Iran

Received: 2020-10-02 Accepted : 2020-10-02 Published : 2015-12-01

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