{"entities":{"Q73566":{"pageid":74708,"ns":120,"title":"Item:Q73566","lastrevid":105642611,"modified":"2026-10-11T07:29:58Z","type":"item","id":"Q73566","labels":{"en":{"language":"en","value":"OLCPM"}},"descriptions":{"en":{"language":"en","value":"Online Change Point Detection for Matrix-Valued Time Series"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"438d0eef0223375d3a92def8ffc6a10a8bf1ca95","datavalue":{"value":{"entity-type":"item","numeric-id":57080,"id":"Q57080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q73566$1F7176EA-1434-47AF-B939-1CCD1C59EA00","rank":"normal"}],"P132":[{"mainsnak":{"snaktype":"value","property":"P132","hash":"10edd141e119b3c38cc2aa087b8fe5922cd0eea3","datavalue":{"value":"0.1.0","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"16ecf39133aabe3336a8432c378502837482371e","datavalue":{"value":{"time":"+2023-02-27T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q73566$BBCDD3FA-7BE8-448E-885B-3ACE81DF1A7C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"dd764dabaf036ec40584882b7f9127cdfd73d125","datavalue":{"value":"0.1.1","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"36c2e1616da38323cf7ff49255652cb2a9eb6fc6","datavalue":{"value":{"time":"+2024-02-05T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q73566$9BA3EBBB-533A-4AF1-9BC2-DD9C99EC2411","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"b542975f358e64266fc8bf3287bc018a1e05a763","datavalue":{"value":"PACKAGES.rds","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"bdab782bc09c5c1d8687a0515dd3ffbe9dda94be","datavalue":{"value":{"time":"+2026-07-09T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q73566$CCFE4348-BFAF-4C0B-B5F7-82B7C65361E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"8e566d59c9c8e44ecba7cb45a73aaa454a64a603","datavalue":{"value":"0.1.2","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"7fb46e7518608b58d8a533d1b66c78a1a687e910","datavalue":{"value":{"time":"+2024-05-30T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q73566$EC943B1C-9282-458D-A0F7-C1A8139989FF","rank":"normal"}],"P19":[{"mainsnak":{"snaktype":"value","property":"P19","hash":"bcd0cf3a9de208e5376d2f530f49c74a472da86d","datavalue":{"value":{"entity-type":"item","numeric-id":73563,"id":"Q73563"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q73566$C5758BE2-D73B-46B5-9C47-A462DE8505F0","rank":"normal"}],"P229":[{"mainsnak":{"snaktype":"value","property":"P229","hash":"c36121edefb5fe82d7c965fa95281101ca7087c6","datavalue":{"value":"OLCPM","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q73566$8FC5528E-04B0-4B31-B75F-3C08610A9EE9","rank":"normal"}],"P114":[{"mainsnak":{"snaktype":"value","property":"P114","hash":"251fd109c2cd8c1ee39b48cd109c9f4b1c9fcf5c","datavalue":{"value":{"entity-type":"item","numeric-id":13519,"id":"Q13519"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q73566$5AD44D22-3C15-4576-8067-3D10CA6E73F3","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"03cc68f3d8a5b7bcf3380d5b05b850424ec48aca","datavalue":{"value":{"entity-type":"item","numeric-id":73563,"id":"Q73563"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q73566$04ED92E3-286C-40FC-8882-A7156C547073","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"caec58e2e2e3256bca461f95da85075ecd3567cd","datavalue":{"value":{"entity-type":"item","numeric-id":56623,"id":"Q56623"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q73566$C385F310-807D-4677-80FC-8D75F9DF8946","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P163","hash":"8576d3d16efe97b9b62facebe80c3ed9e3b6aae2","datavalue":{"value":{"entity-type":"item","numeric-id":56621,"id":"Q56621"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q73566$A1FB087B-BA81-4829-8745-EAA6AA8DC0EC","rank":"normal"}],"P585":[{"mainsnak":{"snaktype":"value","property":"P585","hash":"0bfcabcc5c953db7a28bf77cea7829f3a739da77","datavalue":{"value":{"entity-type":"item","numeric-id":23336,"id":"Q23336"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q73566$E0B7B11E-D9CA-47AC-93EB-8A7ACCE2898E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P585","hash":"da954b3ce352a19987535eaade1bd50bd5cae213","datavalue":{"value":{"entity-type":"item","numeric-id":27298,"id":"Q27298"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q73566$281D2E7D-B708-4615-88D9-88D92F315AD5","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"908c3454b3659c4b140ccce33c5aee31081edc8d","datavalue":{"value":{"entity-type":"item","numeric-id":5976450,"id":"Q5976450"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q73566$F4CF1FDB-C50C-423E-834C-E84439871BF1","rank":"normal"}],"P43":[{"mainsnak":{"snaktype":"value","property":"P43","hash":"360f4042b8b81db32f0cb5cc697ce5f28614e701","datavalue":{"value":"Yong He","type":"string"},"datatype":"string"},"type":"statement","id":"Q73566$31F4E374-165F-4AA9-A0F7-BE99F8AA5DA9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P43","hash":"83a1eb3365178f8ccc83bddffe2aeb7c9263aaa5","datavalue":{"value":"Lorenzo Trapani","type":"string"},"datatype":"string"},"type":"statement","id":"Q73566$5CFDFA7B-3A75-433A-BB81-2AB75CDA3A5E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P43","hash":"cb9808d8172ff461e7e341e929ab3e4949c3c17a","datavalue":{"value":"Xin-Bing Kong","type":"string"},"datatype":"string"},"type":"statement","id":"Q73566$D7F3838A-3174-4FB2-86A2-01996E8B7508","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P43","hash":"5a9ec122b2b3a2cb4ebd19746e65416135a2869c","datavalue":{"value":"Xinbing Kong","type":"string"},"datatype":"string"},"type":"statement","id":"Q73566$41FA8DDB-296A-4A9E-BD32-F47439034930","rank":"normal"}],"P170":[{"mainsnak":{"snaktype":"value","property":"P170","hash":"b69c2387b614803e28225f3e03148f3f4c8ef4b9","datavalue":{"value":{"time":"+2024-05-30T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q73566$97B506C0-4805-4339-88E1-494776C038CC","rank":"normal"}],"P1459":[{"mainsnak":{"snaktype":"value","property":"P1459","hash":"16fdb6892fee11a5d0ec1e50d4b4ef8f8dc06a7d","datavalue":{"value":"We provide two algorithms for monitoring change points with online matrix-valued time series, under the assumption of a two-way factor structure. The algorithms are based on different calculations of the second moment matrices. One is based on stacking the columns of matrix observations, while another is by a more delicate projected approach. A well-known fact is that, in the presence of a change point, a factor model can be rewritten as a model with a larger number of common factors. In turn, this entails that, in the presence of a change point, the number of spiked eigenvalues in the second moment matrix of the data increases. Based on this, we propose two families of procedures - one based on the fluctuations of partial sums, and one based on extreme value theory - to monitor whether the first non-spiked eigenvalue diverges after a point in time in the monitoring horizon, thereby indicating the presence of a change point. This package also provides some simple functions for detecting and removing outliers, imputing missing entries and testing moments. See more details in He et al. (2021)<doi:10.48550/arXiv.2112.13479>.","type":"string"},"datatype":"string"},"type":"statement","id":"Q73566$04487CA9-D315-451C-9C10-A3222EE2394E","rank":"normal"}],"P342":[{"mainsnak":{"snaktype":"value","property":"P342","hash":"a0beaece152e3d4cfe5f01b8a4c02caff7e1e6cc","datavalue":{"value":{"entity-type":"item","numeric-id":56774,"id":"Q56774"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P132":[{"snaktype":"value","property":"P132","hash":"d58e5b1027dfb6f2eb46f744a45ba1224fa0fc25","datavalue":{"value":"\u2265 3.5.0","type":"string"},"datatype":"string"}]},"qualifiers-order":["P132"],"id":"Q73566$F920359A-A151-40AD-A1CD-B75992201618","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"OLCPM","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/OLCPM"}}}}}