A comparison of single and multiple changepoint techniques for time series data (Q2129576): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: GA / rank | |||
Normal rank | |||
Revision as of 13:56, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of single and multiple changepoint techniques for time series data |
scientific article |
Statements
A comparison of single and multiple changepoint techniques for time series data (English)
0 references
22 April 2022
0 references
AMOC techniques
0 references
ARMA models
0 references
binary segmentation
0 references
Brownian bridge
0 references
CUSUM tests
0 references
likelihood ratio test
0 references
minimum description length
0 references
one-step-ahead prediction residuals
0 references
penalized likelihoods
0 references
wild binary segmentation
0 references
