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: wbs / rank
 
Normal rank

Revision as of 21:26, 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
    0 references
    0 references
    0 references
    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
    0 references
    0 references

    Identifiers