High-dimensional changepoint detection via a geometrically inspired mapping (Q139173)

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English
High-dimensional changepoint detection via a geometrically inspired mapping
scientific article

    Statements

    volume
    30
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    issue
    4
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    page(s)
    1155-1166
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    publication date
    28 March 2020
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    27 August 2020
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    author
    Thomas Grundy
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    Rebecca Killick
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    Gueorgui Mihaylov
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    Thomas Grundy
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    Gueorgui Mihaylov
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    Rebecca Killick
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    title
    High-dimensional changepoint detection via a geometrically inspired mapping (English)
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    zbMATH Keywords
    changepoint
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    time series
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    high-dimensional
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    Pruned Exact Linear Time (PELT) method
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    describes a project that uses
    InspectChangepoint
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    changepoint.np
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    changepoint
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    CRAN
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    R
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    wbs
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    ecp
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    SP500R
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62G10
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    62P05
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    62P10
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    zbMATH DE Number
    7241250
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    OpenAlex ID
    W3105047319
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    arXiv ID
    2001.05241
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