Change-Point Detection in Time Series Using Mixed Integer Programming
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Cites work
- A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
- Best subset selection via a modern optimization lens
- Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed
- Factor-driven two-regime regression
- Group Lasso for structural break time series
- Grouped variable selection with discrete optimization: computational and statistical perspectives
- scientific article; zbMATH DE number 1034049 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Multiple Change-Point Estimation With a Total Variation Penalty
- On Optimum Methods in Quickest Detection Problems
- Piecewise Linear Function Fitting via Mixed-Integer Linear Programming
- Shrinkage estimation of regression models with multiple structural changes
- Sparse regression: scalable algorithms and empirical performance
- Subset Selection with Shrinkage: Sparse Linear Modeling When the SNR Is Low
- The Discrete Dantzig Selector: Estimating Sparse Linear Models via Mixed Integer Linear Optimization
- Time‐scale transformations of discrete time processes
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