DeCAFS

Authors Gaetano Romano, Paul Fearnhead, Guillem Rigaill, Vincent Runge

Last update 16 September 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 3.3.3, 3.1.4, 3.1.5, 3.2.3, 3.3.1, 3.3.2, 3.3.5, PACKAGES.rds, 3.3.6

Description

Detect abrupt changes in time series with local fluctuations as a random walk process and autocorrelated noise as an AR(1) process. See Romano, G., Rigaill, G., Runge, V., Fearnhead, P. (2021) <doi:10.1080/01621459.2021.1909598>.

Cites work

Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise

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