Detecting Multiple Change Points: The PULSE Criterion

DOI10.5705/SS.202020.0464MaRDI QIDQ6039883zbMATH OpenFDO

Authors Wenbiao Zhao, Xuehu Zhu, Li-Xing Zhu

Publication date 23 May 2023

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/SS.202020.0464

zbMATH Keywords

double average ratiosmultiple change-points detectionthresholdvisualization

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A Cluster Analysis Method for Grouping Means in the Analysis of Variance
• A MOSUM procedure for the estimation of multiple random change points
• A nonparametric approach for multiple change point analysis of multivariate data
• An Extension of the MOSUM Technique for Quality Control
• Average run lengths of an optimal method of detecting a change in distribution
• Change-point tests under local alternatives for long-range dependent processes
• Changepoint estimation: another look at multiple testing problems
• CONTINUOUS INSPECTION SCHEMES
• Detecting Changes in the Mean of Functional Observations
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• Estimating and Testing Structural Changes in Multivariate Regressions
• Estimating the number of change-points via Schwarz' criterion
• High dimensional change point estimation via sparse projection
• scientific article; zbMATH DE number 4169866 (Why is no real title available?)
• scientific article; zbMATH DE number 3766903 (Why is no real title available?)
• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• Inference of Trends in Time Series
• MOSUM tests for parameter constancy
• Multiple change-point detection via a screening and ranking algorithm
• Multiple change-point detection: a selective overview
• Multiple Change-Point Estimation With a Total Variation Penalty
• Multiscale change point inference. With discussion and authors' reply
• Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
• Optimal detection of changepoints with a linear computational cost
• Segmentation and estimation of change-point models: false positive control and confidence regions
• Testing for change points in time series
• Univariate mean change point detection: penalization, CUSUM and optimality
• Variance change point detection under a smoothly-changing mean trend with application to liver procurement
• Wild binary segmentation for multiple change-point detection

Cited in

(3)

• Detecting change structures of nonparametric regressions
• Finding multiple abrupt change points
• Segmented multiple-Lasso and peak recognition algorithm for change-point detection

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