FASeg

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Joint Segmentation of Correlated Time Series

Xavier Collilieux

Last update: 9 March 2018

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.1.9

Official website: https://cran.r-project.org/web/packages/FASeg/index.html

Source code repository: https://github.com/cran/FASeg

Cites work

• A factor model approach for the joint segmentation with between-series correlation

Described by source

• A factor model approach for the joint segmentation with between-series correlation

Cited In (3)

• A kernel multiple change-point algorithm via model selection
• ecodist
• PennCNV

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