A comparison of single and multiple changepoint techniques for time series data (Q2129576)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A comparison of single and multiple changepoint techniques for time series data |
scientific article; zbMATH DE number 7512627
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A comparison of single and multiple changepoint techniques for time series data |
scientific article; zbMATH DE number 7512627 |
Statements
A comparison of single and multiple changepoint techniques for time series data (English)
0 references
22 April 2022
0 references
AMOC techniques
0 references
ARMA models
0 references
binary segmentation
0 references
Brownian bridge
0 references
CUSUM tests
0 references
likelihood ratio test
0 references
minimum description length
0 references
one-step-ahead prediction residuals
0 references
penalized likelihoods
0 references
wild binary segmentation
0 references
0 references
0 references
0 references
0.9150217
0 references
0.9149762
0 references
0.9064791
0 references
0.90539634
0 references
0.90142167
0 references
0.89998317
0 references
0.8972832
0 references
0.8890088
0 references
0.8858272
0 references
