A comparison of single and multiple changepoint techniques for time series data (Q2129576)
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English | A comparison of single and multiple changepoint techniques for time series data |
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A comparison of single and multiple changepoint techniques for time series data (English)
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22 April 2022
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AMOC techniques
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ARMA models
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binary segmentation
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Brownian bridge
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CUSUM tests
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likelihood ratio test
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minimum description length
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one-step-ahead prediction residuals
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penalized likelihoods
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wild binary segmentation
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