not (Q28371)
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Narrowest-Over-Threshold Change-Point Detection
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Narrowest-Over-Threshold Change-Point Detection |
Statements
Rafal Baranowski
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Piotr Fryzlewicz
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23 September 2024
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Provides efficient implementation of the Narrowest-Over-Threshold methodology for detecting an unknown number of change-points occurring at unknown locations in one-dimensional data following 'deterministic signal + noise' model. Currently implemented scenarios are: piecewise-constant signal, piecewise-constant signal with a heavy-tailed noise, piecewise-linear signal, piecewise-quadratic signal, piecewise-constant signal and with piecewise-constant variance of the noise. For details, see Baranowski, Chen and Fryzlewicz (2019) <doi:10.1111/rssb.12322>.
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Identifiers
8 February 2023
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