SKFCPD (Q5975563)
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Fast Online Changepoint Detection for Temporally Correlated Data
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SKFCPD |
Fast Online Changepoint Detection for Temporally Correlated Data |
Statements
Sequential Kalman filter for scalable online changepoint detection by temporally correlated data. It enables fast single and multiple change points with missing values. See the reference: Hanmo Li, Yuedong Wang, Mengyang Gu (2023), <arXiv:2310.18611>.
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17 February 2024
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