DeCAFS (Q82775)
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Detecting Changes in Autocorrelated and Fluctuating Signals
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | DeCAFS |
Detecting Changes in Autocorrelated and Fluctuating Signals |
Statements
expanded from: GPL (≥ 2) (English)
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Guillem Rigaill
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Vincent Runge
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16 September 2026
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Detect abrupt changes in time series with local fluctuations as a random walk process and autocorrelated noise as an AR(1) process. See Romano, G., Rigaill, G., Runge, V., Fearnhead, P. (2021) <doi:10.1080/01621459.2021.1909598>.
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