mosum

swMATH38303CRANmosumMaRDI QIDQ54003FDOQ54003

Moving Sum Based Procedures for Changes in the Mean

Claudia Kirch, Haeran Cho, Alexander Meier

Last update: 22 October 2022

Copyright license: GNU General Public License

Software version identifier: 1.2.7

Official website: https://cran.r-project.org/web/packages/mosum/index.html

Source code repository: https://github.com/cran/mosum

Cites work

• A MOSUM procedure for the estimation of multiple random change points
• Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
• Bootstrap confidence intervals for multiple change points based on moving sum procedures
• mosum: A Package for Moving Sums in Change-Point Analysis

Cited In (44)

• vccp
• gSeg
• onlineCOV
• ocd
• Bivariate change point detection: Joint detection of changes in expectation and variance
• Multiscale change point detection via gradual bandwidth adjustment in moving sum processes
• Discussion of `Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection'
• changepoint
• NMF
• wbs
• cpm
• bcp
• DNAcopy
• not
• FDRSeg
• brainGraph
• ecp
• IndependenceTests
• AR1seg
• wbsts
• changepoint.np
• Segmentor3IsBack
• stepR
• breakfast
• ruptures
• cumSeg
• HSMUCE
• IDetect
• jcp
• basta
• trendsegmentR
• changepoint.geo
• fabisearch
• fpop
• mscp
• VARDetect
• Bootstrap confidence intervals for multiple change points based on moving sum procedures
• Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
• hdcd
• Real Time Anomaly Detection And Categorisation
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• jointseg
• Online non-parametric changepoint detection with application to monitoring operational performance of network devices
• fnets

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