ocd

swMATH41084CRANocdMaRDI QIDQ1354209FDOQ1354209

High-Dimensional Multiscale Online Changepoint Detection

Yudong Chen

Last update: 7 October 2020

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.1

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

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

Cites work

• Efficient scalable schemes for monitoring a large number of data streams
• Sequential multi-sensor change-point detection
• Optimal sequential detection in multi-stream data
• High-dimensional, multiscale online changepoint detection

Described by source

• High-Dimensional, Multiscale Online Changepoint Detection

Cited In (8)

• fastOnlineCpt
• MMCTest
• InspectChangepoint
• IndependenceTests
• wbsts
• basta
• GISMO
• Online multivariate changepoint detection with type I error control and constant time/memory updates per series

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