Detection of multiple change-points in multivariate data
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Publication:5129088
DOI10.1080/02664763.2013.800471OpenAlexW1973947823MaRDI QIDQ5129088FDOQ5129088
Authors: Edgard M. Maboudou-Tchao, Douglas M. Hawkins
Publication date: 26 October 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2013.800471
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Cited In (52)
- A general procedure for change-point detection in multivariate time series
- Fitting multiple change-point models to data
- Multiple change-point detection: a selective overview
- Change-point detection in multinomial data with a large number of categories
- A nonparametric approach for multiple change point analysis of multivariate data
- BayesProject: fast computation of a projection direction for multivariate changepoint detection
- Inference for multiple change points in time series via likelihood ratio scan statistics
- Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences
- Bivariate change point detection: Joint detection of changes in expectation and variance
- Directional change-point detection for process control with multivariate categorical data
- Detecting change-points in extremes
- Multivariate changepoint problem
- Change point detection using bootstrap methods
- Multiscale change point detection
- Change-point estimation in the multivariate model taking into account the dependence: application to the vegetative development of oilseed rape
- Extensions of some classical methods in change point analysis
- Detection of changes in multivariate time series with application to EEG data
- Multiple change-point detection via a screening and ranking algorithm
- Detection of multiple change-points in multivariate time series
- Efficient Integration of Sufficient Dimension Reduction and Prediction in Discriminant Analysis
- Multivariate Kendall's tau for change-point detection in copulas
- Inference for single and multiple change-points in time series
- Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method
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- Detecting change-points in multidimensional stochastic processes
- Supervised learning for change-point detection
- A novel change-point approach for the detection of gas emission sources using remotely contained concentration data
- Product partition latent variable model for multiple change-point detection in multivariate data
- A Bayesian wavelet approach to estimation of a change-point in a nonlinear multivariate time series
- Multiple changepoint detection in categorical data streams
- Bayesian single change point detection in a sequence of multivariate normal observations
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- A sequential multiple change-point detection procedure via VIF regression
- Continuous monitoring for changepoints in data streams using adaptive estimation
- Bayesian off-line detection of multiple change-points corrupted by multiplicative noise: Application to SAR image edge detection
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- High-dimensional changepoint detection via a geometrically inspired mapping
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- Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
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- The development of an information criterion for change-point analysis
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- Rank-based multiple change-point detection
- Multiple change-points detection in high dimension
- Detection of test speededness using change-point analysis
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- A pairwise likelihood-based approach for changepoint detection in multivariate time series models
- Finding multiple abrupt change points
- Multiple change-point detection of multivariate mean vectors with the Bayesian approach
- Detecting Multiple Change Points: The PULSE Criterion
- Time-based detection of changes to multivariate patterns
- Nonparametric change point detection in multivariate piecewise stationary time series
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