Micro–Macro Changepoint Inference for Periodic Data Sequences
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Publication:6094097
DOI10.1080/10618600.2022.2104288OpenAlexW4286608153MaRDI QIDQ6094097FDOQ6094097
Authors: Anastasia Ushakova, Simon A. C. Taylor, Rebecca Killick 
Publication date: 9 October 2023
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10618600.2022.2104288
Recommendations
- Nonparametric change point detection for periodic time series
- Nonparametric detection of changepoints for sequentially observed data
- Sequential Change-Point Detection and Estimation
- Sequential change point detection in high dimensional time series
- Sequential detection and estimation of change-points
- Inference for single and multiple change-points in time series
- Nonparametric changepoint detection for time series
- Change points detection and parameter estimation for multivariate time series
- State-of-the-art in sequential change-point detection
Cites Work
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- A Cluster Analysis Method for Grouping Means in the Analysis of Variance
- Bayesian time series models
- Optimal detection of changepoints with a linear computational cost
- Multiscale Change Point Inference
- A test for a change in a parameter occurring at an unknown point
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- A comparison of single and multiple changepoint techniques for time series data
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