Micro–Macro Changepoint Inference for Periodic Data Sequences

DOI10.1080/10618600.2022.2104288MaRDI QIDQ6094097zbMATH OpenOpenAlexFDO

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)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/10618600.2022.2104288

zbMATH Keywords

PELTsegmentationperiodicitylevel shifthouse price indexnorth atlantic oscillation

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A Cluster Analysis Method for Grouping Means in the Analysis of Variance
• A comparison of single and multiple changepoint techniques for time series data
• A test for a change in a parameter occurring at an unknown point
• Bayesian time series models
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• Multiscale change point inference. With discussion and authors' reply
• Optimal detection of changepoints with a linear computational cost
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination

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