Kernel change point detection based on convergent cross mapping

DOI10.1016/J.CNSNS.2022.106318MaRDI QIDQ6495291zbMATH OpenFDO

Authors Xinlei Ge, Aijing Lin

Publication date 30 April 2024

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CNSNS.2022.106318

zbMATH Keywords

convergent cross mappingdynamic causalitykernel change point detectiontransfer entropy

Mathematics Subject Classification ID

Parametric inference (62Fxx) Nonparametric inference (62Gxx) Multivariate analysis (62Hxx)

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Cited in

(2)

• Recursive approach for change point detection in piecewise linear signals
• Bayesian autoregressive online change-point detection with time-varying parameters

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