wbs

swMATH11110CRANwbsMaRDI QIDQ23060FDOQ23060

Wild Binary Segmentation for Multiple Change-Point Detection

Rafal Baranowski

Last update: 14 May 2019

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.4

Official website: http://cran.r-project.org/web/packages/wbs/index.html

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

Described by source

• Wild binary segmentation for multiple change-point detection

Cited In (only showing first 100 items - show all)

• Piecewise autoregression for general integer-valued time series
• Robust algorithms for multiphase regression models
• On optimal segmentation and parameter tuning for multiple change-point detection and inference
• npreg
• BatchGetSymbols
• changepointTests
• PeakSegDisk
• vccp
• Testing for jumps in the presence of smooth changes in trends of nonstationary time series
• Group orthogonal greedy algorithm for change-point estimation of multivariate time series
• gSeg
• ocd
• Bootstrapping a change-point Cox model for survival data
• Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
• Bayesian multiple changepoint detection for stochastic models in continuous time
• Change-point estimation in the multivariate model taking into account the dependence: application to the vegetative development of oilseed rape
• Exact post-selection inference for the generalized Lasso path
• Robust inference for change points in high dimension
• Multiscale blind source separation
• Multiple change point detection and validation in autoregressive time series data
• Estimation and test of jump discontinuities in varying coefficient models with empirical applications
• The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points
• Estimation of change-point models
• On consistency of minimum description length model selection for piecewise autoregressions
• Threshold selection for multivariate heavy-tailed data
• A pruned recursive solution to the multiple change point problem
• An exact approach to Bayesian sequential change point detection
• Bayesian multiple change-points detection in a normal model with heterogeneous variances
• Dynamic stochastic block models: parameter estimation and detection of changes in community structure
• Inference for single and multiple change-points in time series
• Change detection using an iterative algorithm with guarantees
• Change-Point Detection for Graphical Models in the Presence of Missing Values
• Consistent multiple changepoint estimation with fused Gaussian graphical models
• On change-point estimation under Sobolev sparsity
• Inference on the change point under a high dimensional sparse mean shift
• Dating multiple change points in the correlation matrix
• Sparse group fused Lasso for model segmentation: a hybrid approach
• Detection of multiple change points for linear processes under negatively super-additive dependence
• Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
• High dimensional change point inference: recent developments and extensions
• Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
• Variance change point detection for fractional Brownian motion based on the likelihood ratio test
• Optimal nonparametric change point analysis
• Optimal covariance change point localization in high dimensions
• Optimal change point detection and localization in sparse dynamic networks
• Consistent selection of the number of change-points via sample-splitting
• hdcd
• GPT-3
• Rank-based multiple change-point detection
• Multiple change-points detection in high dimension
• Subset Multivariate Collective and Point Anomaly Detection
• crossvalidationCP
• Graphical Influence Diagnostics for Changepoint Models
• Robust bent line regression
• Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices
• Detecting multiple generalized change-points by isolating single ones
• Most recent changepoint detection in censored panel data
• Consistent change-point detection with kernels
• New efficient algorithms for multiple change-point detection with reproducing kernels
• Change-point detection in multinomial data with a large number of categories
• High dimensional change point estimation via sparse projection
• BayesProject: fast computation of a projection direction for multivariate changepoint detection
• Univariate mean change point detection: penalization, CUSUM and optimality
• Segmentation and estimation of change-point models: false positive control and confidence regions
• Multiscale change-point segmentation: beyond step functions
• Multiscale change point detection via gradual bandwidth adjustment in moving sum processes
• A computationally efficient nonparametric approach for changepoint detection
• High-dimensional change-point estimation: combining filtering with convex optimization
• Detecting Changes in Slope With an L₀ Penalty
• CUBGCV
• cghseg
• changepoint
• CGH-Plotter
• strucchange
• GW-WINKS
• GROMOS
• LogConcDEAD
• SLEX
• ftnonpar
• logcondens
• seqCBS
• TSA
• unbalhaar
• CAPUSHE
• cpm
• pottslab
• abctools
• InspectChangepoint
• not
• FDRSeg
• ecp
• Iso
• BASS
• factorcpt
• IndependenceTests
• FLLat
• coseg
• tswge
• PennCNV
• SegAnnDB

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