MFT

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The Multiple Filter Test for Change Point Detection

Michael Messer

Last update: 11 March 2019

Copyright license: GNU General Public License, version 3.0

Software version identifier: 2.0

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

Cites work

• A multiple filter test for the detection of rate changes in renewal processes with varying variance
• Multi-Scale Detection of Variance Changes in Renewal Processes in the Presence of Rate Change Points
• Multi-scale detection of rate changes in spike trains with weak dependencies
• The multiple filter test for change point detection in time series

Described by source

• The multiple filter test for change point detection in time series
• A multi-scale approach for testing and detecting peaks in time series

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