FASeg

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Joint Segmentation of Correlated Time Series

Xavier Collilieux

Last update: 9 March 2018

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.1.9

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

Cites work

• A factor model approach for the joint segmentation with between-series correlation

Described by source

• A factor model approach for the joint segmentation with between-series correlation

Cited In (1)

• A Kernel Multiple Change-point Algorithm via Model Selection

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