mosum

swMATH38303CRANmosumMaRDI QIDQ54003FDOQ54003

Moving Sum Based Procedures for Changes in the Mean

Claudia Kirch, Haeran Cho, Alexander Meier

Last update: 22 October 2022

Copyright license: GNU General Public License

Software version identifier: 1.2.7

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

Cites work

• A MOSUM procedure for the estimation of multiple random change points
• Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
• Bootstrap confidence intervals for multiple change points based on moving sum procedures
• mosum: A Package for Moving Sums in Change-Point Analysis

Cited In (9)

• vccp
• Bivariate change point detection: Joint detection of changes in expectation and variance
• Multiscale change point detection via gradual bandwidth adjustment in moving sum processes
• Discussion of `Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection'
• Bootstrap confidence intervals for multiple change points based on moving sum procedures
• Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
• Real Time Anomaly Detection And Categorisation
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• Online non-parametric changepoint detection with application to monitoring operational performance of network devices

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