SNSeg
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Software:5978645
Self-Normalization(SN) Based Change-Point Estimation for Time Series
Zifeng Zhao, Feiyu Jiang, Xiaofeng Shao, Shubo Sun
Last update: 8 January 2024
Software version identifier: 1.0.0, 1.0.1
Copyright license: GNU General Public License
Implementations self-normalization (SN) based algorithms for change-points estimation in time series data. This comprises nested local-window algorithms for detecting changes in both univariate and multivariate time series developed in Zhao, Jiang and Shao (2022) <doi:10.1111/rssb.12552>.
