wbsts

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Multiple Change-Point Detection for Nonstationary Time Series

Karolos Korkas

Last update: 12 June 2020

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 2.1

Official website: https://cran.r-project.org/web/packages/wbsts/index.html

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

Cites work

• Multiple change-point detection for non-stationary time series using wild binary segmentation

Cited In (21)

• ocd
• Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
• Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC
• Multiple change point detection and validation in autoregressive time series data
• wbs
• IndependenceTests
• AR1seg
• stepR
• breakfast
• cumSeg
• IDetect
• jcp
• basta
• eNchange
• Ensemble binary segmentation for irregularly spaced data with change-points
• Detection of multiple change points for linear processes under negatively super-additive dependence
• Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
• mosum
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• jointseg
• Multiple change-point detection for non-stationary time series using wild binary segmentation

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