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Change-Point Detection Using the Conditional Entropy of Ordinal Patterns.
9 references·0 citing·37 second hop
Change-Point Detection Using the Conditional Entropy of Ordinal Patterns. (2018)Change-Point Detection Using the Conditio…Detection of Multiple Structural Breaks in Multivariate Time Series (2014)Detection of Multiple Structu…Practical considerations of permutation entropy (2013)Practical considerations of p…Momentary information transfer as a coupling measure of time series (2011)Momentary information transfe…Using labeled data to evaluate change detectors in a multivariate streaming environment (2009)Using labeled data to evaluat…Detecting change-points in Markov chains (2007)Detecting change-points in Ma…Detecting dynamical changes in time series using the permutation entropy (2004)Detecting dynamical changes i…Detection of multiple changes in a sequence of dependent variables (1999)Detection of multiple changes…Change-point problems (1994)Change-point problemsNonparametric Methods in Change-Point Problems (1993)Nonparametric Methods in Chan…Approximate entropy as a measure of system complexity. (1991)Symbolic Transfer Entropy (2008)Permutation Entropy and Its Main Biomedical and Econophysics Applications: A Review (2012)Entropy measures, entropy estimators, and their performance in quantifying complex dynamics: Effects of artifacts, nonstationarity, and long-range correlations (2017)EntropyHub: An open-source toolkit for entropic time series analysis (2021)Review on Emotion Recognition Based on Electroencephalography (2021)Optimal detection of a change in distribution when the observations form a Markov chain with a finite state space (1994)Limit theorems in change-point analysis (1997)Multiscale spectral analysis for detecting short and long range change points in time series (2007)Ordinal Patterns, Entropy, and EEG (2014)Information transfer in continuous processes (2002)Partial Mutual Information for Coupling Analysis of Multivariate Time Series (2007)Partial transfer entropy on rank vectors (2013)Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)State-Space Models with Regime Switching (1999)Detection of Changes in Multivariate Time Series With Application to EEG Data (2014)Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics (2015)Fossil fuels consumption and carbon dioxide emissions in G7 countries: Empirical evidence from ARDL bounds testing approach (2021)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Statistical Surveillance. Optimality and Methods (2003)Detecting Change in Data Streams (2004)Bayesian Model for Multiple Change-points Detection in Multivariate Time Series (2014)Change-point methods for multivariate time-series: paired vectorial observations (2020)Estimating the number of change-points via Schwarz' criterion (1988)Detection of Abrupt Changes: Theory and Applications. (1995)Detection of multiple change-points in multivariate time series (2006)The Power of the Pruned Exact Linear Time(PELT) Test in Multiple Changepoint Detection (2015)A heuristic, iterative algorithm for change-point detection in abrupt change models (2017)Forbidden patterns, permutation entropy and stock market inefficiency (2009)Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency (2010)Weighted-permutation entropy: A complexity measure for time series incorporating amplitude information (2013)Quickest detection with exponential penalty for delay (1998)Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data (2018)Structural breaks in time series (2012)Change-point detection in time-series data by relative density-ratio estimation (2013)Multiscale Change Point Inference (2014)
this work references cited by second hop

References

  • 1993Nonparametric Methods in Change-Point Problems625 cited
  • 2004Detecting dynamical changes in time series using the permutation entropy545 cited
  • 2013Practical considerations of permutation entropy341 cited
  • 1999Detection of multiple changes in a sequence of dependent variables231 cited
  • 2011Momentary information transfer as a coupling measure of time series108 cited
  • 2014Detection of Multiple Structural Breaks in Multivariate Time Series107 cited
  • 1994Change-point problems89 cited
  • 2009Using labeled data to evaluate change detectors in a multivariate streaming environment45 cited
  • 2007Detecting change-points in Markov chains27 cited

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