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Relating and comparing methods for detecting changes in mean
16 references·5 citing·28 second hop
Relating and comparing methods for detecting changes in mean (2020)Relating and comparing methods for detect…Seeded binary segmentation: a general methodology for fast and optimal changepoint detection (2022)Seeded binary segmentation: a…Detecting multiple generalized change-points by isolating single ones (2021)Detecting multiple generalize…Selective review of offline change point detection methods (2019)Selective review of offline c…Changepoint Detection in the Presence of Outliers (2017)Changepoint Detection in the …A MOSUM procedure for the estimation of multiple random change points (2017)A MOSUM procedure for the est…On optimal multiple changepoint algorithms for large data (2016)On optimal multiple changepoi…Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics (2015)Inference for Multiple Change…Computationally Efficient Changepoint Detection for a Range of Penalties (2015)Computationally Efficient Cha…Wild binary segmentation for multiple change-point detection (2014)Wild binary segmentation for …Multiscale Change Point Inference (2014)Multiscale Change Point Infer…Structural breaks in time series (2012)Structural breaks in time ser…Optimal Detection of Changepoints With a Linear Computational Cost (2012)Optimal Detection of Changepo…Efficient change point detection for genomic sequences of continuous measurements (2010)Efficient change point detect…A pruned dynamic programming algorithm to recover the best segmentations with $1$ to $K_{max}$ change-points (2010)A pruned dynamic programming …Estimating the number of change-points via Schwarz' criterion (1988)Estimating the number of chan…Inference about the Change-Point from Cumulative Sum Tests (1971)Inference about the Change-Po…Data segmentation for time series based on a general moving sum approach (2024)Data segmentation for time se…cpop: Detecting Changes in Piecewise-Linear Signals (2024)cpop: Detecting Changes in Pi…gfpop: An R Package for Univariate Graph-Constrained Change-Point Detection (2023)gfpop: An R Package for Univa…A Log-Linear Nonparametric Online Changepoint Detection Algorithm Based on Functional Pruning (2023)A Log-Linear Nonparametric On…Scalable change-point and anomaly detection in cross-correlated data with an application to condition monitoring (2022)Scalable change-point and ano…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Inference for single and multiple change‐points in time series (2013)A computationally efficient nonparametric approach for changepoint detection (2016)Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)changepoint : An R Package for Changepoint Analysis (2014)High Dimensional Change Point Estimation via Sparse Projection (2017)CONTINUOUS INSPECTION SCHEMES (1954)Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time (1964)Inference About the Change-Point in a Sequence of Random Variables (1970)The Changepoint Model for Statistical Process Control (2003)The Cusum Test for Parameter Change in Time Series Models (2003)An Overview of Phase I Analysis for Process Improvement and Monitoring (2014)Rank Correlation Methods. (1957)Rank Correlation Methods (1973)A Survey on Concept Drift in Process Mining (2021)Sequential (Quickest) Change Detection: Classical Results and New Directions (2021)Time lag effects of COVID-19 policies on transportation systems: A comparative study of New York City and Seattle (2021)Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns (2004)Dealing with Structural Breaks (2005)A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data (2013)A heuristic, iterative algorithm for change-point detection in abrupt change models (2017)Heterogeneous change point inference (2017)Univariate mean change point detection: Penalization, CUSUM and optimality (2020)Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise (2020)Data segmentation algorithms: Univariate mean change and beyond (2021)Real-time Change-Point Detection: A deep neural network-based adaptive approach for detecting changes in multivariate time series data (2022)
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References

  • 2012Optimal Detection of Changepoints With a Linear Computational Cost2,578 cited
  • 2019Selective review of offline change point detection methods1,361 cited
  • 2014Wild binary segmentation for multiple change-point detection721 cited
  • 1988Estimating the number of change-points via Schwarz' criterion628 cited
  • 1971Inference about the Change-Point from Cumulative Sum Tests460 cited
  • 2012Structural breaks in time series444 cited
  • 2014Multiscale Change Point Inference320 cited
  • 2016On optimal multiple changepoint algorithms for large data187 cited
  • 2010Efficient change point detection for genomic sequences of continuous measurements157 cited
  • 2017Changepoint Detection in the Presence of Outliers157 cited
  • 2017A MOSUM procedure for the estimation of multiple random change points144 cited
  • 2015Computationally Efficient Changepoint Detection for a Range of Penalties115 cited
  • 2015Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics89 cited
  • 2022Seeded binary segmentation: a general methodology for fast and optimal changepoint detection77 cited
  • 2010A pruned dynamic programming algorithm to recover the best segmentations with $1$ to $K_{max}$ change-points

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66 cited
  • 2021Detecting multiple generalized change-points by isolating single ones62 cited
  • Cited by

    • 2024cpop: Detecting Changes in Piecewise-Linear Signals19 cited
    • 2024Data segmentation for time series based on a general moving sum approach15 cited
    • 2023gfpop: An R Package for Univariate Graph-Constrained Change-Point Detection13 cited
    • 2022Scalable change-point and anomaly detection in cross-correlated data with an application to condition monitoring11 cited
    • 2023A Log-Linear Nonparametric Online Changepoint Detection Algorithm Based on Functional Pruning8 cited