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Data segmentation for time series based on a general moving sum approach
16 references·0 citing·29 second hop
Data segmentation for time series based on a general moving sum approach (2024)Data segmentation for time series based o…Univariate mean change point detection: Penalization, CUSUM and optimality (2020)Univariate mean change point …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…Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics (2015)Inference for Multiple Change…An exact approach to Bayesian sequential change point detection (2015)An exact approach to Bayesian…Wild binary segmentation for multiple change-point detection (2014)Wild binary segmentation for …Sequential Analysis (2014)Sequential AnalysisExtensions of some classical methods in change point analysis (2014)Extensions of some classical …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…Parametric Statistical Change Point Analysis (2011)Parametric Statistical Change…Volatility in Emerging Stock Markets (1999)Volatility in Emerging Stock …Limit theorems in change-point analysis (1997)Limit theorems in change-poin…An Extension of the MOSUM Technique for Quality Control (1980)An Extension of the MOSUM Tec…CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESAutoregressive 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)On optimal multiple changepoint algorithms for large data (2016)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)Autoregressive conditional heteroskedasticity and changes in regime (1994)Time‐Varying World Market Integration (1995)Stock Market Openings: Experience of Emerging Economies (2000)Dating the integration of world equity markets (2002)Research in emerging markets finance: looking to the future (2002)Dealing with Structural Breaks (2005)Penalized Maximal t Test for Detecting Undocumented Mean Change in Climate Data Series (2007)changepoint : An R Package for Changepoint Analysis (2014)Multiscale Change Point Inference (2014)High Dimensional Change Point Estimation via Sparse Projection (2017)Procedures for Reacting to a Change in Distribution (1971)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)Second-Order Asymptotic Optimality in Multisensor Sequential Change Detection (2016)How the news media activate public expression and influence national agendas (2017)Journal De La Société Française De Statistique (2005)Detection of multiple change-points in multivariate time series (2006)
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References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 2012Optimal Detection of Changepoints With a Linear Computational Cost2,578 cited
  • 2019Selective review of offline change point detection methods1,361 cited
  • 1997Limit theorems in change-point analysis1,004 cited
  • 1999Volatility in Emerging Stock Markets735 cited
  • 2014Wild binary segmentation for multiple change-point detection721 cited
  • 2011Parametric Statistical Change Point Analysis597 cited
  • 2012Structural breaks in time series444 cited
  • 2014Sequential Analysis438 cited
  • 2017Changepoint Detection in the Presence of Outliers157 cited
  • 2017A MOSUM procedure for the estimation of multiple random change points144 cited
  • 2014Extensions of some classical methods in change point analysis127 cited
  • 2015Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics89 cited
  • 2020Univariate mean change point detection: Penalization, CUSUM and optimality83 cited
  • 2015An exact approach to Bayesian sequential change point detection71 cited
  • 1980An Extension of the MOSUM Technique for Quality Control

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