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Multivariate Time Series Change-Point Detection with a Novel Pearson-like Scaled Bregman Divergence
16 references·0 citing·42 second hop
Multivariate Time Series Change-Point Detection with a Novel Pearson-like Scaled Bregman Divergence (2024)Multivariate Time Series Change-Point Det…Sequential (Quickest) Change Detection: Classical Results and New Directions (2021)Sequential (Quickest) Change …NEWMA: A New Method for Scalable Model-Free Online Change-Point Detection (2020)NEWMA: A New Method for Scala…Sequential change-point detection based on nearest neighbors (2019)Sequential change-point detec…ScanB-statistic for kernel change-point detection (2019)ScanB-statistic for kernel ch…Multiple changepoint detection in categorical data streams (2019)Multiple changepoint detectio…Real-Time Change Point Detection with Application to Smart Home Time Series Data (2018)Real-Time Change Point Detect…High Dimensional Change Point Estimation via Sparse Projection (2017)High Dimensional Change Point…Detecting correlation changes in multivariate time series: A comparison of four non-parametric change point detection methods (2016)Detecting correlation changes…Change Point Detection in Correlation Networks (2016)Change Point Detection in Cor…A survey of methods for time series change point detection (2016)A survey of methods for time …Change-point detection in time-series data by relative density-ratio estimation (2013)Change-point detection in tim…State-of-the-Art in Bayesian Changepoint Detection (2010)State-of-the-Art in Bayesian …Kernel Change-point Analysis (2008)Kernel Change-point AnalysisParametric Statistical Change Point Analysis (2000)Parametric Statistical Change…On Optimum Methods in Quickest Detection Problems (1963)On Optimum Methods in Quickes…CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESNonparametric Methods in Change-Point Problems (1993)Bayesian Online Changepoint Detection (2007)Detection of suicide-related posts in Twitter data streams (2018)Social Media Insights Into US Mental Health During the COVID-19 Pandemic: Longitudinal Analysis of Twitter Data (2020)Theory of Games and Statistical Decisions. (1955)Detecting changes in signals and systems—A survey (1988)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014)Detection of abrupt changes (1993)Limit theorems in change-point analysis (1997)Homogeneity and change-point detection tests for multivariate data using rank statistics (2011)Parametric Statistical Change Point Analysis (2011)M -statistic for kernel change-point detection (2015)Detection of Abrupt Changes: Theory and Applications. (1995)Understanding transportation modes based on GPS data for web applications (2010)Generalization of Change-Point Detection in Time Series Data Based on Direct Density Ratio Estimation (2020)WATCH: Wasserstein Change Point Detection for High-Dimensional Time Series Data (2021)Generalized Divergence-based Decision Making Method with an Application to Pattern Classification (2022)Minimax Theorems (1997)Optimal Detection of Changepoints With a Linear Computational Cost (2012)Natural Scales in Geographical Patterns (2017)Detecting Changes in Slope With an L0 Penalty (2018)Univariate mean change point detection: Penalization, CUSUM and optimality (2020)Seeded binary segmentation: a general methodology for fast and optimal changepoint detection (2022)Using the Generalized Likelihood Ratio Statistic for Sequential Detection of a Change-Point (1995)Inferring friendship network structure by using mobile phone data (2009)Efficient scalable schemes for monitoring a large number of data streams (2010)Multisensor Sequential Change Detection With Unknown Change Propagation Pattern (2018)Online change-point detection with kernels (2022)A note on online change point detection (2023)Economic Control of Quality of Manufactured Product. (1932)Introduction to Statistical Quality Control (1992)Conformal Prediction for Time Series (2023)The state of cumulative sum sequential changepoint testing 70 years after Page (2023)Window-Limited CUSUM for Sequential Change Detection (2023)Procedures for Reacting to a Change in Distribution (1971)changepoint : An R Package for Changepoint Analysis (2014)Selective review of offline change point detection methods (2019)Time lag effects of COVID-19 policies on transportation systems: A comparative study of New York City and Seattle (2021)Detection of multiple change-points in multivariate time series (2006)Analysis of changepoint models (2011)Inference for single and multiple change‐points in time series (2013)
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References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 2016A survey of methods for time series change point detection1,245 cited
  • 1963On Optimum Methods in Quickest Detection Problems839 cited
  • 2013Change-point detection in time-series data by relative density-ratio estimation448 cited
  • 2000Parametric Statistical Change Point Analysis284 cited
  • 2017High Dimensional Change Point Estimation via Sparse Projection224 cited
  • 2021Sequential (Quickest) Change Detection: Classical Results and New Directions137 cited
  • 2008Kernel Change-point Analysis132 cited
  • 2018Real-Time Change Point Detection with Application to Smart Home Time Series Data124 cited
  • 2019Sequential change-point detection based on nearest neighbors92 cited
  • 2016Change Point Detection in Correlation Networks82 cited
  • 2010State-of-the-Art in Bayesian Changepoint Detection54 cited
  • 2016Detecting correlation changes in multivariate time series: A comparison of four non-parametric change point detection methods49 cited
  • 2020NEWMA: A New Method for Scalable Model-Free Online Change-Point Detection49 cited
  • 2019ScanB-statistic for kernel change-point detection36 cited

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  • 2019Multiple changepoint detection in categorical data streams27 cited
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