Results 201 to 210 of about 100,496 (301)

Multiple Changepoint Detection for Non‐Gaussian Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article combines methods from existing techniques to identify multiple changepoints in non‐Gaussian autocorrelated time series. A transformation is used to convert a Gaussian series into a non‐Gaussian series, enabling penalized likelihood methods to handle non‐Gaussian scenarios.
Robert Lund, Thomas J. Fisher, Norou Diawara, Michael Wehner   +3 more
wiley   +1 more source

The influence of solar PV panels on CO dispersion in ideal 2D street canyons. [PDF]

Sci Rep
Guang-Xing H.
europepmc   +1 more source

mixFOCuS: A Communication‐Efficient Online Changepoint Detection Method in Distributed System for Mixed‐Type Data

Journal of Time Series Analysis, EarlyView.
ABSTRACT With the advent of the Internet of Things, it is increasingly common to have large networks of sensors, where each sensor may collect different types of data, has limited local computing resources and the ability to transmit data to a central cloud. Detecting events that trigger changes in sensor data properties is a key concern.
Ziyang Yang, Idris A. Eckley, Paul Fearnhead   +2 more
wiley   +1 more source

Dynamic Characteristics of Coupled Dual-Oscillator Piezoelectric Vibration Energy Harvester with External Magnet. [PDF]

Micromachines (Basel)
Huang Z, Zhang H, Yang Y, Zhang L, Li X, Sheng Y.   +5 more
europepmc   +1 more source

Tensor Changepoint Detection and Eigenbootstrap

Journal of Time Series Analysis, EarlyView.
ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta, Barbora Peštová, Martin Romaňák   +2 more
wiley   +1 more source

Thermodynamics of Observations. [PDF]

Entropy (Basel)
Keppens A, Lambert JC.
europepmc   +1 more source

Nonparametric Detection of a Time‐Varying Mean

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose a nonparametric portmanteau test for detecting changes in the unconditional mean of a univariate time series which may display either long or short memory. Our approach is designed to have power against, among other things, cases where the mean component of the series displays abrupt level shifts, deterministic trending behaviour ...
Fabrizio Iacone, A. M. Robert Taylor
wiley   +1 more source

Novel solitons in the (2+1)-dimensional Heisenberg spin chain via generalized conformable derivatives. [PDF]

Sci Rep
Alam BE, Morales-Luna G, Fernandez-Anaya G.   +2 more
europepmc   +1 more source

Moving Sum Procedure for Multiple Change Point Detection in Large Factor Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a moving sum methodology for detecting multiple change points in high‐dimensional time series under a factor model, where changes are attributed to those in loadings as well as emergence or disappearance of factors. We establish the asymptotic null distribution of the proposed test for family‐wise error control and show the
Matteo Barigozzi, Haeran Cho, Lorenzo Trapani   +2 more
wiley   +1 more source