Results 41 to 50 of about 2,607,610 (251)

Univariate Mean Change Point Detection: Penalization, CUSUM and Optimality [PDF]

, 2018
The problem of univariate mean change point detection and localization based on a sequence of $n$ independent observations with piecewise constant means has been intensively studied for more than half century, and serves as a blueprint for change point ...
Rinaldo, Alessandro, Wang, Daren, Yu, Yi
core   +2 more sources

Change-point detection for expected shortfall in time series

Journal of Management Science and Engineering, 2021
Expected shortfall (ES) is a popular risk measure and plays an important role in risk and portfolio management. Recently, change-point detection of risk measures has been attracting much attention in finance.
Lingyu Sun, Dong Li
doaj   +1 more source

Study on a mother wavelet optimization framework based on change-point detection of hydrological time series [PDF]

Hydrology and Earth System Sciences, 2023
Hydrological time series (HTS) are the key basis of water conservancy project planning and construction. However, under the influence of climate change, human activities and other factors, the consistency of HTS has been destroyed and cannot meet the ...
J. Li, J. Huang, L. Zheng, W. Zheng
doaj   +1 more source

Spatiotemporal analysis of precipitation variability in an endorheic basin of Turkey with coordinated regional climate downscaling experiment data

Alexandria Engineering Journal
Understanding how temporal precipitation variability will behave in the future is crucial. Change point detection and sub-trend analysis were done on monthly total precipitation data acquired from the Coordinated Regional Climate Downscaling Experiment ...
Cihangir Koycegiz
doaj   +1 more source

onlineBcp: An R package for online change point detection using a Bayesian approach

SoftwareX, 2022
Change point analysis has been useful for practical data analytics. In this paper, we provide a new R package, onlineBcp, based on an online Bayesian change point detection algorithm.
Hongyan Xu, Ayten Yiğiter, Jie Chen
doaj   +1 more source

rbrothers: R Package for Bayesian Multiple Change-Point Recombination Detection. [PDF]

, 2013
Phylogenetic recombination detection is a fundamental task in bioinformatics and evolutionary biology. Most of the computational tools developed to attack this important problem are not integrated into the growing suite of R packages for statistical ...
Chattopadhyay, Sujay, Irvahn, Jan, Minin, Vladimir N, Sokurenko, Evgeni V   +3 more
core   +3 more sources

Change-point detection for Lévy processes [PDF]

The Annals of Applied Probability, 2019
Comment: 19 ...
Figueroa-López, José E., Ólafsson, Sveinn   +1 more
openaire   +4 more sources

Detecting A Single Change-point

, 2022
This chapter overviews some of the work on detecting and estimating the location of a single change. We first consider the most common change-point problem, namely that of detecting a change in mean, before looking at extensions to detecting other types of change.
Fearnhead, Paul, Fryzlewicz, Piotr
openaire   +4 more sources

Gearbox Fault Prediction of Wind Turbines Based on a Stacking Model and Change-Point Detection

Energies, 2019
The fault diagnosis and prediction technology of wind turbines are of great significance for increasing the power generation and reducing the downtime of wind turbines.
Tongke Yuan, Zhifeng Sun, Shihao Ma
doaj   +1 more source

Model-Free Change Point Detection for Mixing Processes

IEEE Open Journal of Control Systems
This paper considers the change point detection problem under dependent samples. In particular, we provide performance guarantees for the MMD-CUSUM test under exponentially $\alpha$, $\beta$, and fast $\phi$-mixing processes, which significantly expands ...
Hao Chen, Abhishek Gupta, Yin Sun, Ness Shroff   +3 more
doaj   +1 more source