Results 41 to 50 of about 1,148,061 (201)
Change-point detection algorithms in autoregressive process
, 2022 The change-point detection method is helpful in autoregressive time series modeling. The instability in the underlying model parameters may affect the forecasting accuracy and lead to biased data analysis.
Lijing Ma (10540079)
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A note on online change point detection
Sequential Analysis, 2023 We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions with a common variance factor and piecewise-constant but otherwise unknown means are collected. We develop a simple CUSUM-based methodology that provably control the probability
Yu, Yi +3 more
openaire +2 more sources
Change-point detection in high-dimensional covariance structure [PDF]
, 2017 In this paper we introduce a novel approach for an important problem of break detection. Specifically, we are interested in detection of an abrupt change in the covariance structure of a high-dimensional random process – a problem, which has applications
Buzun, Nazar, Avanesov, Valeriy
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Real-Time Change Point Detection with application to Smart Home Time Series Data. [PDF]
IEEE Trans Knowl Data Eng, 2019 Aminikhanghahi S, Wang T, Cook DJ.
europepmc +2 more sources
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
19937400279/Improved-Change-Detection-Method: Improved Change Detection Method Data
, 2023 <p>We propose an improved change detection method and expose all the data and code used.
山川如故
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Real-Time Algorithms for the Detection of Changes in the Variance of Video Content Popularity
IEEE Access, 2020 As video content is responsible for more than 70% of the global IP traffic, related resource allocation approaches, e.g., using content caching, become increasingly important.
Sotiris Skaperas +2 more
doaj +1 more source
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
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Alexandria Engineering JournalUnderstanding 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
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gfpop: An R Package for Univariate Graph-Constrained Change-Point Detection
Journal of Statistical Software, 2023 In a world with data that change rapidly and abruptly, it is important to detect those changes accurately. In this paper we describe an R package implementing a generalized version of an algorithm recently proposed by Hocking, Rigaill, Fearnhead, and ...
Vincent Runge +5 more
doaj +1 more source