Results 31 to 40 of about 920,349 (257)
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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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
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Graph-based change-point detection
The Annals of Statistics, 2015 We consider the testing and estimation of change-points -- locations where the distribution abruptly changes -- in a data sequence. A new approach, based on scan statistics utilizing graphs representing the similarity between observations, is proposed.
Chen, Hao, Zhang, Nancy
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Random Forests for Change Point Detection
, 2022 Journal of Machine Learning Research, 24 (216)
Londschien, Malte +2 more
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3D Change Detection Using Adaptive Thresholds Based on Local Point Cloud Density
ISPRS International Journal of Geo-Information, 2021 In recent years, because of highly developed LiDAR (Light Detection and Ranging) technologies, there has been increasing demand for 3D change detection in urban monitoring, urban model updating, and disaster assessment.
Dan Liu +3 more
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DETECTING UNKNOWN CHANGE POINTS FOR HETEROSKEDASTIC DATA
Dokuz Eylül Üniversitesi İşletme Fakültesi Dergisi, 2023 There are several tests to detect structural change at unknown change points. The Andrews Sup F test (1993) is the most powerful, but it requires the assumption of homoskedasticity. Ahmed et al. (2017) introduced the Sup MZ test, which relaxes this assumption and tests for changes in both the coefficients of regression and variance simultaneously.
Sıdıka Başçı, Asad Ul Islam Khan
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Remote Sensing, 2023 Change detection (CD) is a technique widely used in remote sensing for identifying the differences between data acquired at different times. Most existing 3D CD approaches voxelize point clouds into 3D grids, project them into 2D images, or rasterize ...
Ming Han +3 more
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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
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Deep unsupervised learning for 3D ALS point clouds change detection
ISPRS Open Journal of Photogrammetry and Remote Sensing, 2023 Change detection from traditional 2D optical images has limited capability to model the changes in the height or shape of objects. Change detection using 3D point cloud from photogrammetry or LiDAR surveying can fill this gap by providing critical depth ...
Iris de Gélis +5 more
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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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