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A computationally efficient nonparametric approach for changepoint detection
In this paper we build on an approach proposed by Zou et al. (2014) for nonparametric changepoint detection. This approach defines the best segmentation for a data set as the one which minimises a penalised cost function, with the cost function defined in term of minus a non-parametric log-likelihoo...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2016
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6994226/ https://www.ncbi.nlm.nih.gov/pubmed/32063685 http://dx.doi.org/10.1007/s11222-016-9687-5 |