Detecting multiple generalized change-points by isolating single ones

We introduce a new approach, called Isolate-Detect (ID), for the consistent estimation of the number and location of multiple generalized change-points in noisy data sequences. Examples of signal changes that ID can deal with are changes in the mean of a piecewise-constant signal and changes, contin...

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Detalles Bibliográficos
Autores principales: Anastasiou, Andreas, Fryzlewicz, Piotr
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8142888/
https://www.ncbi.nlm.nih.gov/pubmed/34054146
http://dx.doi.org/10.1007/s00184-021-00821-6

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8142888/
https://www.ncbi.nlm.nih.gov/pubmed/34054146
http://dx.doi.org/10.1007/s00184-021-00821-6

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