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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...
Autores principales: | Anastasiou, Andreas, Fryzlewicz, Piotr |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer Berlin Heidelberg
2021
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Materias: | |
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 |
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