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Epidemic changepoint detection in the presence of nuisance changes
Many time series problems feature epidemic changes—segments where a parameter deviates from a background baseline. Detection of such changepoints can be improved by accounting for the epidemic structure, but this is currently difficult if the background level is unknown. Furthermore, in practical da...
Autores principales: | , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer Berlin Heidelberg
2022
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8977442/ https://www.ncbi.nlm.nih.gov/pubmed/35400849 http://dx.doi.org/10.1007/s00362-022-01307-x |