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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...

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Detalles Bibliográficos
Autores principales: Juodakis, Julius, Marsland, Stephen
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2022
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