• wbs

  • Referenced in 92 articles [sw11110]
  • Wild binary segmentation for multiple change-point detection. We propose a new technique, called wild ... consistent estimation of the number and locations of multiple change-points in data. We assume...
  • ecp

  • Referenced in 22 articles [sw21075]
  • Implements various procedures for finding multiple change-points. Two methods make use of dynamic programming ... methods return the set of estimated change- points as well as other summary information...
  • basta

  • Referenced in 15 articles [sw29265]
  • theoretically tractable method for detecting multiple change points in the structure of an auto-regressive ... tails; the binary segmentation consistently estimates the change points. We propose and justify two particular ... reveals an interesting correspondence between the estimated change points and major events of the recent...
  • HSMUCE

  • Referenced in 13 articles [sw27013]
  • propose, a heterogeneous simultaneous multiscale change point estimator called ‘H‐SMUCE’ for the detection ... multiple change points of the signal in a heterogeneous Gaussian regression model. A piecewise ... constant function is estimated by minimizing the number of change points over the acceptance region ... optimal detection rate and estimates the number of change points at almost optimal accuracy...
  • FDRSeg

  • Referenced in 19 articles [sw16730]
  • multiscale change-point segmentation. Fast multiple change-point segmentation methods, which additionally provide faithful statistical ... properly. Moreover, we show that FDRSeg estimates change-point locations, as well as the signal...
  • bcp

  • Referenced in 10 articles [sw14696]
  • partition model for the normal errors change point problem using Markov Chain Monte Carlo ... Emerson, 2015); this allows estimation of change point models with multivariate responses. Parallel MCMC, previously...
  • AR1seg

  • Referenced in 8 articles [sw20393]
  • implementation of the robust approach for estimating change-points in the mean...
  • factorcpt

  • Referenced in 10 articles [sw18260]
  • time series factor models with multiple change-points in their second-order structure. We operate ... piecewise stationarity, and estimate the number and locations of change-points consistently as well ... into the (relatively easier) problem of change-point detection in the means of high-dimensional ... show that factor analysis prior to change-point detection improves the detectability of change-points...
  • NHPP

  • Referenced in 6 articles [sw03163]
  • change-point and other parameters are often unknown and to be estimated from the observed ... case that the change-point is not necessarily the observation time point ... designed a nonparametric method for estimating the change-point...
  • wbsts

  • Referenced in 7 articles [sw19367]
  • Multiple change-point detection for non-stationary time series using wild binary segmentation. We propose ... consistent estimation of the number and locations of the change-points in the second-order ... periodogram, our main change-point detection statistic, which allows a rigorous estimation of the local...
  • changepointsHD

  • Referenced in 1 article [sw26719]
  • package changepointsHD: Change-Point Estimation for Expensive and High-Dimensional Models. This implements the methods ... Contains a series of methods for estimating change-points given user specified black-box models ... segmentation for multiple change-point estimation. For estimating each individual change-point the package includes ... allow for the efficient estimation of change-points in complicated models with high dimensional data...
  • cumSeg

  • Referenced in 4 articles [sw24393]
  • package cumSeg: Change point detection in genomic sequences. Estimation of number and location of change...
  • fChange

  • Referenced in 2 articles [sw36575]
  • Change Point Analysis in Functional Data. Change point estimation and detection methods for functional data...
  • stepR

  • Referenced in 10 articles [sw20772]
  • package stepR: Multiscale Change-Point Inference. Allows fitting of step-functions to univariate serial data ... regression estimators SMUCE and HSMUCE. In addition, confidence intervals for the change-point locations...
  • ShapeChange

  • Referenced in 1 article [sw18167]
  • package ShapeChange. Change-Point Estimation using Shape-Restricted Splines. In a scatterplot where the response ... change-point, which is a mode, an inflection point or a jump point. The main ... routine estimates the mean curve and the change-point as well using shape-restricted...
  • influence.ME

  • Referenced in 2 articles [sw16401]
  • these data should not produce substantially different estimates. To standardize the assessment of how influential ... measure of percentage change of the fixed point estimates and a simple procedure to detect...
  • fabisearch

  • Referenced in 1 article [sw38226]
  • package fabisearch: Change Point Detection in High-Dimensional Time Series Networks. Implementation of the Factorized ... estimation of the number and location of multiple change points in the network (or clustering ... detect.cps(), for multiple change point detection, est.net(), for estimating a network between stationary multivariate time...
  • IDetect

  • Referenced in 2 articles [sw28005]
  • consistent estimation of the number and location of multiple change-points in one-dimensional data...
  • trendsegmentR

  • Referenced in 1 article [sw29264]
  • Performs the detection of point anomalies and linear trend changes for univariate time series ... personal.lse.ac.uk/maengh/>. The estimated number and locations of the change-points are returned with...
  • LogitBoost

  • Referenced in 18 articles [sw08543]
  • past decade applied model selection criteria to estimate the stopping iteration for L 2 Boosting ... proposed method is based on a change point detection method on the values of model...