
wbs
 Referenced in 92 articles
[sw11110]
 Wild binary segmentation for multiple changepoint detection. We propose a new technique, called wild ... consistent estimation of the number and locations of multiple changepoints in data. We assume...

ecp
 Referenced in 22 articles
[sw21075]
 Implements various procedures for finding multiple changepoints. 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 autoregressive ... 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 changepoint segmentation. Fast multiple changepoint segmentation methods, which additionally provide faithful statistical ... properly. Moreover, we show that FDRSeg estimates changepoint 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 changepoints in the mean...

factorcpt
 Referenced in 10 articles
[sw18260]
 time series factor models with multiple changepoints in their secondorder structure. We operate ... piecewise stationarity, and estimate the number and locations of changepoints consistently as well ... into the (relatively easier) problem of changepoint detection in the means of highdimensional ... show that factor analysis prior to changepoint detection improves the detectability of changepoints...

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

wbsts
 Referenced in 7 articles
[sw19367]
 Multiple changepoint detection for nonstationary time series using wild binary segmentation. We propose ... consistent estimation of the number and locations of the changepoints in the secondorder ... periodogram, our main changepoint detection statistic, which allows a rigorous estimation of the local...

changepointsHD
 Referenced in 1 article
[sw26719]
 package changepointsHD: ChangePoint Estimation for Expensive and HighDimensional Models. This implements the methods ... Contains a series of methods for estimating changepoints given user specified blackbox models ... segmentation for multiple changepoint estimation. For estimating each individual changepoint the package includes ... allow for the efficient estimation of changepoints 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 ChangePoint Inference. Allows fitting of stepfunctions to univariate serial data ... regression estimators SMUCE and HSMUCE. In addition, confidence intervals for the changepoint locations...

ShapeChange
 Referenced in 1 article
[sw18167]
 package ShapeChange. ChangePoint Estimation using ShapeRestricted Splines. In a scatterplot where the response ... changepoint, which is a mode, an inflection point or a jump point. The main ... routine estimates the mean curve and the changepoint as well using shaperestricted...

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 HighDimensional 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 changepoints in onedimensional 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 changepoints 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...