
wbs
 Referenced in 67 articles
[sw11110]
 Wild binary segmentation for multiple changepoint detection. We propose a new technique, called wild ... number and locations of multiple changepoints in data. We assume that the number ... changepoints can increase to infinity with the sample size. Due to a certain random ... very short spacings between the changepoints and/or very small jump magnitudes, unlike standard binary...

CaterpillarSSA
 Referenced in 57 articles
[sw20106]
 program performs extended analysis, forecasting and changepoint detection for onedimensional time series...

StFinMetrics
 Referenced in 35 articles
[sw29976]
 asset returns; rolling analysis and changepoint detection; modelling extreme values and risk measures...

FDRSeg
 Referenced in 14 articles
[sw16730]
 control in multiscale changepoint segmentation. Fast multiple changepoint segmentation methods, which additionally provide ... Moreover, we show that FDRSeg estimates changepoint locations, as well as the signal ... bounded, or even increasing, number of changepoints. FDRSeg can be efficiently computed ... observations when there are many changepoints. The performance of the proposed method is examined...

ecp
 Referenced in 17 articles
[sw21075]
 package ecp: NonParametric Multiple ChangePoint Analysis of Multivariate Data. Implements various procedures ... finding multiple changepoints. Two methods make use of dynamic programming and probabilistic pruning, with...

factorcpt
 Referenced in 8 articles
[sw18260]
 Simultaneous multiple changepoint and factor analysis for highdimensional time series. We propose ... time series factor models with multiple changepoints in their secondorder structure. We operate ... estimate the number and locations of changepoints consistently as well as identifying whether they ... wavelets, we transform the problem of changepoint detection in the secondorder structure...

stepR
 Referenced in 8 articles
[sw20772]
 package stepR: Multiscale ChangePoint Inference. Allows fitting of stepfunctions to univariate serial data ... addition, confidence intervals for the changepoint locations and bands for the unknown signal...

breakfast
 Referenced in 6 articles
[sw22395]
 package breakfast: Multiple ChangePoint Detection and Segmentation. The breakfast package performs multiple changepoint ... Segmentation” and ”Adaptive Wild Binary Segmentation” changepoint detection and segmentation methodologies. To start with...

NHPP
 Referenced in 6 articles
[sw03163]
 testing strategy, or resource allocation. The changepoint and other parameters are often unknown ... applied in the case that the changepoint is not necessarily the observation time point ... nonparametric method for estimating the changepoint...

npcp
 Referenced in 9 articles
[sw14395]
 package npcp: Some Nonparametric Tests for ChangePoint Detection in Possibly Multivariate Observations. Provides nonparametric...

seqCBS
 Referenced in 6 articles
[sw12152]
 homogeneous Poisson Processes with change point models. It uses an adaptation of Circular Binary Segmentation ... model selection method for the changepoint model. A case and a control sample reads...

FreSpeD
 Referenced in 6 articles
[sw21049]
 FreSpeD: Frequencyspecific changepoint detection in epileptic seizure multichannel EEG data...

wbsts
 Referenced in 3 articles
[sw19367]
 Multiple changepoint detection for nonstationary time series using wild binary segmentation. We propose ... number and locations of the changepoints in the secondorder structure of a time ... cases where the spacings between changepoints are short. In addition, we do not restrict ... total number of changepoints a time series can have. We also ameliorate the performance...

AR1seg
 Referenced in 6 articles
[sw20393]
 robust approach for estimating changepoints in the mean of an AR(1) Gaussian process...

not
 Referenced in 6 articles
[sw16502]
 detecting an unknown number of changepoints occurring at unknown locations in onedimensional data...

SeqBBS
 Referenced in 2 articles
[sw17972]
 SeqBBS: a changepoint model based algorithm and R package for searching CNV regions ... regions. We illustrate that a changepoint (or a breakpoint) detection method, along with...

gfpop
 Referenced in 2 articles
[sw32351]
 Package for Univariate GraphConstrained Changepoint Detection. In a world with data that change ... abruptly, it is important to detect those changes accurately. In this paper we describe ... maximum likelihood inference of constrained multiple changepoint models. This algorithm can be used...

changepointsHD
 Referenced in 1 article
[sw26719]
 package changepointsHD: ChangePoint Estimation for Expensive and HighDimensional Models. This implements the methods ... series of methods for estimating changepoints given user specified blackbox models. The methods ... include binary segmentation for multiple changepoint estimation. For estimating each individual changepoint ... allow for the efficient estimation of changepoints in complicated models with high dimensional data...

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 ... estimates the mean curve and the changepoint as well using shaperestricted Bsplines ... bootstrap confidence interval for the changepoint is incorporated in the main routine...

trend
 Referenced in 1 article
[sw31461]
 trend: NonParametric Trend Tests and ChangePoint Detection. The analysis of environmental data often ... requires the detection of trends and changepoints. This package includes tests for trend detection ... Pearson and Spearman correlation trend test), changepoint detection (Lanzante’s test procedures, Pettitt...