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Multiple Change-Point Detection via a Screening and Ranking Algorithm
Let Y(1), …, Y(n) be a sequence whose underlying mean is a step function with an unknown number of the steps and unknown change points. The detection of the change points, namely the positions where the mean changes, is an important problem in such fields as engineering, economics, climatology and b...
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| Main Authors: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
2013
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| Assuntos: | |
| Acceso en liña: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3902887/ https://ncbi.nlm.nih.gov/pubmed/24489450 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.5705/ss.2012.018s |
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