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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...

Täydet tiedot

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Bibliografiset tiedot
Päätekijät: Hao, Ning, Niu, Yue Selena, Zhang, Heping
Aineistotyyppi: Artigo
Kieli:Inglês
Julkaistu: 2013
Aiheet:
Linkit: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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