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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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Bibliografiske detaljer
Main Authors: Hao, Ning, Niu, Yue Selena, Zhang, Heping
Format: Artigo
Sprog:Inglês
Udgivet: 2013
Fag:
Online adgang: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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