A multi-scale approach for testing and detecting peaks in time series

DOI10.1080/02331888.2020.1823980zbMath1468.62341OpenAlexW3094514909MaRDI QIDQ4999853

Hendrik Backhaus, Gaby Schneider, Michael Messer, Albrecht Stroh, Ting Fu

Publication date: 2 July 2021

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2020.1823980

zbMATH Keywords

linear regressionmulti-scalepeak detectionbrain statesneuronal ensembles

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (1)

MFT

Uses Software

• CRAN

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A multiple filter test for the detection of rate changes in renewal processes with varying variance
• Multi-scale detection of rate changes in spike trains with weak dependencies
• Multiple testing of local maxima for detection of peaks in 1D
• Wild binary segmentation for multiple change-point detection
• Segmenting mean-nonstationary time series via trending regressions
• The screening and ranking algorithm to detect DNA copy number variations
• Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
• Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method
• Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
• Singularity detection and processing with wavelets
• Estimating and Testing Linear Models with Multiple Structural Changes
• Online detection of financial time series peaks and troughs: A probability‐based approach*
• Inference about the intersection in two-phase regression
• Asymptotically optimal tests and optimal designs for testing the mean in regression models with applications to change-point problems

This page was built for publication: A multi-scale approach for testing and detecting peaks in time series