Detecting linear trend changes in data sequences

DOI10.1007/S00362-023-01458-5MaRDI QIDQ6579392

P. Fryzlewicz, Hyeyoung Maeng

Publication date: 25 July 2024

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

waveletschange-point detectionbottom-up algorithmspiecewise-linear signal

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Localising change points in piecewise polynomials of general degrees
• Bayesian detection of abnormal segments in multiple time series
• Minimax estimation of sharp change points
• Tail-greedy bottom-up data decompositions and fast multiple change-point detection
• Detecting multiple generalized change-points by isolating single ones
• Adaptive piecewise polynomial estimation via trend filtering
• Knot selection for least-squares and penalized splines
• Detecting Changes in Slope With an L₀ Penalty
• $\ell_1$ Trend Filtering
• The Influence Curve and Its Role in Robust Estimation
• Estimating and Testing Linear Models with Multiple Structural Changes
• A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data
• Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
• Changepoints in the North Atlantic Tropical Cyclone Record
• Circular binary segmentation for the analysis of array-based DNA copy number data
• Simultaneous discovery of rare and common segment variants

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