ocd

swMATH41084CRANocdMaRDI QIDQ1354209

High-Dimensional Multiscale Online Changepoint Detection

Yudong Chen

Last update: 7 October 2020

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.1

Source code repository: https://github.com/cran/ocd

Cites work

• Efficient scalable schemes for monitoring a large number of data streams
• Sequential multi-sensor change-point detection
• Optimal sequential detection in multi-stream data
• High-dimensional, multiscale online changepoint detection

Described by source

• High-Dimensional, Multiscale Online Changepoint Detection