Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model select...
Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection
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Ithaca: Cornell University Library, arXiv.org
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English
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Ithaca: Cornell University Library, arXiv.org
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Many existing procedures for detecting multiple change-points in data sequences fail in frequent-change-point scenarios. This article proposes a new change-point detection methodology designed to work well in both infrequent and frequent change-point settings. It is made up of two ingredients: one is "Wild Binary Segmentation 2" (WBS2), a recursive...
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Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection
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TN_cdi_proquest_journals_2158091369
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2158091369
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2331-8422
