2.7k citations · 2.8k across the 32 of their papers we have counts for
32 papers
focus and focus-cpt: Fast Online Changepoint Detection in R and Python
Gaetano Romano, Kes Ward, Yuntang Fan +4
We present an R and Python package for fast online changepoint detection in univariate and multivariate data streams for a variety of models. The package implements the focus famil…
An Efficient Likelihood Ratio Test for Online Changepoint Detection in the Presence of Autocorrelation
Yuntang Fan, Paul Fearnhead, Idris A. Eckley +1
Changepoint detection methods have seen considerable development in recent years, with online algorithms capable of identifying structural changes in streaming data in near real ti…
Detecting interpolation errors in infant mortality counts in 20th Century England and Wales
Tessa Wilkie, Idris Eckley, Paul Fearnhead +1
Understanding historical datasets, such as the England and Wales infant mortality data, for local government districts can provide valuable insights into our changing society. Such…
Detection of collective and point anomalies in the presence of trend and seasonality
Yiyin Zhang, Florian Pein, Idris A. Eckley
Detecting anomalies in time series data is a challenging task with broad relevance in many applications. Existing methods work effectively only under idealized conditions, typicall…
A communication-efficient, online changepoint detection method for monitoring distributed sensor networks
Ziyang Yang, Idris A. Eckley, Paul Fearnhead
We consider the challenge of efficiently detecting changes within a network of sensors, where we also need to minimise communication between sensors and the cloud. We propose an on…
Gamma-ray burst detection with Poisson-FOCuS and other trigger algorithms
Giuseppe Dilillo, Kes Ward, Idris A. Eckley +5
We describe how a novel online changepoint detection algorithm, called Poisson-FOCuS, can be used to optimally detect gamma-ray bursts within the computational constraints imposed…