2.7k citations · 2.8k across the 32 of their papers we have counts for
Showing 2023 · stat.MEShow all
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stat.ME2023
Automatic Locally Stationary Time Series Forecasting with application to predicting U.K. Gross Value Added Time Series under sudden shocks caused by the COVID pandemic
Rebecca Killick, Marina I. Knight, Guy P. Nason +2
Accurate forecasting of the U.K. gross value added (GVA) is fundamental for measuring the growth of the U.K. economy. A common nonstationarity in GVA data, such as the ABML series,…
stat.ME2023★ 7 cited
A Log-Linear Non-Parametric Online Changepoint Detection Algorithm based on Functional Pruning
Gaetano Romano, Idris A Eckley, Paul Fearnhead
Online changepoint detection aims to detect anomalies and changes in real-time in high-frequency data streams, sometimes with limited available computational resources. This is an…