3 citations · 5 across the 5 of their papers we have counts for
4 papers · 1 filter
Multivariate Locally Stationary Wavelet Process Analysis with the mvLSW R Package
Simon A. C. Taylor, Timothy Park, Idris A. Eckley
This paper describes the R package mvLSW. The package contains a suite of tools for the analysis of multivariate locally stationary wavelet (LSW) time series. Key elements include:…
Parallelisation of a Common Changepoint Detection Method
S. O. Tickle, I. A. Eckley, P. Fearnhead +1
In recent years, various means of efficiently detecting changepoints in the univariate setting have been proposed, with one popular approach involving minimising a penalised cost f…
Dynamic detection of anomalous regions within distributed acoustic sensing data streams using locally stationary wavelet time series
Rebecca E. Wilson, Idris A. Eckley, Matthew A. Nunes +1
Distributed acoustic sensing technology is increasingly being used to support production and well management within the oil and gas sector, for example to improve flow monitoring a…
A linear time method for the detection of point and collective anomalies
Alexander T. M. Fisch, Idris A. Eckley, Paul Fearnhead
The challenge of efficiently identifying anomalies in data sequences is an important statistical problem that now arises in many applications. Whilst there has been substantial wor…