2.7k citations · 2.8k across the 32 of their papers we have counts for
4 papers · 1 filter
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…
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,…
A Constant-per-Iteration Likelihood Ratio Test for Online Changepoint Detection for Exponential Family Models
Kes Ward, Gaetano Romano, Idris Eckley +1
Online changepoint detection algorithms that are based on likelihood-ratio tests have been shown to have excellent statistical properties. However, a simple online implementation i…
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…