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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…