2 citations · 2 across the 4 of their papers we have counts for
5 papers · 1 filter
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…
Change-point regression with a smooth additive disturbance
Florian Pein, Rajen D. Shah
We assume a nonparametric regression model where the signal is given by the sum of a piecewise constant function and a smooth function. To detect the change-points and estimate the…
Cross-validation for change-point regression: pitfalls and solutions
Florian Pein, Rajen D. Shah
Cross-validation is the standard approach for tuning parameter selection in many non-parametric regression problems. However its use is less common in change-point regression, perh…
Heterogeneous Idealization of Ion Channel Recordings -- Open Channel Noise
Florian Pein, Annika Bartsch, Claudia Steinem +1
We propose a new model-free segmentation method for idealizing ion channel recordings. This method is designed to deal with heterogeneity of measurement errors. This in particular…
Heterogeneous Change Point Inference
Florian Pein, Hannes Sieling, Axel Munk
We propose HSMUCE (heterogeneous simultaneous multiscale change-point estimator) for the detection of multiple change-points of the signal in a heterogeneous gaussian regression mo…