25 citations · 31 across the 12 of their papers we have counts for
12 papers
Genetic Algorithms in Regression
Mo Li, QiQi Lu, Robert Lund +1
Many statistical problems involve optimization over a discrete parameter space having an unknown dimension. In such settings, gradient-based methods often fail due to the non-diffe…
Changepoint Detection As Model Selection: A General Framework
Michael Grantham, Xueheng Shi, Bertrand Clarke
This dissertation presents a general framework for changepoint detection based on L0 model selection. The core method, Iteratively Reweighted Fused Lasso (IRFL), improves upon the…
The Asymptotic Distribution for a Single Joinpoint Changepoint Model
Xueheng Shi, Robert Lund
A single joinpoint changepoint model partitions a time series into two segments, joined at the changepoint time by constraining the estimated piecewise linear regression responses…
Single Changepoint Procedures
Robert Lund, Xueheng Shi
Single changepoint tests have become a staple check for homogeneity of a climate time series, suggesting how climate has changed should non-homogeneity be declared. This paper summ…
Is a Recent Surge in Global Warming Detectable?
Claudie Beaulieu, Colin Gallagher, Rebecca Killick +2
The global mean surface temperature is widely studied to monitor climate change. A current debate centers around whether there has been a recent (post-1970s) surge/acceleration in…
Changepoint Methods in Climatology
Robert B. Lund, Xueheng Shi
Changepoint methods have multiple uses in climatology, including stationary checks and record homogenization. There are still many open problems in the area, especially in the mult…
Good Practices and Common Pitfalls in Climate Time Series Changepoint Techniques: A Review
Robert B. Lund, Claudie Beaulieu, Rebecca Killick +2
Climate changepoint (homogenization) methods abound today, with a myriad of techniques existing in both the climate and statistics literature. Unfortunately, the appropriate change…
Changepoint Detection: An Analysis of the Central England Temperature Series
Xueheng Shi, Claudie Beaulieu, Rebecca Killick +1
This paper presents a statistical analysis of structural changes in the Central England temperature series, one of the longest surface temperature records available. A changepoint…
Autocovariance Estimation in the Presence of Changepoints
Colin Gallagher, Rebecca Killick, Robert Lund +1
This article studies estimation of a stationary autocovariance structure in the presence of an unknown number of mean shifts. Here, a Yule-Walker moment estimator for the autoregre…
A Comparison of Single and Multiple Changepoint Techniques for Time Series Data
Xueheng Shi, Colin Gallagher, Robert Lund +1
This paper describes and compares several prominent single and multiple changepoint techniques for time series data. Due to their importance in inferential matters, changepoint res…
Short Communication: Detecting Possibly Frequent Change-points: Wild Binary Segmentation 2
Robert Lund, Xueheng Shi
This article comments on the new version of wild binary segmentation 2. Wild Binary Segmentation 2 and Steepest-drop Model Selection has made improvements on changepoint analysis e…
Estimating Unknown Cycles in Geophysical data
Xueheng Shi, Colin Gallagher
Examples of cyclic (periodic) behavior in geophysical data abound. In many cases the primary period is known, such as in daily measurements of rain, temperature, and sea level. How…