25 citations · 31 across the 12 of their papers we have counts for
7 papers · 1 filter
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…
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…
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…