1 citations · 1 across the 2 of their papers we have counts for
3 papers
A breakpoint detection in the mean model with heterogeneous variance on fixed time-intervals
Olivier Bock, Xavier Collilieux, François Guillamon +2
This work is motivated by an application for the homogeneization of GNSS-derived IWV (Integrated Water Vapour) series. Indeed, these GPS series are affected by abrupt changes due t…
A factor model approach for the joint segmentation with between-series correlation
Xavier Collilieux, Emilie Lebarbier, Stéphane Robin
We consider the segmentation of set of correlated time-series, the correlation being allowed to take an arbitrary form but being the same at each time-position. We show that encodi…
Segmentation of multiple series using a Lasso strategy
Karine Bertin, Xavier Collilieux, Emilie Lebarbier +1
We propose a new semi-parametric approach to the joint segmentation of multiple series corrupted by a functional part. This problem appears in particular in geodesy where GPS perma…