5 citations · 9 across the 7 of their papers we have counts for
3 papers · 1 filter
Change-in-Slope Optimal Partitioning Algorithm in a Finite-Size Parameter Space
Vincent Runge, Marco Pascucci, Nicolas Deschamps de Boishebert
We consider the problem of detecting change-points in univariate time series by fitting a continuous piecewise linear signal using the residual sum of squares. Values of the inferr…
Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise
Gaetano Romano, Guillem Rigaill, Vincent Runge +1
Whilst there are a plethora of algorithms for detecting changes in mean in univariate time-series, almost all struggle in real applications where there is autocorrelated noise or w…
gfpop: an R Package for Univariate Graph-Constrained Change-Point Detection
Vincent Runge, Toby Dylan Hocking, Gaetano Romano +3
In a world with data that change rapidly and abruptly, it is important to detect those changes accurately. In this paper we describe an R package implementing a generalized version…