10 citations · 22 across the 6 of their papers we have counts for
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stat.ME2021
Subspace Change-Point Detection via Low-Rank Matrix Factorisation
Euan Thomas McGonigle, Hankui Peng
Multivariate time series can often have a large number of dimensions, whether it is due to the vast amount of collected features or due to how the data sources are processed. Frequ…
stat.ME2021★ 10 cited
Modelling Time-Varying First and Second-Order Structure of Time Series via Wavelets and Differencing
Euan T. McGonigle, Rebecca Killick, Matthew A. Nunes
Most time series observed in practice exhibit time-varying trend (first-order) and autocovariance (second-order) behaviour. Differencing is a commonly-used technique to remove the…