4 papers
Simultaneous Inference for Partially Observed Functional Time Series
Patrick Bastian, Tim Kutta
Functional data analysis (FDA) provides statistical methods for analyzing samples of time-continuous stochastic processes. Measurements often arise in the form of sensor data for a…
TWIN: Two window inspection for online change point detection
Patrick Bastian, Tim Kutta
We propose a new class of sequential change point tests, both for changes in the mean parameter and in the overall distribution function. The methodology builds on a two-window ins…
Choosing the Right Norm for Change Point Detection in Functional Data
Patrick Bastian
We consider the problem of detecting a change point in a sequence of mean functions from a functional time series. We propose an norm based methodology and establish its theo…
Detecting relevant deviations from the white noise assumption for non-stationary time series
Patrick Bastian
We consider the problem of detecting deviations from a white noise assumption in time series. Our approach differs from the numerous methods proposed for this purpose with respect…