10 citations · 25 across the 9 of their papers we have counts for
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stat.ME2020★ 2 cited
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…
stat.CO2020★ 5 cited
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…