10 citations · 25 across the 9 of their papers we have counts for
3 papers · 1 filter
focus and focus-cpt: Fast Online Changepoint Detection in R and Python
Gaetano Romano, Kes Ward, Yuntang Fan +4
We present an R and Python package for fast online changepoint detection in univariate and multivariate data streams for a variety of models. The package implements the focus famil…
An Efficient Likelihood Ratio Test for Online Changepoint Detection in the Presence of Autocorrelation
Yuntang Fan, Paul Fearnhead, Idris A. Eckley +1
Changepoint detection methods have seen considerable development in recent years, with online algorithms capable of identifying structural changes in streaming data in near real ti…
Exact Multiple Change-Point Detection Via Smallest Valid Partitioning
Vincent Runge, Anica Kostic, Alexandre Combeau +1
We introduce smallest valid partitioning (SVP), a segmentation method for multiple change-point detection in time-series. SVP relies on a local notion of segment validity: a candid…