84 citations · 140 across the 11 of their papers we have counts for
5 papers · 1 filter
Changepoint Methods in Climatology
Robert B. Lund, Xueheng Shi
Changepoint methods have multiple uses in climatology, including stationary checks and record homogenization. There are still many open problems in the area, especially in the mult…
Seasonal Count Time Series
Jiajie Kong, Robert Lund
Count time series are widely encountered in practice. As with continuous valued data, many count series have seasonal properties. This paper uses a recent advance in stationary cou…
A Comparison of Single and Multiple Changepoint Techniques for Time Series Data
Xueheng Shi, Colin Gallagher, Robert Lund +1
This paper describes and compares several prominent single and multiple changepoint techniques for time series data. Due to their importance in inferential matters, changepoint res…
Latent Gaussian Count Time Series
Yisu Jia, Stefanos Kechagias, James Livsey +2
This paper develops the theory and methods for modeling a stationary count time series via Gaussian transformations. The techniques use a latent Gaussian process and a distribution…
Multiple Changepoint Detection with Partial Information on Changepoint Times
Yingbo Li, Robert Lund, Anuradha Hewaarachchi
This paper proposes a new minimum description length procedure to detect multiple changepoints in time series data when some times are a priori thought more likely to be changepoin…