69 citations · 152 across the 20 of their papers we have counts for
Showing 2023 · stat.MEShow all
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stat.ME2023★ 2 cited
Geometric-Based Pruning Rules For Change Point Detection in Multiple Independent Time Series
Liudmila Pishchagina, Guillem Rigaill, Vincent Runge
We consider the problem of detecting multiple changes in multiple independent time series. The search for the best segmentation can be expressed as a minimization problem over a gi…
stat.ME2023
Ms.FPOP: An Exact and Fast Segmentation Algorithm With a Multiscale Penalty
Arnaud Liehrmann, Guillem Rigaill
Given a time series in with a piecewise constant mean and independent noises, we propose an exact dynamic programming algorithm to minimize a least square criterion with a mu…