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stat.ME2026
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…
stat.ME2026
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…