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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
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…
stat.ME2026
Detection of collective and point anomalies in the presence of trend and seasonality
Yiyin Zhang, Florian Pein, Idris A. Eckley
Detecting anomalies in time series data is a challenging task with broad relevance in many applications. Existing methods work effectively only under idealized conditions, typicall…