Abstract:In many applications data are collected over time and very often the statistical properties, such as mean or variance, of the data will change along data. In recent years, there has been an increasing interest to the problem, which is known as a change-point problem, where it is necessary to detect the number and locations of change-points of time series processes. The change-point detection problem, which may also be called a segmentation or break-point problem, can be found in a wide range of applications, s… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.