JOURNAL ARTICLE
Sequential Change-point Detection for Time Series
Keywords:
Series (stratigraphy) Time series Noise (video) Pattern recognition (psychology) Sequence (biology)
Metrics
0
Cited By
0.00
FWCI (Field Weighted Citation Impact)
0
Refs
0.28
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Topics
Time Series Analysis and Forecasting
Physical Sciences → Computer Science → Signal Processing
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
Advanced Statistical Process Monitoring
Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty
Related Documents
BOOK-CHAPTER
Optimal Change-Point Sequential Detection in Autoregressive Time Series
Serguei PergamenchtchikovRoman Tenzin
Advances in intelligent systems and computing Year: 2024 Pages: 342-348
JOURNAL ARTICLE
Sequential change point detection in high dimensional time series
Josua GösmannChristina StoehrJohannes HeinyHolger Dette
Journal: Electronic Journal of Statistics Year: 2022 Vol: 16 (1)
JOURNAL ARTICLE
Sequential Change-Point Detection Methods for Nonstationary Time Series
Hyunyoung ChoiHernando OmbaoBonnie K. Ray
Journal: Technometrics Year: 2008 Vol: 50 (1)Pages: 40-52
JOURNAL ARTICLE
Sequential Change-point Detection for Binomial Time Series with Exogenous Variables
Journal: Proceedings of the International Conference on Statistics, Theory and Applications (ICSTA ...) Year: 2025
JOURNAL ARTICLE
Sequential Change-Point Detection in Time Series Models with Conditional Heteroscedasticity
Young-Mi LeeSungdon KimHaejune Oh
Journal: SSRN Electronic Journal Year: 2023