Retrospective Change-Points Detection for Multidimensional Time Series of Arbitrary Nature: Model-Free Technology Based on the ϵ-Complexity Theory
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DOI: 10.3390/e23121626
Abstract: We consider a retrospective change-point detection problem for multidimensional time series of arbitrary nature (in particular, panel data). Change-points are the moments at which the changes in generating mechanism occur. Our method is based on… read more here.
Keywords: time series; retrospective change; change; series arbitrary ... See more keywords