Scalable multiple changepoint detection for functional data sequences
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DOI: 10.1002/env.2710
Abstract: We propose the Multiple Changepoint Isolation (MCI) method for detecting multiple changes in the mean and covariance of a functional process. We first introduce a pair of projections to represent the high and low frequency… read more here.
Keywords: changepoint; multiple changepoint; detection functional; changepoint detection ... See more keywords