A comparison of single and multiple changepoint techniques for time series data
Xuesheng Shi, Colin Gallagher, Robert Lund, Rebecca Killick
Topics & Concepts
CUSUMBinary dataStatisticsSeries (stratigraphy)MathematicsBinary numberAlgorithmBrownian bridgeMetric (unit)Computer scienceBrownian motionBiologyArithmeticEconomicsOperations managementPaleontologyStatistical Methods and InferenceFinancial Risk and Volatility ModelingMonetary Policy and Economic Impact