The uncertainty of changepoints in time series
Analysis concerning time series exhibiting changepoints have predominantly focused on detection and estimation. However, changepoint estimates such as their number and location are subject to uncertainty which is often not captured explicitly, or requires sampling long latent vectors in existing met...
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University of Warwick
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.582427 |