Efficient analysis of complex changepoint problems
Many time series experience abrupt changes in structure. Detecting where these changes in structure, or changepoints, occur is required for effective modelling of the data. In this thesis we explore the common approaches used for detecting changepoints. We focus in particular on techniques which can...
| Main Author: | |
|---|---|
| Other Authors: | |
| Published: |
Lancaster University
2016
|
| Subjects: | |
| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.700843 |