Good practices and common pitfalls in climate time series changepoint techniques: A review

RB Lund, C Beaulieu, R Killick, QQ Lu… - Journal of Climate, 2023 - journals.ametsoc.org
Climate changepoint (homogenization) methods abound today, with a myriad of techniques
existing in both the climate and statistics literature. Unfortunately, the appropriate …

A MOSUM procedure for the estimation of multiple random change points

B Eichinger, C Kirch - 2018 - projecteuclid.org
A MOSUM procedure for the estimation of multiple random change points Page 1 Bernoulli
24(1), 2018, 526–564 DOI: 10.3150/16-BEJ887 A MOSUM procedure for the estimation of …

[HTML][HTML] Detecting and estimating changes in dependent functional data

JAD Aston, C Kirch - Journal of Multivariate Analysis, 2012 - Elsevier
Change point detection in sequences of functional data is examined where the functional
observations are dependent. Of particular interest is the case where the change point is an …

Evaluating stationarity via change-point alternatives with applications to fMRI data

JAD Aston, C Kirch - 2012 - projecteuclid.org
Evaluating stationarity via change-point alternatives with applications to fMRI data Page 1 The
Annals of Applied Statistics 2012, Vol. 6, No. 4, 1906–1948 DOI: 10.1214/12-AOAS565 © …

Change point detection and inference in multivariate non-parametric models under mixing conditions

CM Madrid Padilla, H Xu, D Wang… - Advances in …, 2023 - proceedings.neurips.cc
This paper addresses the problem of localizing and inferring multiple change points, in non-
parametric multivariate time series settings. Specifically, we consider a multivariate time …

Change-point detection for sparse and dense functional data in general dimensions

CM Madrid Padilla, D Wang… - Advances in Neural …, 2022 - proceedings.neurips.cc
We study the problem of change-point detection and localisation for functional data
sequentially observed on a general $ d $-dimensional space, where we allow the functional …

Two-stage data segmentation permitting multiscale change points, heavy tails and dependence

H Cho, C Kirch - Annals of the Institute of Statistical Mathematics, 2022 - Springer
The segmentation of a time series into piecewise stationary segments is an important
problem both in time series analysis and signal processing. In the presence of multiscale …

TFT-bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain

C Kirch, DN Politis - 2011 - projecteuclid.org
TFT-bootstrap: Resampling time series in the frequency domain to obtain replicates in the
time domain Page 1 The Annals of Statistics 2011, Vol. 39, No. 3, 1427–1470 DOI: 10.1214/10-AOS868 …

Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm

H Cho, P Fryzlewicz - Journal of Time Series Analysis, 2024 - Wiley Online Library
We propose a methodology for detecting multiple change points in the mean of an otherwise
stationary, autocorrelated, linear time series. It combines solution path generation based on …

Optimal change-point testing for high-dimensional linear models with temporal dependence

Z Zhao, X Luo, Z Liu, D Wang - arxiv preprint arxiv:2205.03880, 2022 - arxiv.org
In this paper, we study change-point testing for high-dimensional linear models, an
important problem that has not been well explored in the literature. Specifically, we propose …