Fetching the paper…
Reading the bibliography…
This article presents a selective survey of algorithms for the offline detection of multiple change points in multivariate time series.
On the generalised distance in statistics
P. C. Mahalanobis · 1936
Earlier work this paper cites.
Individual comparisons by ranking methods
F. Wilcoxon · 1945
Earlier work this paper cites.
Continuous inspection schemes
E. S. Page · 1954
Earlier work this paper cites.
A test for a change in a parameter occurring at an unknown point
E. S. Page · 1955
Earlier work this paper cites.
On a routing problem
R. Bellman · 1955
Earlier work this paper cites.
Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
H Chernoff and S Zacks · 1964
Earlier work this paper cites.
Rank correlation methods
M. G. Kendall · 1970
Earlier work this paper cites.
Procedures for reacting to a change in distribution
G. Lorden · 1971
Earlier work this paper cites.
Some comments on Cp
C. L. Mallows · 1973
Earlier work this paper cites.
On tests for detecting change in mean
A. Sen and M. S. Srivastava · 1975
Earlier work this paper cites.
Estimating the dimension of a model
G. Schwarz · 1978
Earlier work this paper cites.
Multivariate Generalizations of Wald-Wolfowitz and Smirnov two-sample tests
J. H. Friedman and L. C. Rafsky · 1979
Earlier work this paper cites.
Detecting disorder in multidimensional random processes
L. Y. Vostrikova · 1981
Earlier work this paper cites.
Review about estimation of change points
P. R. Krishnaiah · 1988
Earlier work this paper cites.
Estimating the number of change-points via Schwarz’ criterion
Y.-C. Yao · 1988
Earlier work this paper cites.
A tutorial on hidden Markov models and selected applications in speech recognition
L.R. Rabiner · 1989
Earlier work this paper cites.
Least-squares estimation of a step function
Y.-C. Yao and S. T. Au · 1989
Earlier work this paper cites.
Maximum likelihood estimation of multiple change points
Y.-X. Fu and R. N. Curnow · 1990
Earlier work this paper cites.
Product partition models for change point problems
D. Barry and J. A. Hartigan · 1992
Earlier work this paper cites.
Detection of abrupt changes: theory and application , volume 104
M. Basseville and I. Nikiforov · 1993
Earlier work this paper cites.
Nonparametric methods in change point problems
B. E. Brodsky and B. S. Darkhovsky · 1993
Earlier work this paper cites.
A bayesian analysis for change point problems
D. Barry and J. A. Hartigan · 1993
Earlier work this paper cites.
Fundamentals of Statistical Signal Processing, Volume II: Detection Theory
S. M. Kay and A. V. Oppenheim · 1993
Earlier work this paper cites.
Least squares estimation of a shift in linear processes
J. Bai · 1994
Earlier work this paper cites.
Least absolute deviation of a shift
J. Bai · 1995
Earlier work this paper cites.
Testing for parameter constancy in linear regressions: an empirical distribution function approach
J. Bai · 1996
Earlier work this paper cites.
Regression shrinkage and selection via the lasso
R. Tibshirani · 1996
Earlier work this paper cites.
Limit theorems in change-point analysis
M. Csörgö and L. Horváth · 1997
Earlier work this paper cites.
Testing and locating variance changepoints with application to stock prices
J. Chen and A. K. Gupta · 1997
Earlier work this paper cites.
ECG segmentation using time-warping
H. Vullings, M. Verhaegen, and H. Verbruggen · 1997
Earlier work this paper cites.
Estimating and testing linear models with multiple structural changes
J. Bai and P. Perron · 1998
Earlier work this paper cites.
Estimation and comparison of multiple change-point models
S. Chib · 1998
Earlier work this paper cites.
Estimation of multiple-regime regressions with least absolutes deviation
J. Bai · 1998
Earlier work this paper cites.
Testing for and dating common breaks in multivariate time series
J. Bai, R. L. Lumsdaine, and J. H. Stock · 1998
Earlier work this paper cites.
Optimal segmentation of random processes
M. Lavielle · 1998
Earlier work this paper cites.
Time-dependent spectral analysis of nonstationary time series
S. Adak · 1998
Earlier work this paper cites.
Speaker, environment and channel change detection and clustering via the bayesian information criterion
S. S. Chen and P. S. Gopalakrishnan · 1998
Earlier work this paper cites.
Detection of multiples changes in a sequence of dependant variables
M. Lavielle · 1999
Earlier work this paper cites.
Likelihood ratio tests for multiple structural changes
J. Bai · 1999
Earlier work this paper cites.
A nonparametric method for the segmentation of the EEG
B. E. Brodsky, B. S. Darkhovsky, A. Y. Kaplan, and S. L. Shishkin · 1999
Earlier work this paper cites.
Least-squares estimation of an unknown number of shifts in a time series
M. Lavielle and É. Moulines · 2000
Earlier work this paper cites.
Vector autoregressive models with structural changes in regression coefficients and in variance???covariance matrices
J. Bai · 2000
Earlier work this paper cites.
A Comparison of waveform fractal dimension algorithms
R. Esteller, G. Vachtsevanos, J. Echauz, and B. Litt · 2001
Earlier work this paper cites.
Time series segmentation for context recognition in mobile devices
J. Himberg, K. Korpiaho, H. Mannila, J. Tikanmaki, and H. T. Toivonen · 2001
Earlier work this paper cites.
An online algorithm for segmenting time series
E. Keogh, S. Chu, D. Hart, and M. Pazzani · 2001
Cited alongside, same era.
Gaussian model selection
L. Birgé and P. Massart · 2001
Cited alongside, same era.
Learning with kernels
B. Schölkopf and A. J. Smola · 2002
Cited alongside, same era.
Distance metric learning, with application to clustering with side-Information
E. P. Xing, M. I. Jordan, and S. J. Russell · 2003
Cited alongside, same era.
Empirical likelihood based hypothesis testing
J. H. J. Einmahl and I. W. McKeague · 2003
Cited alongside, same era.
Kernel Methods for Pattern Analysis
J. Shawe-Taylor and N. Cristianini · 2004
Cited alongside, same era.
Segmenting time series: a survey and novel approach
A survey of cross-validation procedures for model selection
S. Arlot and A. Celisse · 2010
Later among the works it cites.
Group lassoing change-points piece-constant AR processes
D. Angelosante and G. B. Giannakis · 2012
Later among the works it cites.
Distributed detection/localization of change-points in high-dimensional network traffic data
A. Lung-Yut-Fong, C. Lévy-Leduc, and O. Cappé · 2012
Later among the works it cites.
Structural breaks in time series
A. Aue and L. Horvàth · 2012
Later among the works it cites.
Quantifying the uncertainty in change points
C. F. H. Nam, J. A. D. Aston, and A. M. Johansen · 2012
Later among the works it cites.
A kernel two-sample test
A. Gretton, K. M. Borgwardt, M. J. Rasch, B. Schölkopf, and A. Smola · 2012
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
E. Keogh, S. Chu, D. Hart, and M. Pazzani · 2004
Cited alongside, same era.
Detecting change in data streams
D. Kifer, S. Ben-David, and J. Gehrke · 2004
Cited alongside, same era.
Circular binary segmentation for the analysis of array-based DNA copy number data
A. B. Olshen, E. S. Venkatraman, R. Lucito, and M. Wigler · 2004
Cited alongside, same era.
An online kernel change detection algorithm
F. Desobry, M. Davy, and C. Doncarli · 2005
Cited alongside, same era.
A statistical approach for array CGH data analysis
F. Picard, S. Robin, M. Lavielle, C. Vaisse, and J.-J. Daudin · 2005
Cited alongside, same era.
Using penalized contrasts for the change-point problem
M. Lavielle · 2005
Cited alongside, same era.
S. Arlot, A. Celisse, and Z. Harchaoui · 2012
Later among the works it cites.
Optimal detection of changepoints with a linear computational cost
R. Killick, P. Fearnhead, and I. A. Eckley · 2012
Later among the works it cites.
The screening and ranking algorithm to detect DNA copy number variations
Y. S. Niu and H. Zhang · 2012
Later among the works it cites.
Inference for single and multiple change-points in time series
V. Jandhyala, S. Fotopoulos, I. Macneill, and P. Liu · 2013
Later among the works it cites.
Exploring the latent segmentation space for the assessment of multiple change-point models
Y. Guédon · 2013
Later among the works it cites.
Efficient Analysis of Complex Changepoint Models
R. Maidstone · 2013
Later among the works it cites.
Change-point detection in time-series data by relative density-ratio estimation
S. Liu, M. Yamada, N. Collier, and M. Sugiyama · 2013
Later among the works it cites.
Piecewise constant nonnegative matrix factorization
N. Seichepine, S. Essid, C. Fevotte, and O. Cappé · 2014
Later among the works it cites.
Multiscale change point inference
K. Frick, A. Munk, and H. Sieling · 2014
Later among the works it cites.
Large-margin metric learning for constrained partitioning problems
R. Lajugie, F. Bach, and S. Arlot · 2014
Later among the works it cites.
On a Nonparametric Change Point Detection Model in Markovian Regimes
A. F. Martínez and R. H. Mena · 2014
Later among the works it cites.
AR1seg: segmentation of an autoregressive Gaussian process of order 1, 2014
S. Chakar, É. Lebarbier, C. Levy-Leduc, and S. Robin · 2014
Later among the works it cites.
Nonparametric maximum likelihood approach to multiple change-point problems
C. Zou, G. Yin, F. Long, and Z. Wang · 2014
Later among the works it cites.
Wild binary segmentation for multiple change-point detection
Piotr Fryzlewicz · 2014
Later among the works it cites.
Détection automatique des pas à partir de capteurs inertiels pour la quantification de la marche en consultation
L. Oudre, R. Barrois-Müller, T. Moreau, C. Truong, R. Dadashi, T. Grégory, D. Ricard, N. Vayatis, C. De Waele, A. Yelnik, and P.-P. Vidal · 2015
Later among the works it cites.
Évaluation de l’équilibre et prédiction des risques de chutes en utilisant une Wii board balance
J. Audiffren, R. Barrois-Müller, C. Provost, É. Chiarovano, L. Oudre, T. Moreau, C. Truong, A. Yelnik, N. Vayatis, P.-P. Vidal, C. De Waele, S. Buffat, and D. Ricard · 2015
Later among the works it cites.
PeakSeg: constrained optimal segmentation and supervised penalty learning for peak detection in count data
T. Hocking, G. Rigaill, and G. Bourque · 2015
Later among the works it cites.
Segmentation de signaux physiologiques par optimisation globale
C. Truong, L. Oudre, and N. Vayatis · 2015
Later among the works it cites.
Quantify osteoarthritis gait at the doctor’s office: a simple pelvis accelerometer based method independent from footwear and aging
R. Barrois-Müller, L. Oudre, T. Moreau, C. Truong, N. Vayatis, S. Buffat, A. Yelnik, C. de Waele, T. Gregory, S. Laporte, P. P. Vidal, and D. Ricard · 2015
Later among the works it cites.
Dirichlet process hidden Markov multiple change-point model
S. I. M. Ko, T. T. L. Chong, and P. Ghosh · 2015
Later among the works it cites.
Homogeneity and change-point detection tests for multivariate data using rank statistics
A. Lung-Yut-Fong, C. Lévy-Leduc, and O. Cappé · 2015
Later among the works it cites.
A pruned dynamic programming algorithm to recover the best segmentations with 1 to K_max change-points
G. Rigaill · 2015
Later among the works it cites.
Multiple change-point detection: a selective overview
Y. S. Niu, N. Hao, and H. Zhang · 2016
Later among the works it cites.
Abrupt change point detection of annual maximum precipitation using fused lasso
J.-J. Jeon, J. Hyun Sung, and E.-S. Chung · 2016
Later among the works it cites.
On optimal multiple changepoint algorithms for large data
R. Maidstone, T. Hocking, G. Rigaill, and P. Fearnhead · 2017
Later among the works it cites.
A robust approach for estimating change-points in the mean of an AR(1) process
S. Chakar, É. Lebarbier, C. Levy-Leduc, and S. Robin · 2017
Later among the works it cites.
A survey of methods for time series change point detection
S. Aminikhanghahi and D. J. Cook · 2017
Later among the works it cites.
Heterogeneous change point inference
F. Pein, H. Sieling, and A. Munk · 2017
Later among the works it cites.
Consistent change-point detection with kernels
D. Garreau and S. Arlot · 2017
Later among the works it cites.
An online feature selection architecture for Human Activity Recognition
K. Karagiannaki, A. Panousopoulou, and P. Tsakalides · 2017
Later among the works it cites.
Penalty learning for changepoint detection
C. Truong, L. Oudre, and N. Vayatis · 2017
Later among the works it cites.
Change-point detection method for clinical decision support system rule monitoring
S. Liu, A. Wright, and M. Hauskrecht · 2018
Closest in time.
Template-Based Step Detection with Inertial Measurement Units
L. Oudre, R. Barrois-Müller, T. Moreau, C. Truong, A. Vienne-Jumeau, D. Ricard, N. Vayatis, and P.-P. Vidal · 2018
Closest in time.
ruptures: change point detection in python, 2018
Charles Truong · 2018
Closest in time.
Optimal change point detection in Gaussian processes
H. Keshavarz, C. Scott, and X. Nguyen · 2018
Closest in time.
Change point detection in heteroscedastic time series
T. Górecki, L. Horváth, and P. Kokoszka · 2018
Closest in time.
New efficient algorithms for multiple change-point detection with reproducing kernels
A. Celisse, G. Marot, M. Pierre-Jean, and G. Rigaill · 2018
Closest in time.
Capturing correlation changes by applying kernel change point detection on the running correlations
J. Cabrieto, F. Tuerlinckx, P. Kuppens, F. H. Wilhelm, M. Liedlgruber, and E. Ceulemans · 2018
Closest in time.