Moving sum procedure for change point detection under piecewise linearity

IF 2.3 3区工程技术 Q1 STATISTICS & PROBABILITY

Technometrics Pub Date : 2024-01-22 DOI:10.1080/00401706.2024.2308202

Joonpyo Kim, Hee-Seok Oh, Haeran Cho

引用次数: 0

Abstract

Abstract–We propose a computationally and statistically efficient procedure for segmenting univariate data under piecewise linearity. The proposed moving sum (MOSUM) methodology detects multiple ch...

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片线性条件下变化点检测的移动总和程序

摘要--我们提出了一种计算和统计上高效的程序，用于在片线性条件下分割单变量数据。所提出的移动总和（MOSUM）方法可检测多个脉...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Technometrics 管理科学-统计学与概率论

CiteScore

4.50

自引率

16.00%

发文量

审稿时长

>12 weeks

期刊介绍： Technometrics is a Journal of Statistics for the Physical, Chemical, and Engineering Sciences, and is published Quarterly by the American Society for Quality and the American Statistical Association.Since its inception in 1959, the mission of Technometrics has been to contribute to the development and use of statistical methods in the physical, chemical, and engineering sciences.