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Moving sum procedure for change point detection under piecewise linearity
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...
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.