Univariate mean change point detection: Penalization, CUSUM and optimality
نویسندگان
چکیده
منابع مشابه
Change Detection with Kalman Filter and CUSUM
Knowledge discovery systems are constrained by three main limited resources: time, memory and sample size. Sample size is traditionally the dominant limitation, but in many present-day data-mining applications the time and memory are the major limitations [6]. Several incremental learning algorithms have been proposed to deal with this limitations (e.g., [5, 12, 6]). However most learning algor...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2020
ISSN: 1935-7524
DOI: 10.1214/20-ejs1710