Optimal detection of changepoints with a linear computational cost

R Killick, P Fearnhead, IA Eckley - Journal of the American …, 2012 - Taylor & Francis
In this article, we consider the problem of detecting multiple changepoints in large datasets.
Our focus is on applications where the number of changepoints will increase as we collect …

changepoint: An R package for changepoint analysis

R Killick, IA Eckley - Journal of statistical software, 2014 - jstatsoft.org
One of the key challenges in changepoint analysis is the ability to detect multiple changes
within a given time series or sequence. The changepoint package has been developed to …

On optimal multiple changepoint algorithms for large data

R Maidstone, T Hocking, G Rigaill, P Fearnhead - Statistics and computing, 2017 - Springer
Many common approaches to detecting changepoints, for example based on statistical
criteria such as penalised likelihood or minimum description length, can be formulated in …

Changepoint detection in the presence of outliers

P Fearnhead, G Rigaill - Journal of the American Statistical …, 2019 - Taylor & Francis
Many traditional methods for identifying changepoints can struggle in the presence of
outliers, or when the noise is heavy-tailed. Often they will infer additional changepoints to fit …

A combined algorithm for cleaning abnormal data of wind turbine power curve based on change point grouping algorithm and quartile algorithm

X Shen, X Fu, C Zhou - IEEE Transactions on Sustainable …, 2018 - ieeexplore.ieee.org
There exist plenty of outliers in power curve of wind turbines, which is not conducive to the
follow-up information mining. Improving the wind power curve data quality of wind turbines …

Change-point analysis as a tool to detect abrupt climate variations

C Beaulieu, J Chen… - … Transactions of the …, 2012 - royalsocietypublishing.org
Recently, there have been an increasing number of studies using change-point methods to
detect artificial or natural discontinuities and regime shifts in climate. However, a major …

[PDF][PDF] Analysis of changepoint models

IA Eckley, P Fearnhead, R Killick - Bayesian time series models, 2011 - researchgate.net
Many time series are characterised by abrupt changes in structure, such as sudden jumps in
level or volatility. We consider change points to be those time points which divide a data set …

Holocene dynamics of the southern westerly winds over the Indian Ocean inferred from a peat dust deposition record

C Li, JE Sonke, G Le Roux, N Van der Putten… - Quaternary Science …, 2020 - Elsevier
The southern westerly winds (SWW) play a major role in climate variability in Southern
Hemisphere mid-and high-latitudes, regulating rainfall, ocean circulation, and the Southern …

A review on minimax rates in change point detection and localisation

Y Yu - arXiv preprint arXiv:2011.01857, 2020 - arxiv.org
This paper reviews recent developments in fundamental limits and optimal algorithms for
change point analysis. We focus on minimax optimal rates in change point detection and …

Diametric changes in trends and patterns of extreme rainfall over India from pre‐1950 to post‐1950

H Vittal, S Karmakar, S Ghosh - Geophysical Research Letters, 2013 - Wiley Online Library
Spatially aggregated extreme rainfall over India shows an increasing trend over the last 50
years of the 20th century, while fine‐resolution analysis reveals a spatially nonuniform trend …