Multiple Changepoint Detection with Partial Information on Changepoint Times

23 Nov 2015 Yingbo Li Robert Lund Anuradha Hewaarachchi

This paper proposes a new minimum description length procedure to detect multiple changepoints in time series data when some times are a priori thought more likely to be changepoints. This scenario arises with temperature time series homogenization pursuits, our focus here... (read more)

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