Posts tagged "change-point"
Detecting Trend Changes in Time-Series Data: A Frequentist and Parametric Approach
- 11 October 2023
- Language: en
- Category: change-point detection
Detecting trend changes in time-series can offer valuable insights for various applications. There are multiple ways to approach this problem, and each method comes with its own set of assumptions and intricacies.
Notes on Bayesian Online Change Point Detection
- 04 September 2022
- Language: en
- Category: change-point detection
In this post we are going to delve into the mathematical details behind the graphical model Bayesian Online Change Point Detection introduced in [Adams and MacKay, 2007]. This model can be used to detect different type of change-points and has known many extensions over the last few years.
