Construct · 1 fields · 1 citations

changepoint detection: a standalone construct

One name. One construct. A landmark on the map.

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Statistics

finding the time at which the parameters of a data sequence shift from one value to another.

In statistics, changepoint detection refers to finding the time at which the parameters of a data sequence shift from one value to another. This meaning comes from Page (1955) in Biometrika.[1]

Unit
Recovery means
Measured by

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Nearby constructs

sequence3 fields · 3 citationsjingle · one word, three constructs shift4 fields · 7 citationsjingle · one word, four constructs value6 fields · 12 citationsjingle · one name, six constructs

References

Page, E. S. (1955). A test for a change in a parameter occurring at an unknown point. Biometrika, 42(3-4), 523-527. https://doi.org/10.1093/biomet/42.3-4.523

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