Construct · 1 fields · 1 citations

PELT algorithm: a standalone construct

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Statistics

an exact changepoint search that finds the optimal segmentation with a penalty while pruning candidates, giving cost roughly linear in series length.

In statistics, PELT algorithm refers to an exact changepoint search that finds the optimal segmentation with a penalty while pruning candidates, giving cost roughly linear in series length. This meaning comes from Killick (2012) in Journal of the American Statistical Association.[1]

Unit
Recovery means
Measured by

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Nearby constructs

association4 fields · 4 citationsjingle · one word, four constructs cost4 fields · 4 citationsjingle · one word, four constructs pruning2 fields · 5 citationsjingle · one word, two constructs

References

Killick, R., Fearnhead, P., & Eckley, I. A. (2012). Optimal Detection of Changepoints With a Linear Computational Cost. Journal of the American Statistical Association, 107(500), 1590-1598. https://doi.org/10.1080/01621459.2012.737745

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