数据链接:
官方服务:
资源简介:
Change points by moving average order value.
应用场景:
创建时间:
2019-06-06
相关数据集
Dataset for: Trend Assessment for Daily Snow Depths with Changepoint Considerations
This paper develops methods to estimate a long-term trend in a daily snow depth record. The methods use a storage equation model for the daily snow depths that allows for seasonality, support set feat
NIAID Data Ecosystem80
Bayesian Detection of Changepoints in Finite-State Markov Chains for Multiple Sequences
We consider the analysis of sets of categorical sequences consisting of piecewise homogeneous Markov segments. The sequences are assumed to be governed by a common underlying process with segments occ
NIAID Data Ecosystem40
Parallelisation of a Common Changepoint Detection Method
In recent years, various means of efficiently detecting changepoints have been proposed, with one popular approach involving minimising a penalised cost function using dynamic programming. In some sit
DataCite Commons2020-08-26 更新40
Mean-structure and Autocorrelation Consistent Covariance Matrix Estimation
We consider estimation of the asymptotic covariance matrix in non-stationary time series. A non-parametric estimator that is robust against unknown forms of trends and possibly a divergent number of c
Taylor & Francis Group2021-09-29 更新80
Replication Data for: Change-point Detection and Regularization in Time Series Cross Sectional Data Analysis
Researchers of time series cross sectional (TSCS) data regularly face the change-point problem, which re- quires them to discern between significant parametric shifts that can be deemed structural cha
NIAID Data Ecosystem40



