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eNchange

swMATH ID: 33923
Software Authors: Karolos K. Korkas
Description: R package eNchange: Ensemble Methods for Multiple Change-Point Detection. Implements a segmentation algorithm for multiple change-point detection in univariate time series using the Ensemble Binary Segmentation of Korkas (2020) <arXiv:2003.03649>.
Homepage: https://cran.r-project.org/web/packages/eNchange/index.html
Source Code: https://github.com/cran/eNchange
Dependencies: R
Keywords: Methodology; arXiv_stat.ME; R; R package; multiple change-point detection; conditional duration models; Binary Segmentation; ensemble methods; non-stationarity
Related Software: R; CRAN; basta; wbsts; wbs
Cited in: 1 Publication

Standard Articles

2 Publications describing the Software, including 1 Publication in zbMATH Year
Ensemble binary segmentation for irregularly spaced data with change-points. Zbl 1485.62121
Korkas, Karolos K.
2022
Ensemble Binary Segmentation for irregularly spaced data with change-points
Karolos K. Korkas
2020

Cited by 1 Author

1 Korkas, Karolos K.

Cited in 1 Field

1 Statistics (62-XX)

Citations by Year