A Selective Review on Information Criteria in Multiple Change Point Detection

A Selective Review on Information Criteria in Multiple Change Point Detection

Change points indicate significant shifts in the statistical properties in data streams at some time points. Detecting change points efficiently and effectively are essential for us to understand the underlying data-generating mechanism in modern data streams with versatile parameter-varying pattern...

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Bibliographic Details
Main Authors: Zhanzhongyu Gao, Xun Xiao, Yi-Ping Fang, Jing Rao, Huadong Mo
Format: Article
Language:English
Published: MDPI AG 2024-01-01
Series:Entropy
Subjects:
Akaike information criterion
Bayesian information criterion
hypothesis test
model selection
piecewise constant
signal processing
Online Access:https://www.mdpi.com/1099-4300/26/1/50

Internet

https://www.mdpi.com/1099-4300/26/1/50

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