| Title |
Multiple change-point detection in a functional sample via the š¯’¢-sum process |
| Authors |
Danielius, Tadas ; RaĨkauskas, Alfredas |
| DOI |
10.3390/math10132294 |
| Full Text |
|
| Is Part of |
Mathematics.. Basel : MDPI. 2022, vol. 10, iss. 13, art. no. 2294, p. [1-27].. eISSN 2227-7390 |
| Keywords [eng] |
p-variation ; functional data ; functional change-point detection ; functional principal component analysis |
| Abstract [eng] |
We first define the G-CUSUM process and investigate its theoretical aspects including asymptotic behavior. By choosing different sets G, we propose some tests for multiple change-point detections in a functional sample. We apply the proposed testing procedures to the real-world neurophysiological data and demonstrate how it can identify the existence of the multiple change-points and localize them. |
| Published |
Basel : MDPI |
| Type |
Journal article |
| Language |
English |
| Publication date |
2022 |
| CC license |
|
