메뉴 건너뛰기




Volumn 58, Issue 3, 2014, Pages 1-19

Changepoint: An R package for changepoint analysis

Author keywords

Bioinformatics; Break points; Energy time series; R; Search methods; Segmentation

Indexed keywords


EID: 84911215702     PISSN: 15487660     EISSN: None     Source Type: Journal    
DOI: 10.18637/jss.v058.i03     Document Type: Article
Times cited : (937)

References (38)
  • 1
    • 0024541195 scopus 로고
    • Algorithms for the Optimal Identification of Segment Neighborhoods
    • Auger IE, Lawrence CE (1989). Algorithms for the Optimal Identification of Segment Neighborhoods." Bulletin of Mathematical Biology, 51(1), 39-54.
    • (1989) Bulletin of Mathematical Biology , vol.51 , Issue.1 , pp. 39-54
    • Auger, I.E.1    Lawrence, C.E.2
  • 2
    • 0346906789 scopus 로고    scopus 로고
    • Estimating and Testing Linear Models with Multiple Structural Changes
    • Bai J, Perron P (1998). Estimating and Testing Linear Models with Multiple Structural Changes." Econometrica, 66(1), 47-78.
    • (1998) Econometrica , vol.66 , Issue.1 , pp. 47-78
    • Bai, J.1    Perron, P.2
  • 4
    • 0031515592 scopus 로고    scopus 로고
    • Testing and Locating Variance Changepoints with Application to Stock Prices
    • Chen J, Gupta AK (1997). Testing and Locating Variance Changepoints with Application to Stock Prices." Journal of the American Statistical Association, 92(438), 739-747.
    • (1997) Journal of the American Statistical Association , vol.92 , Issue.438 , pp. 739-747
    • Chen, J.1    Gupta, A.K.2
  • 7
    • 84923432370 scopus 로고    scopus 로고
    • D Barber, AT Cemgil, S Chiappa (eds.), Bayesian Time Series Models. Cambridge University Press
    • Eckley IA, Fearnhead P, Killick R (2011). Analysis of Changepoint Models." In D Barber, AT Cemgil, S Chiappa (eds.), Bayesian Time Series Models. Cambridge University Press.
    • (2011) Analysis of Changepoint Models
    • Eckley, I.A.1    Fearnhead, P.2    Killick, R.3
  • 8
    • 70449538986 scopus 로고
    • A Method for Cluster Analysis
    • Edwards AWF, Cavalli-Sforza LL (1965). A Method for Cluster Analysis." Biometrics, 21(2), 362-375.
    • (1965) Biometrics , vol.21 , Issue.2 , pp. 362-375
    • Edwards, A.1    Cavalli-Sforza, L.L.2
  • 9
    • 38549090730 scopus 로고    scopus 로고
    • Bcp: An R Package for Performing a Bayesian Analysis of Change Point Problems
    • Erdman C, Emerson JW (2007). bcp: An R Package for Performing a Bayesian Analysis of Change Point Problems." Journal of Statistical Software, 23(3), 1-13. URL http://www.jstatsoft.org/v23/i03/.
    • (2007) Journal of Statistical Software , vol.23 , Issue.3 , pp. 1-13
    • Erdman, C.1    Emerson, J.W.2
  • 10
    • 52949087226 scopus 로고    scopus 로고
    • A Fast Bayesian Change Point Analysis for the Segmenta- tion of Microarray Data
    • Erdman C, Emerson JW (2008). A Fast Bayesian Change Point Analysis for the Segmenta- tion of Microarray Data." Bioinformatics, 24(19), 2143-2148.
    • (2008) Bioinformatics , vol.24 , Issue.19 , pp. 2143-2148
    • Erdman, C.1    Emerson, J.W.2
  • 11
  • 13
    • 0033174020 scopus 로고    scopus 로고
    • On the Underfitting and Overfitting Sets of Models Chosen by Order Selection Criteria
    • Guyon X, Yao J (1999). On the Underfitting and Overfitting Sets of Models Chosen by Order Selection Criteria." Journal of Multivariate Analysis, 70(2), 221-249.
    • (1999) Journal of Multivariate Analysis , vol.70 , Issue.2 , pp. 221-249
    • Guyon, X.1    Yao, J.2
  • 14
    • 0001917942 scopus 로고
    • Space-Time Modelling with Long-Memory Dependence: Assessing Ireland's Wind Power Resource
    • Haslett J, Raftery AE (1989). Space-Time Modelling with Long-Memory Dependence: Assessing Ireland's Wind Power Resource." Journal of the Royal Statistical Society C, 38(1), 1-50.
    • (1989) Journal of the Royal Statistical Society C , vol.38 , Issue.1 , pp. 1-50
    • Haslett, J.1    Raftery, A.E.2
  • 15
    • 77956887957 scopus 로고
    • Inference about the Change-Point in a Sequence of Random Variables
    • Hinkley DV (1970). Inference about the Change-Point in a Sequence of Random Variables." Biometrika, 57(1), 1-17.
    • (1970) Biometrika , vol.57 , Issue.1 , pp. 1-17
    • Hinkley, D.V.1
  • 16
    • 21144464515 scopus 로고
    • The Maximum Likelihood Method of Testing Changes in the Parameters of Normal Observations
    • Horvath L (1993). The Maximum Likelihood Method of Testing Changes in the Parameters of Normal Observations." The Annals of Statistics, 21(2), 671-680.
    • (1993) The Annals of Statistics , vol.21 , Issue.2 , pp. 671-680
    • Horvath, L.1
  • 17
    • 0003153817 scopus 로고
    • Detecting Shifts of Parameter in Gamma Sequences with Applications to Stock Price and Air Traffic Flow Analysis
    • Hsu DA (1979). Detecting Shifts of Parameter in Gamma Sequences with Applications to Stock Price and Air Traffic Flow Analysis." Journal of the American Statistical Association, 74(365), 31-40.
    • (1979) Journal of the American Statistical Association , vol.74 , Issue.365 , pp. 31-40
    • Hsu, D.A.1
  • 20
    • 77955557073 scopus 로고    scopus 로고
    • Detection of Changes in the Characteristics of Oceanographic Time-Series using Statistical Change Point Analysis
    • Killick R, Eckley IA, Jonathan P, Ewans K (2010). Detection of Changes in the Characteristics of Oceanographic Time-Series using Statistical Change Point Analysis." Ocean Engineering, 37(13), 1120-1126.
    • (2010) Ocean Engineering , vol.37 , Issue.13 , pp. 1120-1126
    • Killick, R.1    Eckley, I.A.2    Jonathan, P.3    Ewans, K.4
  • 23
    • 27544483495 scopus 로고    scopus 로고
    • Comparative Analysis of Algorithms for Identifying Amplifications and Deletions in Array CGH Data
    • Lai WR, Johnson MD, Kucherlapati R, Park PJ (2005). Comparative Analysis of Algorithms for Identifying Amplifications and Deletions in Array CGH Data." Bioinformatics, 21(19), 3763-3770.
    • (2005) Bioinformatics , vol.21 , Issue.19 , pp. 3763-3770
    • Lai, W.R.1    Johnson, M.D.2    Kucherlapati, R.3    Park, P.J.4
  • 24
    • 19844378139 scopus 로고    scopus 로고
    • Using Penalized Contrasts for the Change-Point Problem
    • Lavielle M (2005). Using Penalized Contrasts for the Change-Point Problem." Signal Pro- cessing, 85(8), 1501-1510.
    • (2005) Signal Pro- Cessing , vol.85 , Issue.8 , pp. 1501-1510
    • Lavielle, M.1
  • 27
    • 0002916530 scopus 로고
    • Continuous Inspection Schemes
    • Page ES (1954). Continuous Inspection Schemes." Biometrika, 41(1-2), 100-115.
    • (1954) Biometrika , vol.41 , Issue.1-2 , pp. 100-115
    • Page, E.S.1
  • 28
    • 3342878970 scopus 로고    scopus 로고
    • Multivariable Geostatistics in S: The gstat Package
    • Pebesma EJ (2004). Multivariable Geostatistics in S: The gstat Package." Computers & Geosciences, 30(7), 683-691.
    • (2004) Computers & Geosciences , vol.30 , Issue.7 , pp. 683-691
    • Pebesma, E.J.1
  • 30
    • 84907095419 scopus 로고    scopus 로고
    • R: A Language and Environment for Statistical Computing
    • R Core Team, Vienna, Austria
    • R Core Team (2014). R: A Language and Environment for Statistical Computing. R Foundation for Statistical Computing, Vienna, Austria. URL http://www.R-project.org/.
    • (2014) R Foundation for Statistical Computing
  • 33
    • 0016209922 scopus 로고
    • A Cluster Analysis Method for Grouping Means in the Analysis of Variance
    • Scott AJ, Knott M (1974). A Cluster Analysis Method for Grouping Means in the Analysis of Variance." Biometrics, 30(3), 507-512.
    • (1974) Biometrics , vol.30 , Issue.3 , pp. 507-512
    • Scott, A.J.1    Knott, M.2
  • 34
    • 0003131256 scopus 로고
    • On Tests for Detecting Change in Mean
    • Sen A, Srivastava MS (1975). On Tests for Detecting Change in Mean." The Annals of Statistics, 3(1), 98-108.
    • (1975) The Annals of Statistics , vol.3 , Issue.1 , pp. 98-108
    • Sen, A.1    Srivastava, M.S.2
  • 36
    • 53349177317 scopus 로고    scopus 로고
    • Surveying Structural Change: Seminal Contributions and a Bibliometric Account
    • Silva EG, Teixeira AAC (2008). Surveying Structural Change: Seminal Contributions and a Bibliometric Account." Structural Change and Economic Dynamics, 19(4), 273-300.
    • (2008) Structural Change and Economic Dynamics , vol.19 , Issue.4 , pp. 273-300
    • Silva, E.G.1    Teixeira, A.2
  • 37
    • 0141931984 scopus 로고    scopus 로고
    • Strucchange: An R Package for Testing for Structural Change in Linear Regression Models
    • Zeileis A, Leisch F, Hornik K, Kleiber C (2002). strucchange: An R Package for Testing for Structural Change in Linear Regression Models." Journal of Statistical Software, 7(2), 1-38. URL http://www.jstatsoft.org/v07/i02/.
    • (2002) Journal of Statistical Software , vol.7 , Issue.2 , pp. 1-38
    • Zeileis, A.1    Leisch, F.2    Hornik, K.3    Kleiber, C.4
  • 38
    • 77249099706 scopus 로고    scopus 로고
    • Testing, Monitoring, and Dating Structural Changes in Exchange Rate Regimes
    • Zeileis A, Shah A, Patnaik I (2010). Testing, Monitoring, and Dating Structural Changes in Exchange Rate Regimes. Computational Statistics & Data Analysis, 54(6), 1696-1706.
    • (2010) Computational Statistics & Data Analysis , vol.54 , Issue.6 , pp. 1696-1706
    • Zeileis, A.1    Shah, A.2    Patnaik, I.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.