Timeline for On Variance Break detection
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 23, 2013 at 12:36 | vote | accept | Mohan | ||
| Apr 19, 2013 at 19:47 | comment | added | Douglas Zare | @Mohan: It sounds like a reasonable approach, with some problems you have mentioned, plus some others like difficulty identifying multiple change points. You should at least look at the built-in change-point analysis functions in Matlab. | |
| Apr 19, 2013 at 10:47 | comment | added | Mohan | Thanks for the reply, Douglas. I was just wondering if this would be a decent statistic to detect change-points in piece-wise stationary processes. The same idea may be applied sample mean, in case one is interested in change-point analysis of the mean. | |
| Apr 19, 2013 at 10:21 | history | answered | Douglas Zare | CC BY-SA 3.0 |