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Changepoints and Time Series

  1. Published

    crops: Changepoints for a Range of Penalties (CROPS)

    Grose, D. & Fearnhead, P., 4/11/2021

    Research output: Exhibits, objects and web-based outputsSoftware

  2. Forthcoming

    cpop: Detecting changes in piecewise-linear signals

    Grose, D. & Fearnhead, P., 6/10/2023, (Accepted/In press) In: Journal of Statistical Software.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    cpop: Detection of Multiple Changes in Slope in Univariate Time-Series

    Grose, D. & Fearnhead, P., 23/08/2022

    Research output: Exhibits, objects and web-based outputsSoftware

  4. Published

    High-Dimensional Changepoint Detection via a Geometrically Inspired Mapping

    Grundy, T., Killick, R. & Mihaylov, G., 1/07/2020, In: Statistics and Computing. 30, p. 1155–1166 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Unpublished

    On Aspects of Changepoint Analysis Motivated by Industrial Applications

    Grundy, T., 2022, (Unpublished) Lancaster University.

    Research output: ThesisDoctoral Thesis

  6. E-pub ahead of print

    Indirect estimation of the monthly transport turnover indicator in Italy

    Guardabascio, B., Moauro, F. & Mosley, L., 19/03/2024, (E-pub ahead of print) In: Empirical Economics.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

    Analysis of Non-Stationary Modulated Time Series with Applications to Oceanographic Surface Flow Measurements

    Guillaumin, A. P., Sykulski, A. M., Olhede, S. C., Early, J. J. & Lilly, J. M., 09/2017, In: Journal of Time Series Analysis. 38, 5, p. 668-710 43 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    Efficient Parameter Estimation of Sampled Random Fields

    Guillaumin, A. P., Sykulski, A. M., Olhede, S. C. & Simons, F. J., 4/07/2019, In: arXiv. 35 p.

    Research output: Contribution to Journal/MagazineJournal article

  9. Forthcoming

    The Debiased Spatial Whittle Likelihood

    Guillaumin, A. P., Sykulski, A., Olhede, S. C. & Simons, F. J., 4/03/2022, (Accepted/In press) In: Journal of the Royal Statistical Society: Series B (Statistical Methodology).

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    Reducing Binary Quadratic Forms for More Scalable Quantum Annealing

    Hahn, G., Djidjev, H. & Djidjev, H. N., 2017, Rebooting Computing (ICRC), 2017 IEEE International Conference on. IEEE, p. 138-145 8 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paperpeer-review

  11. Published

    Optimal allocation of Monte Carlo simulations to multiple hypothesis tests

    Hahn, G., 1/05/2020, In: Statistics and Computing. 30, 3, p. 571-586 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  12. Published

    BayesProject: Fast computation of a projection direction for multivariate changepoint detection

    Hahn, G., Fearnhead, P. & Eckley, I., 1/11/2020, In: Statistics and Computing. 30, p. 1691–1705 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  13. Published

    Center-Outward R-Estimation for Semiparametric VARMA Models

    Hallin, M., La Vecchia, D. & Liu, H., 30/06/2022, In: Journal of the American Statistical Association. 117, 538, p. 925-938 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

    M-Estimation in GARCH Models in the Absence of Higher-Order Moments

    Hallin, M., Liu, H. & Mukherjee, K., 1/06/2023, Research papers in Statistical Inference for Time Series and Related Models: Essays in Honor of Masanobu Taniguchi. 1 ed. Singapore: Springer, p. 195-219 25 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  15. Published

    Complex-valued wavelet lifting and applications

    Hamilton, J., Nunes, M. A., Knight, M. & Fryzlewicz, P., 22/02/2018, In: Technometrics. 60, 1, p. 48-60 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  16. Published

    Computationally efficient changepoint detection for a range of penalties

    Haynes, K., A. Eckley, I. & Fearnhead, P., 02/2017, In: Journal of Computational and Graphical Statistics. 26, 1, p. 134-143 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. Published

    A computationally efficient nonparametric approach for changepoint detection

    Haynes, K., Fearnhead, P. & Eckley, I. A., 09/2017, In: Statistics and Computing. 27, 5, p. 1293-1305 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  18. Published

    Constrained Dynamic Programming and Supervised Penalty Learning Algorithms for Peak Detection in Genomic Data

    Hocking, T. D., Rigaill, G., Fearnhead, P. & Bourque, G., 31/03/2020, In: Journal of Machine Learning Research. 21, p. 1-40 40 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  19. Published

    Generalized Functional Pruning Optimal Partitioning (GFPOP) for Constrained Changepoint Detection in Genomic Data

    Hocking, T. D., Rigaill, G., Fearnhead, P. & Bourque, G., 7/02/2022, In: Journal of Statistical Software. 101, 10, 31 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  20. Published

    Evaluating the ability of numerical models to capture important shifts in environmental time series: A fuzzy change point approach

    Hollaway, M. J., Henrys, P. A., Killick, R., Leeson, A. & Watkins, J., 31/05/2021, In: Environmental Modelling and Software. 139, 10 p., 104993.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  21. Published

    Fast Nonconvex Deconvolution of Calcium Imaging Data

    Jewell, S., Hocking, T. D., Fearnhead, P. & Witten, D., 8/02/2019, In: Biostatistics. 21, 4

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  22. Published

    Testing for a Change in Mean After Changepoint Detection

    Jewell, S., Fearnhead, P. & Witten, D., 30/09/2022, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 84, 4, p. 1082-1104 23 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  23. Published

    Discussion of “Should we sample a time series more frequently? Decision support via multirate spectrum estimation” by Nason, Powell, Elliott and Smith

    Killick, R. C. & Norwood, B., 02/2017, In: Journal of the Royal Statistical Society: Series A Statistics in Society. 180, 2, p. 394-395 2 p.

    Research output: Contribution to Journal/MagazineJournal article

  24. Published
  25. Published

    Discussion of "Should we sample more frequently?: decision support via multirate spectrum estimation" by G. P. Nason, B. Powell, D. Elliott and P. A. Smith

    Knight, M. & Nunes, M. A., 02/2017, In: Journal of the Royal Statistical Society: Series A Statistics in Society. 180, 2, p. 388-389 2 p.

    Research output: Contribution to Journal/MagazineJournal article

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