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Changepoints and Time Series

  1. 2024
  2. Published

    anomaly: Detection of Anomalous Structure in Time Series Data

    Fisch, A., Grose, D., Eckley, I. A., Fearnhead, P. & Bardwell, L., 29/08/2024, In: Journal of Statistical Software. 110, 1, p. 1-24 24 p., 1.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Forthcoming

    Detection of spatiotemporal changepoints – a generalised additive model approach

    Killick, R., 22/07/2024, (Accepted/In press) In: Statistics and Computing.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    cpop: Detecting changes in piecewise-linear signals

    Grose, D. & Fearnhead, P., 29/05/2024, In: Journal of Statistical Software. 109, 7, p. 1-30 30 p., 7.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Automatic Change-Point Detection in Time Series via Deep Learning

    Li, J., Fearnhead, P., Fryzlewicz, P. & Wang, T., 12/04/2024, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 86, 2, p. 273-285 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    Approximating optimal SMC proposal distributions in individual-based epidemic models

    Rimella, L., Jewell, C. & Fearnhead, P., 31/03/2024, In: Statistica Sinica. 34, Online Special Issue 1, 38 p., 6.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

    A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models

    Ward, K., Romano, G., Eckley, I. & Fearnhead, P., 19/03/2024, In: Statistics and Computing. 34, 3, 99.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. 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

  9. E-pub ahead of print

    PDMP Monte Carlo methods for piecewise-smooth densities

    Chevallier, A., Power, S., Wang, A. Q. & Fearnhead, P., 12/03/2024, (E-pub ahead of print) In: Advances in Applied Probability.

    Research output: Contribution to Journal/MagazineJournal article

  10. Published

    A Log-Linear Non-Parametric Online Changepoint Detection Algorithm based on Functional Pruning

    Romano, G., Eckley, I. & Fearnhead, P., 31/01/2024, In: IEEE Transactions on Signal Processing. 72, p. 594 - 606 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  11. Published

    The sparse dynamic factor model: a regularised quasi-maximum likelihood approach

    Mosley, L., Chan, T.-S. & Gibberd, A., 22/01/2024, In: Statistics and Computing. 34, 68.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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