Idris A. Eckley

An Efficient Likelihood Ratio Test for Online Changepoint Detection in the Presence of Autocorrelation

Yuntang Fan, Paul Fearnhead, Idris A. Eckley, Gaetano Romano

Changepoint detection methods have seen considerable development in recent years, with online algorithms capable of identifying structural changes in streaming data in near real time. However, the majority of existing methods are designed under the assumption of IID observations,…Read more