changepoint-Analysis

kirch-changepoint-analysis

In many cases, data are collected in order to analyse the time dependent dynamic behaviour of an underlying stochastic process. It is particularly interesting to detect changes - so-called structural breaks or change-points - in the time series. Current examples can be found in neurosciences and climatology, but also in quality control and financial engineering.

 

Last Modification: 01.03.2018 - Contact Person: Dr. Burkhard Thiele