Concepedia

Multivariate Change-point Detection

Multivariate Change-Point Detection is a change-point detection framework that identifies abrupt alterations in the joint distribution of multivariate time series data, distinguished from univariate approaches by simultaneously accounting for dependencies and structural changes across multiple correlated variables.

118

Publications

5.2K

Citations

277

Authors

192

Institutions

Publications per year

2017–2026

42

Parents

Publications

118

A unifying framework for detecting outliers and change points from non-stationary time series data

Kenji Yamanishi, Jun’ichi Takeuchi · 2002 · 279 citations

, , +15

Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation

Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2014 · 261 citations · Full text

, , +14

On Detecting Changes in the Mean of Normal Variates

Leland A. Gardner · The Annals of Mathematical Statistics · 1969 · 228 citations · Full text

, , +14

Modeling changing dependency structure in multivariate time series

Kevin J. Murphy · 2007 · 221 citations

, , +16

A Rank-Based Multivariate CUSUM Procedure

Peihua Qiu, Douglas M. Hawkins · Technometrics · 2001 · 215 citations

, , +11

1–5 of 118

Authors

277

  1. DM
    Douglas M. Hawkins

    University of Minnesota, United States

    4 publications · 327 citations

    4

    h-index

  2. CK
    Claudia Kirch

    Otto-von-Guericke-Universität Magdeburg, Germany

    3 publications · 126 citations

    3

    h-index

  3. PK
    Peter Kuppens

    KU Leuven, Belgium

    3 publications · 138 citations

    3

    h-index

  4. JC
    Jedelyn Cabrieto

    KU Leuven, Belgium

    3 publications · 138 citations

    3

    h-index

  5. LH
    Lajos Horváth

    University of Utah, United States

    3 publications · 113 citations

    3

    h-index

1–5 of 277

Institutions

192

  1. University of Minnesota

    Minneapolis, United States

    5 h-index

    6 publications

    675 citations

  2. Lancaster University

    Lancaster, United Kingdom

    4 h-index

    7 publications

    193 citations

  3. Centre National de la Recherche Scientifique

    Paris, France

    4 h-index

    9 publications

    282 citations

  4. Politecnico di Milano

    Milan, Italy

    3 h-index

    4 publications

    125 citations

  5. Nankai University

    Tianjin, China

    3 h-index

    5 publications

    228 citations

  6. KU Leuven

    Leuven, Belgium

    3 h-index

    15 publications

    690 citations

  7. Twin Cities Orthopedics

    Edina, United States

    3 h-index

    4 publications

    588 citations

  8. University of Utah

    Salt Lake City, United States

    3 h-index

    3 publications

    113 citations

1–8 of 192

Venues

  1. arXiv (Cornell University)

    Repository · 7 publications · 144 citations

    7

    h-index

  2. 5

    h-index

  3. 4

    h-index

  4. Technometrics

    4 publications · 541 citations

    4

    h-index

  5. Journal of Quality Technology

    3 publications · 106 citations

    3

    h-index

1–5