Work

Note on a non-parametric method for change-point detection

Year: 2025

Type: preprint

Abstract: The purpose of this note is to present in details R codes to implement a non-parametric method for change-point detection. The proposed approach is validated from various perspectives using simulations. This method is a competitor to that of Pettitt ([3]) and is, like the latter, based on the Wilcoxon-Mann-Whitney test. It is used in [4] for the study of relatively short time series obtained from measurements on cores sampled in the bay of Brest.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2507.06664

Authors: Ailliot, Pierre, Niass, N'Dèye Coumba, Derrien, Jean-Marc

Institutions: Université de Bretagne Occidentale, Université de Bretagne Sud, Laboratoire de Mathématiques de Bretagne Atlantique

Language: English

Topic: Advanced Statistical Process Monitoring

Subfield: Statistics, Probability and Uncertainty

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4415056554

Cites:

Cited by:

Related to: