Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
多重变点及类似变点特征的最窄超阈值检测
Summary We propose a new, generic and flexible methodology for non-parametric function estimation, in which we first estimate the number and locations of any features that may be present in the function and then estimate the function parametrically between each pair of neighbouring detected features. Examples of features handled by our methodology include change points in the piecewise constant signal model, kinks in the piecewise linear signal model and other similar…