Greedy Segmentation for a Functional Data Sequence
函数型数据序列的贪心分割AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要明确研究序列中多个变点的检测、数量选择与位置估计,对应结构变化方法;所述应用为天气而非宏观经济数据。
函数型数据序列的贪心分割AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
We present a new approach known as greedy segmentation (GS) to identify multiple changepoints for a functional data sequence. The proposed multiple changepoint detection criterion links detectability with the projection onto a suitably chosen subspace and the changepoint locations. The changepoint estimator identifies the true changepoints for any predetermined number of changepoint candidates, either over-reporting or under-reporting. This theoretical finding supports the proposed GS estimator, which can be efficiently obtained in a greedy manner. The GS estimator’s consistency holds without being restricted to the conventional at most one changepoint condition, and it is robust to the relative positions of the changepoints. Based on the GS estimator, the test statistic’s asymptotic distribution leads to the novel GS algorithm, which identifies the number and locations of changepoints. Using intensive simulation studies, we compare the finite sample performance of the GS approach with other competing methods. We also apply our method to temporal changepoint detection in weather datasets.