fabisearch: A Package for Change Point Detection in and Visualization of the Network Structure of Multivariate High-Dimensional Time Series in R
fabisearch:高维多元时间序列网络结构变点检测与可视化 R 包
Change point detection is a commonly used technique in time series analysis, capturing the dynamic nature in which many real-world processes function. With the ever increasing troves of multivariate high-dimensional time series data, especially in neuroimaging and finance, there is a clear need for scalable and data-driven change point detection methods. Currently, change point detection methods for multivariate high-dimensional data are scarce, with even less available in…