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asheville
2001 Sep 10
3
Offline change detection methods?
...39;t work
since I have no test data to learn the models. Also, even though the jump
points are within about the same distance from each other in the current
data set, this might not always be case.
The current reference I have is "Detection of Abrupt Changes - Theory and
Application" by Basseville & Nikiforov. They explain several methods which
seems promising to me, even a few offline methods. Do anyone know about
other references? Do anyone know if B&N's methods (or others) are
implemented in [R] or S-Plus? If not, maybe someone knows about other
implementations that I could p...