Ensemble Binary Segmentation for irregularly spaced data with change-points

@article{Korkas2020EnsembleBS,
  title={Ensemble Binary Segmentation for irregularly spaced data with change-points},
  author={Karolos K. Korkas},
  journal={arXiv: Methodology},
  year={2020}
}
We propose a new technique for consistent estimation of the number and locations of the change-points in the structure of an irregularly spaced time series. The core of the segmentation procedure is the Ensemble Binary Segmentation method (EBS), a technique in which a large number of multiple change-point detection tasks using the Binary Segmentation (BS) method are applied on sub-samples of the data of differing lengths, and then the results are combined to create an overall answer. We do not… Expand

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