Multiple Change-Point Detection in a Functional Sample via the 𝒢-Sum Process

Tadas Danielius and Alfredas Račkauskas
Additional contact information
Tadas Danielius: Institute of Applied Mathematics, Vilnius University, 03225 Vilnius, Lithuania
Alfredas Račkauskas: Institute of Applied Mathematics, Vilnius University, 03225 Vilnius, Lithuania

Mathematics, 2022, vol. 10, issue 13, 1-27

Abstract: We first define the G -CUSUM process and investigate its theoretical aspects including asymptotic behavior. By choosing different sets G , we propose some tests for multiple change-point detections in a functional sample. We apply the proposed testing procedures to the real-world neurophysiological data and demonstrate how it can identify the existence of the multiple change-points and localize them.

Keywords: p -variation; functional data; functional change-point detection; functional principal component analysis (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.mdpi.com/2227-7390/10/13/2294/pdf (application/pdf)
https://www.mdpi.com/2227-7390/10/13/2294/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:gam:jmathe:v:10:y:2022:i:13:p:2294-:d:852753

Access Statistics for this article

Mathematics is currently edited by Ms. Emma He

More articles in Mathematics from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().