Note on a non-parametric method for change-point detection
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arXiv
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| Hauptverfasser: | , , |
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| Format: | Preprint |
| Veröffentlicht: |
2025
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| _version_ | 1866908441882132480 |
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| author | Ailliot, Pierre Niass, N'Dèye Coumba Derrien, Jean-Marc |
| author_facet | Ailliot, Pierre Niass, N'Dèye Coumba Derrien, Jean-Marc |
| contents | The purpose of this note is to present in details R codes to implement a non-parametric method for change-point detection. The proposed approach is validated from various perspectives using simulations. This method is a competitor to that of Pettitt ([3]) and is, like the latter, based on the Wilcoxon-Mann-Whitney test. It is used in [4] for the study of relatively short time series obtained from measurements on cores sampled in the bay of Brest. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2507_06664 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Note on a non-parametric method for change-point detection Ailliot, Pierre Niass, N'Dèye Coumba Derrien, Jean-Marc Applications The purpose of this note is to present in details R codes to implement a non-parametric method for change-point detection. The proposed approach is validated from various perspectives using simulations. This method is a competitor to that of Pettitt ([3]) and is, like the latter, based on the Wilcoxon-Mann-Whitney test. It is used in [4] for the study of relatively short time series obtained from measurements on cores sampled in the bay of Brest. |
| title | Note on a non-parametric method for change-point detection |
| topic | Applications |
| url | https://arxiv.org/abs/2507.06664 |