← all papers · overview

Note on a non-parametric method for change-point detection

Abstract

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.

Related papers

Ranked by semantic similarity — how closely each paper's abstract matches this one (100% = near-identical topic).