Nonparametric Test for Change Point Detection in Time Series

Dmitriy Klyushin, Irina Martynenko. Nonparametric Test for Change Point Detection in Time Series. In Michael Emmerich, Vasyl Lytvyn, Victoria Vysotska, Vítor Basto Fernandes, Volodymyr Lytvynenko, editors, Modern Machine Learning Technologies and Data Science Workshop. Proc. 3rd International Workshop (MoMLeT&DS 2021). Volume I: Main Conference, Lviv-Shatsk, Ukraine, June 5-6, 2021. Volume 2917 of CEUR Workshop Proceedings, pages 117-127, CEUR-WS.org, 2021. [doi]

@inproceedings{KlyushinM21,
  title = {Nonparametric Test for Change Point Detection in Time Series},
  author = {Dmitriy Klyushin and Irina Martynenko},
  year = {2021},
  url = {http://ceur-ws.org/Vol-2917/paper11.pdf},
  researchr = {https://researchr.org/publication/KlyushinM21},
  cites = {0},
  citedby = {0},
  pages = {117-127},
  booktitle = {Modern Machine Learning Technologies and Data Science Workshop. Proc. 3rd International Workshop (MoMLeT&DS 2021). Volume I: Main Conference, Lviv-Shatsk, Ukraine, June 5-6, 2021},
  editor = {Michael Emmerich and Vasyl Lytvyn and Victoria Vysotska and Vítor Basto Fernandes and Volodymyr Lytvynenko},
  volume = {2917},
  series = {CEUR Workshop Proceedings},
  publisher = {CEUR-WS.org},
}