Abstract:ABSTRACT. The paper is aimed at a methodological development of change-point detection, applicable in identifying abrupt changes in temporal or spatial data sequences. In earlier papers we developed a method for detecting a change in the parameters of a discrete distribution, with the simultaneous estimation of the (deterministic but unknown) distribution parameters before and after the change. In this paper we not only extend this method to the case of normal distributions, but also provide a new algorithm fo… Show more
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