Projects per year
Understanding changes plays a crucial role in many fields of science, economy, technology and medicine. Whenever time series data, i.e., temporally ordered data, is described by means of a stationary stochastic model, it is of interest to verify the stationarity assumption on the basis of the data, and change point analysis provides mathematical tools for this purpose. A particularly important, and thus widely studied, problem is to detect changes in the mean at unknown time points. In this paper, we present the R package mosum, which implements elegant and mathematically well-justified procedures to themultiple mean change problem using moving sum (MOSUM) statistics.
|Journal||Journal of Statistical Software|
|Publication status||Accepted/In press - 8 Sep 2019|