Scientific Research Publishing’s Post

【Changepoint Detection with Outliers Based on RWPCA】 Full article: https://lnkd.in/gB7nHw72 (Authored by Xin Zhang, et al., from Changchun University of Science and Technology, China.) In changepoint analysis, the outliers affect the #changepoint detection process, sometimes leading to the misinterpretation of outliers as changepoints. Therefore, it is important to consider the influence of outliers on the changepoint detection. This paper proposes a multivariate changepoint detection method which is based on the robust WPCA projection direction and the robust RFPOP method, RWPCA-RFPOP method, to detect mean changes in multivariate data, particularly in the presence of outliers, noise, and high correlations between data variables. #Double_Robust #Outlier_Detection 

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