Preprint
Aug 2026
SCAN: Sequentially Detecting Change-points via Adaptive Nonparametric Inference
SCAN is introduced, an offline method for detecting multiple distributional change-points in long, serially dependent univariate time series and achieves higher covering and F1-scores than competing methods across mean and joint mean-variance shifts, particularly under serial dependence.
Ashoka Prabashwara, P. Menéndez, Liam Hodgkinson et al.
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