A whirlwind tour of recent advances in changepoints

18th October 2016

Speaker: Rebecca Killick

It is increasingly recognized that modern time series are not stationary.  A simple departure from a stationarity assumption is a piecewise stationarity.  The identification of the join points or "changepoints" is an increasingly active area of research.  This talk will cover the general challenges specific to assuming a changepoint structure for your data along with some recent advances to try to alleviate some of these.  This talk will focus on practical examples and issues giving references for those who want to delve more into the theoretical considerations. The application areas for changepoints are vast, this talk will touch on applications in ecology, oceanography, engineering, health, computing and economics.