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Idris A. Eckley
Researcher at Lancaster University
Publications - 79
Citations - 4030
Idris A. Eckley is an academic researcher from Lancaster University. The author has contributed to research in topics: Wavelet & Computer science. The author has an hindex of 16, co-authored 69 publications receiving 2969 citations. Previous affiliations of Idris A. Eckley include Royal Dutch Shell & University of Bristol.
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Journal ArticleDOI
Optimal Detection of Changepoints With a Linear Computational Cost
TL;DR: This work considers the problem of detecting multiple changepoints in large data sets and introduces a new method for finding the minimum of such cost functions and hence the optimal number and location of changepoints that has a computational cost which is linear in the number of observations.
Journal ArticleDOI
changepoint: An R Package for Changepoint Analysis
Rebecca Killick,Idris A. Eckley +1 more
TL;DR: The changepoint package has been developed to provide users with a choice of multiple changepoint search methods to use in conjunction with a given changepoint method and in particular provides an implementation of the recently proposed PELT algorithm.
Journal ArticleDOI
Optimal detection of changepoints with a linear computational cost
TL;DR: In this article, the authors consider the problem of detecting multiple changepoints in large data sets and propose a new method for finding the minimum of such cost functions and hence the optimal number and location of changepoints that has a computational cost which, under mild conditions, is linear in the number of observations.
Book ChapterDOI
Analysis of changepoint models.
Journal ArticleDOI
A computationally efficient nonparametric approach for changepoint detection
TL;DR: A relatively new method, changepoints over a range of penalties (Haynes et al. 2016), which finds all of the optimal segmentations for multiple penalty values over a continuous range, is applied.