# Pruning and Nonparametric Multiple Change Point Detection

arXiv: https://arxiv.org/abs/1709.06421 · HTML: https://mlsanity.com/paper/1709.06421/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 16 Sep 2017.

## Built on by (most cited first, 1 of 1)

- [Causal Discovery-Driven Change Point Detection in Time Series](https://mlsanity.com/paper/2407.07290/) (2024)

## Abstract (arXiv)

Change point analysis is a statistical tool to identify homogeneity within time series data. We propose a pruning approach for approximate nonparametric estimation of multiple change points. This general purpose change point detection procedure `cp3o' applies a pruning routine within a dynamic program to greatly reduce the search space and computational costs. Existing goodness-of-fit change point objectives can immediately be utilized within the framework. We further propose novel change point algorithms by applying cp3o to two popular nonparametric goodness of fit measures: `e-cp3o' uses E-statistics, and `ks-cp3o' uses Kolmogorov-Smirnov statistics. Simulation studies highlight the performance of these algorithms in comparison with parametric and other nonparametric change point methods. Finally, we illustrate these approaches with climatological and financial applications.