{"paper":{"title":"A factor model approach for the joint segmentation with between-series correlation","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"stat.ME","authors_text":"Emilie Lebarbier, St\\'ephane Robin, Xavier Collilieux","submitted_at":"2015-05-21T09:48:06Z","abstract_excerpt":"We consider the segmentation of set of correlated time-series, the correlation being allowed to take an arbitrary form but being the same at each time-position. We show that encoding the dependency in a factor model enables us to use the dynamic programming algorithm for the inference of the breakpoints, which remains one the most efficient algorithm. We propose a model selection procedure to determine both the number of breakpoints and the number of factors. This proposed method is implemented in the FASeg R package, which is available on the CRAN. We demonstrate the performances of our proce"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1505.05660","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}