Change Point Detection in Irregularly Sampled Time Series: AGN Light Curves Toy Example
Abstract
This repository contains the materials of the talk 'Change Point Detection in Irregularly Sampled Time Series: AGN Light Curves Toy Example' presented at the XXI Escuela de Verano en Matemáticas Discretas (Centro de Modelamiento Matemático (CMM) 2026), Universidad Adolfo Ibáñez, Viña del Mar, Chile. The implementation uses PELT (via the `ruptures` package) for segmenting the light curve, detecting changes in mean, variance, or both, and classical Binary Segmentation for the piecewise model. Each segment is modeled with quadratic + harmonic regression. Methods are standard and widely used in time series analysis.
Fields of Study & Subjects
Advanced Statistical Process Monitoring
Time Series Analysis and Forecasting
Statistical Methods and Inference
Publication details
- Journal / source
- Zenodo (CERN European Organization for Nuclear Research)
- Publication date
- 7 January 2026
- Language
- EN