Change Point Detection in Irregularly Sampled Time Series: AGN Light Curves Toy Example

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Authors: Cinthya Leonor Vergara Silva
Cited by: 0

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