Note on a non-parametric method for change-point detection
Applications
2025-07-10 v1
Abstract
The purpose of this note is to present in details R codes to implement a non-parametric method for change-point detection. The proposed approach is validated from various perspectives using simulations. This method is a competitor to that of Pettitt ([3]) and is, like the latter, based on the Wilcoxon-Mann-Whitney test. It is used in [4] for the study of relatively short time series obtained from measurements on cores sampled in the bay of Brest.
Cite
@article{arxiv.2507.06664,
title = {Note on a non-parametric method for change-point detection},
author = {Pierre Ailliot and N'Dèye Coumba Niass and Jean-Marc Derrien},
journal= {arXiv preprint arXiv:2507.06664},
year = {2025}
}