Change Point Detection in Time Series

This is my trial lecture for the 28.01.2021 PhD disputation.
Slides: https://docdro.id/rNtvkwj

References:
[1] Aminikhanghahi, Samaneh, and Diane J. Cook. "A survey of methods for time series change point detection." Knowledge and information systems 51.2 (2017): 339-367.
[2] PhD presentation https://youtu.be/9Ep6gBBlG8s
[3] Chen, Hao; Zhang, Nancy. Graph-based change-point detection. Ann. Statist. 43 (2015), no. 1, 139–176. doi:10.1214/14-AOS1269. https://projecteuclid.org/euclid.aos/…
[4] Chen, J. and Gupta, A.K. Parametric Statistical Change Point Analysis: With Applications to Genetics, Medicine, and Finance. Springer Science and Business Media. (2011).
[5] Worsley, K. J. “On the Likelihood Ratio Test for a Shift in Location of Normal Populations.” Journal of the American Statistical Association, vol. 74, no. 366, 1979, pp. 365–367. JSTOR, www.jstor.org/stable/2286336.
[6] Montgomery, D. C. (2012). Introduction to statistical quality control. John Wiley & Sons.
[7] Li, S., & Lund, R. (2012). Multiple Changepoint Detection via Genetic Algorithms, Journal of Climate, 25(2), 674-686.
[8] Lee, W. H., Ortiz, J., Ko, B. and LeeTime, R. (2018) Series Segmentation through Automatic Feature Learning. Preprint
[9] Song Liu, Makoto Yamada, Nigel Collier and Masashi Sugiyama. (2013)
Change-point detection in time-series data by relative density-ratio estimation, Neural Networks, Volume 43.

Github - https://github.com/rasmuserlemann/PhD_Thesis