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changepoint

Online Detection of Forecast Model Inadequacies Using Forecast Errors

2025-06-112025-06-11 Leave a comment
Figure 6 from the paper, showing the proportion of GRP A&E admissions, the forecast errors and two detectors.

There’s a large and fascinating area in time series analysis called “changepoint detection”. I hadn’t worked in this area before, but thanks to Rebecca Killick and Thomas Grundy, I contributed to the paper “Online Detection of Forecast Model Inadequacies Using Forecast Errors“, which has just been published in the Journal of Time Series Analysis. DISCLAIMER: […]

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