Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A factor model approach for the joint segmentation with between-series
  correlation   We consider the segmentation of set of correlated time-series, the
correlation being allowed to take an arbitrary form but being the same at each
time-position. We show that encoding the dependency in a factor model enables
us to use the dynamic programming algorithm for the inference of the
breakpoints, which remains one the most efficient algorithm. We propose a model
selection procedure to determine both the number of breakpoints and the number
of factors. This proposed method is implemented in the FASeg R package, which
is available on the CRAN. We demonstrate the performances of our procedure
through simulation experiments and an application to geodesic data is
presented.

30
The categories of this paper are: q-alg
23
The categories of this paper are: solv-int
21
The categories of this paper are: adap-org
26
The categories of this paper are: bayes-an
22
The categories of this paper are: chao-dyn
2
The categories of this paper are: math
1
The categories of this paper are: cs
17
The categories of this paper are: q-fin
20
The categories of this paper are: acc-phys
15
The categories of this paper are: nucl-ex
8
The categories of this paper are: hep-ex
34
The categories of this paper are: chem-ph
35
The categories of this paper are: mtrl-th
31
The categories of this paper are: ao-sci
18
The categories of this paper are: econ
7
The categories of this paper are: hep-th