Change-Point Detection in a High-Dimensional Multinomial Sequence Based on Mutual Information
Time-series data often have an abrupt structure change at an unknown location.This paper proposes a new statistic to test Stainless Steel Spur with 1" Band and 9 Point Rowel the existence of a change-point in a multinomial sequence, where the number of categories is comparable with the sample size as it tends to infinity.To construct this statistic