Multiple Change-Point Detection in a Functional Sample via the 𝒢-Sum Process

Abstract

We first define the G-CUSUM process and investigate its theoretical aspects including asymptotic behavior. By choosing different sets G, we propose some tests for multiple change-point detections in a functional sample. We apply the proposed testing procedures to the real-world neurophysiological data and demonstrate how it can identify the existence of the multiple change-points and localize them.