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  "Title": "Change Point Detection for Non-Stationary and Cross-Correlated\nTime Series",
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  "Maintainer": "Yuhan Tian <yuhan.tian@fau.de>",
  "Description": "Implements methods for multiple change point detection in\nmultivariate time series with non-stationary dynamics and\ncross-correlations. The methodology is based on a model in\nwhich each component has a fluctuating mean represented by a\nrandom walk with occasional abrupt shifts, combined with a\nstationary vector autoregressive structure to capture temporal\nand cross-sectional dependence. The framework is broadly\napplicable to correlated multivariate sequences in which large,\nsudden shifts occur in all or subsets of components and are the\nprimary targets of interest, whereas small, smooth fluctuations\nare not. Although random walks are used as a modeling device,\nthey provide a flexible approximation for a wide class of\nslowly varying or locally smooth dynamics, enabling robust\nperformance beyond the strict random walk setting.",
  "License": "GPL-2",
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    "Date": "2026-05-10 07:15:02 UTC",
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  "Author": "Yuhan Tian [aut, cre], Abolfazl Safikhani [aut]",
  "Repository": "https://cran.r-universe.dev",
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      "title": "FluxPoint change point detection algorithm",
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