{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,16]],"date-time":"2026-03-16T10:20:44Z","timestamp":1773656444766,"version":"3.50.1"},"reference-count":22,"publisher":"MDPI AG","issue":"12","license":[{"start":{"date-parts":[[2021,12,2]],"date-time":"2021-12-02T00:00:00Z","timestamp":1638403200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Entropy"],"abstract":"<jats:p>We consider a retrospective change-point detection problem for multidimensional time series of arbitrary nature (in particular, panel data). Change-points are the moments at which the changes in generating mechanism occur. Our method is based on the new theory of \u03f5-complexity of individual continuous vector functions and is model-free. We present simulation results confirming the effectiveness of the method.<\/jats:p>","DOI":"10.3390\/e23121626","type":"journal-article","created":{"date-parts":[[2021,12,2]],"date-time":"2021-12-02T21:19:08Z","timestamp":1638479948000},"page":"1626","update-policy":"https:\/\/doi.org\/10.3390\/mdpi_crossmark_policy","source":"Crossref","is-referenced-by-count":2,"title":["Retrospective Change-Points Detection for Multidimensional Time Series of Arbitrary Nature: Model-Free Technology Based on the \u03f5-Complexity Theory"],"prefix":"10.3390","volume":"23","author":[{"given":"Alexandra","family":"Piryatinska","sequence":"first","affiliation":[{"name":"Department of Mathematics, San Francisco State University, 1600 Holloway Ave., San Francisco, CA 94132, USA"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-7775-9144","authenticated-orcid":false,"given":"Boris","family":"Darkhovsky","sequence":"additional","affiliation":[{"name":"Institute for Systems Analysis, FRC CSC RAS 9 Pr. 60-Letiya Oktyabrya, 117312 Moscow, Russia"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"1968","published-online":{"date-parts":[[2021,12,2]]},"reference":[{"key":"ref_1","unstructured":"Basseville, M., and Nikiforov, I.V. 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