Parametric Statistical Change Point Analysis

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Recently there has been a keen interest in the statistical analysis of change point detec tion and estimation. Mainly, it is because change point problems can be encountered in many disciplines such as economics, finance, medicine, psychology, geology, litera ture, etc. , and even in our daily lives. From the statistical point of view, a change point is a place or time point such that the observations follow one distribution up to that point and follow another distribution after that point. Multiple change points problem can also be defined similarly. So the change point(s) problem is two fold: one is to de cide if there is any change (often viewed as a hypothesis testing problem), another is to locate the change point when there is a change present (often viewed as an estimation problem). The earliest change point study can be traced back to the 1950s. During the fol lowing period of some forty years, numerous articles have been published in various journals and proceedings. Many of them cover the topic of single change point in the means of a sequence of independently normally distributed random variables. Another popularly covered topic is a change point in regression models such as linear regres sion and autoregression. The methods used are mainly likelihood ratio, nonparametric, and Bayesian. Few authors also considered the change point problem in other model settings such as the gamma and exponential.

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Genre : Mathematics
Author : Jie Chen
Publisher : Springer Science & Business Media
Release : 2013-11-11
File : 190 Pages
ISBN-13 : 9781475731316


Nonparametric Methods In Change Point Problems

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The explosive development of information science and technology puts in new problems involving statistical data analysis. These problems result from higher re quirements concerning the reliability of statistical decisions, the accuracy of math ematical models and the quality of control in complex systems. A new aspect of statistical analysis has emerged, closely connected with one of the basic questions of cynergetics: how to "compress" large volumes of experimental data in order to extract the most valuable information from data observed. De tection of large "homogeneous" segments of data enables one to identify "hidden" regularities in an object's behavior, to create mathematical models for each seg ment of homogeneity, to choose an appropriate control, etc. Statistical methods dealing with the detection of changes in the characteristics of random processes can be of great use in all these problems. These methods have accompanied the rapid growth in data beginning from the middle of our century. According to a tradition of more than thirty years, we call this sphere of statistical analysis the "theory of change-point detection. " During the last fifteen years, we have witnessed many exciting developments in the theory of change-point detection. New promising directions of research have emerged, and traditional trends have flourished anew. Despite this, most of the results are widely scattered in the literature and few monographs exist. A real need has arisen for up-to-date books which present an account of important current research trends, one of which is the theory of non parametric change--point detection.

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Genre : Mathematics
Author : E. Brodsky
Publisher : Springer Science & Business Media
Release : 2013-03-14
File : 221 Pages
ISBN-13 : 9789401581639


Change Point Problems

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Genre : Mathematics
Author : Edward G. Carlstein
Publisher : IMS
Release : 1994
File : 400 Pages
ISBN-13 : 094060034X


Applied Statistics

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Series C (Applied Statistics) of the Journal of the Royal Statistical Society was founded in 1952. It promotes papers that are driven by real life problems and that make a novel contribution to the subject.

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Genre : Statistics
Author :
Publisher :
Release : 1999
File : 1248 Pages
ISBN-13 : CORNELL:31924087286344


Change Point Analysis In Nonstationary Stochastic Models

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This book covers the development of methods for detection and estimation of changes in complex systems. These systems are generally described by nonstationary stochastic models, which comprise both static and dynamic regimes, linear and nonlinear dynamics, and constant and time-variant structures of such systems. It covers both retrospective and sequential problems, particularly theoretical methods of optimal detection. Such methods are constructed and their characteristics are analyzed both theoretically and experimentally. Suitable for researchers working in change-point analysis and stochastic modelling, the book includes theoretical details combined with computer simulations and practical applications. Its rigorous approach will be appreciated by those looking to delve into the details of the methods, as well as those looking to apply them.

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Genre : Mathematics
Author : Boris Brodsky
Publisher : CRC Press
Release : 2016-12-12
File : 286 Pages
ISBN-13 : 9781315350950


Methods And Applications Of Statistics In The Life And Health Sciences

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Inspired by the Encyclopedia of Statistical Sciences, Second Edition, this volume outlines the statistical tools for successfully working with modern life and health sciences research Data collection holds an essential part in dictating the future of health sciences and public health, as the compilation of statistics allows researchers and medical practitioners to monitor trends in health status, identify health problems, and evaluate the impact of health policies and programs. Methods and Applications of Statistics in the Life and Health Sciences serves as a single, one-of-a-kind resource on the wide range of statistical methods, techniques, and applications that are applied in modern life and health sciences in research. Specially designed to present encyclopedic content in an accessible and self-contained format, this book outlines thorough coverage of the underlying theory and standard applications to research in related disciplines such as biology, epidemiology, clinical trials, and public health. Uniquely combining established literature with cutting-edge research, this book contains classical works and more than twenty-five new articles and completely revised contributions from the acclaimed Encyclopedia of Statistical Sciences, Second Edition. The result is a compilation of more than eighty articles that explores classic methodology and new topics, including: Sequential methods in biomedical research Statistical measures of human quality of life Change-point methods in genetics Sample size determination for clinical trials Mixed-effects regression models for predicting pre-clinical disease Probabilistic and statistical models for conception Statistical methods are explored and applied to population growth, disease detection and treatment, genetic and genomic research, drug development, clinical trials, screening and prevention, and the assessment of rehabilitation, recovery, and quality of life. These topics are explored in contributions written by more than 100 leading academics, researchers, and practitioners who utilize various statistical practices, such as election bias, survival analysis, missing data techniques, and cluster analysis for handling the wide array of modern issues in the life and health sciences. With its combination of traditional methodology and newly developed research, Methods and Applications of Statistics in the Life and Health Sciences has everything students, academics, and researchers in the life and health sciences need to build and apply their knowledge of statistical methods and applications.

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Genre : Mathematics
Author : Narayanaswamy Balakrishnan
Publisher : John Wiley & Sons
Release : 2009-12-02
File : 1027 Pages
ISBN-13 : 9780470405093


Applied Non Parametric Statistical Methods Second Edition

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This introduction to nonparametric methods, now in its second edition, highlights the way modern computer software enables one to carry out exact tests based on permutation distributions where one had previously to resort to asymptotic results.

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Genre : Mathematics
Author : Peter Sprent
Publisher : Chapman and Hall/CRC
Release : 1993
File : 362 Pages
ISBN-13 : UCSD:31822020611570


Trends In Applied Knowledge Based Systems And Data Science

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This book constitutes the refereed conference proceedings of the 29th International Conference on Industrial, Engineering and Other Applications of Applied Intelligent Systems, IEA/AIE 2016, held in Morioka, Japan, in August 2-4, 2016. The 80 revised full papers presented were carefully reviewed and selected from 168 submissions. They are organized in topical sections: data science; knowledge base systems; natural language processing and sentiment analysis; semantic Web and social networks; computer vision; medical diagnosis system and bio-informatics; applied neural networks; innovations in intelligent systems and applications; decision support systems; adaptive control; soft computing and multi-agent systems; evolutionary algorithms and heuristic search; system integration for real-life applications.

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Genre : Computers
Author : Hamido Fujita
Publisher : Springer
Release : 2016-07-13
File : 1019 Pages
ISBN-13 : 9783319420073


Change Point Analysis For Time Series

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Genre :
Author : Lajos Horváth
Publisher : Springer Nature
Release :
File : 552 Pages
ISBN-13 : 9783031516092


Mining Interesting Patterns From Sequential Data

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Genre :
Author : Valerie Guralnik
Publisher :
Release : 2001
File : 260 Pages
ISBN-13 : MINN:31951P007996128