Results 91 to 100 of about 1,148,061 (201)

Parametric change point detection with random occurrence of the change point

open access: yes, 2022
We are concerned with the problem of detecting a single change point in the model parameters of time series data generated from an exponential family. In contrast to the existing literature, we allow that the true location of the change point is itself random, possibly depending on the data. Under the alternative, we study the case when the size of the
openaire   +2 more sources

Change Point Detection in Trend of Mortality Data [PDF]

open access: yes
Mortality refers to death that occurs within a population. It is linked to many factors such as age, sex, race, occupation and social class. Change in the pattern of mortality trend can affect the population standards of living and health care. This
کاظم نژاد, انوشیروان   +2 more
core  

Quantifying the uncertainty in change points [PDF]

open access: yes, 2011
Quantifying the uncertainty in the location and nature of change points in time series is important in a variety of applications. Many existing methods for estimation of the number and location of change points fail to capture fully or explicitly the ...
Aston, John A. D.   +5 more
core   +1 more source

Seasonal trends in the Early Twentieth Century Warming (ETCW) in a centennial instrumental temperature record from Central Europe

open access: yesHungarian Geographical Bulletin
The goal of the present paper is to investigate whether any objectively defined and statistically significant changes can be discovered in one of the longest homogenized instrumental temperature records in East-Central Europe.
Tímea Kocsis   +5 more
doaj   +1 more source

Change Point Detection for Ocean Eddy Analysis

open access: yes, 2018
The detection and analysis of mesoscale ocean eddies is a complex task, made more difficult when simulated or observational ocean data are massive. We present the statistical approach of change point detection as a means to help scientists efficiently ...
Banesh, Divya   +4 more
core   +1 more source

Enhanced Backward Multiple Change-Point Detection [PDF]

open access: yes, 2023
Many statistical tools are built upon a specific set of assumptions on the distribution of the data at hand. However, the distribution of the observations in the dataset may not remain constant and may change due to some external events. For a sequence
Pirnia, Shahab
core  

Bayesian online change point detection in finance

open access: yes, 2021
It is quite common that the structure of a time series changes abruptly. Identifying these change points and describing the model structure in the segments between these change points is an important task in financial time series analysis.
Habibi, Reza
core   +1 more source

A Bayesian change point detection-based method for rolling bearing remaining useful life prediction

open access: yesAdvances in Mechanical Engineering
Addressing the multi-stage characteristics of rolling bearing degradation with random change points, this paper proposes a novel method for predicting the Remaining Useful Life (RUL) of multi-stage degradation processes.
Wenping Lei   +3 more
doaj   +1 more source

Change‐point models to estimate the limit of detection

open access: yesStatistics in Medicine, 2013
In many biological and environmental studies, measured data is subject to a limit of detection. The limit of detection is generally defined as the lowest concentration of analyte that can be differentiated from a blank sample with some certainty. Data falling below the limit of detection is left censored, falling below a level that is easily quantified
May, Ryan C.   +5 more
openaire   +3 more sources

Change Point Detection for Diversely Distributed Stochastic Processes Using a Probabilistic Method

open access: yesInventions, 2019
Unpredicted deviations in time series data are called change points. These unexpected changes indicate transitions between states. Change point detection is a valuable technique in modeling to estimate unanticipated property changes underlying time ...
Muhammad Rizwan Khan, Biswajit Sarkar
doaj   +1 more source

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