Results 11 to 20 of about 3,117,785 (309)
Forecasting and Estimating Multiple Change-Point Models with an Unknown Number of Change Points [PDF]
This paper develops a new approach to change-point modeling that allows for an unknown number of change points in the observed sample. Our model assumes that regime durations have a Poisson distribution. The model approximately nests the two most common approaches: the time-varying parameter model with a change point every period and the change-point ...
Koop, Gary, Potter, Simon M.
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bcp: An R Package for Performing a Bayesian Analysis of Change Point Problems
Barry and Hartigan (1993) propose a Bayesian analysis for change point problems. We provide a brief summary of selected work on change point problems, both preceding and following Barry and Hartigan.
Chandra Erdman, John W. Emerson
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Change-Point Methods on a Sequence of Graphs [PDF]
Given a finite sequence of graphs, e.g., coming from technological, biological, and social networks, the paper proposes a methodology to identify possible changes in stationarity in the stochastic process generating the graphs. In order to cover a large class of applications, we consider the general family of attributed graphs where both topology ...
Daniele Zambon +2 more
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Assessing seasonal variation and trends in rainfall patterns of Madhya Pradesh, Central India
Climate change is a worldwide problem caused by various anthropogenic activities, leading to changes in hydroclimatic variables like temperature, rainfall, riverine flow, and extreme hydrometeorological events.
Amit Kumar +5 more
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Algebraic change-point detection [PDF]
Elementary techniques from operational calculus, differential algebra, and noncommutative algebra lead to a new approach for change-point detection, which is an important field of investigation in various areas of applied sciences and engineering. Several successful numerical experiments are presented.
Fliess, Michel +2 more
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Multiscale Change Point Inference [PDF]
SummaryWe introduce a new estimator, the simultaneous multiscale change point estimator SMUCE, for the change point problem in exponential family regression. An unknown step function is estimated by minimizing the number of change points over the acceptance region of a multiscale test at a level α.
Frick, K., Munk, A., Sieling, H.
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Dynamical model for social distancing in the U.S. during the COVID-19 epidemic
Background Social distancing has led to a “flattening of the curve” in many states across the U.S. This is part of a novel, massive, global social experiment which has served to mitigate the COVID-19 pandemic in the absence of a vaccine or effective anti-
Chitanvis Shirish M.
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Climate variation and trends affect species distribution and abundance across large spatial extents. However, most studies that predict species response to climate are implemented at small spatial scales or are based on occurrence‐environment ...
James F. Saracco, Madeleine Rubenstein
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Optimal change point detection and localization in sparse dynamic networks [PDF]
We study the problem of change point localization in dynamic networks models. We assume that we observe a sequence of independent adjacency matrices of the same size, each corresponding to a realization of an unknown inhomogeneous Bernoulli model.
Wang, Daren, Yu, Yi, Rinaldo, Alessandro
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Changes in Flood Regime of the Upper Yangtze River
River flooding affects more people worldwide than other natural hazards. Thus, analysis of the changes in flood regime caused by global warming and increasing anthropogenic activities will help us make adaptive plans for future flood management.
Yu Zhang +10 more
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