Results 21 to 30 of about 10,617,293 (333)

Estimation of Change-Point Models

open access: yesJournal of Mathematical Sciences, 2022
We consider the testing and estimation of change-points, locations where the distribution abruptly changes, in a sequence of observations. Motivated by this problem, in this contribution we first investigate the extremes of Gaussian fields with trend which then help us give asymptotic p-value approximations of the likelihood ratio statistics from ...
openaire   +2 more sources

An empirical study on assessment of trend analysis: Food grain production in India [PDF]

open access: yesJournal of Agricultural Sciences (Belgrade), 2023
Considering the importance of the food grains to be specified-rice, wheat, coarse cereals, and pulses-is vital in developing the Indian economy. This paper carries out change point detection and trend analysis for the annual historical series of food ...
Polisetty Kalpana   +3 more
doaj   +1 more source

Testing effort based software reliability assessment incorporating FRF and change point [PDF]

open access: yesYugoslav Journal of Operations Research, 2020
In today's World, to meet the demand of high quality and reliable software systems, it is imperative to perform comprehensive testing and debugging of the software code. The fault detection and removal rate may change over time.
Arora Rajat, Aggarwal Anu G.
doaj   +1 more source

Does Biochar Addition Influence the Change Points of Soil Phosphorus Leaching?

open access: yesJournal of Integrative Agriculture, 2014
Phosphorus change point indicating the threshold related to P leaching, largely depends on soil properties. Increasing data have shown that biochar addition can improve soil retention capacity of ions.
Xiao-rong ZHAO   +3 more
doaj   +1 more source

Changing Pattern of Water Level Trends in Eurasian Endorheic Lakes as a Response to the Recent Climate Variability

open access: yesRemote Sensing, 2021
Lake level is a sensitive integral indicator of climate change on regional scales, especially in enclosed endorheic basins. Eurasia contains the largest endorheic zone with several large terminal lakes, whose water levels recently underwent remarkable ...
Xin Zhang   +2 more
doaj   +1 more source

Dirichlet Process Hidden Markov Multiple Change-point Model [PDF]

open access: yes, 2014
This paper proposes a new Bayesian multiple change-point model which is based on the hidden Markov approach. The Dirichlet process hidden Markov model does not require the specification of the number of change-points a priori.
Chong, Terence T. L.   +2 more
core   +2 more sources

Sequential subspace change point detection [PDF]

open access: yesSequential Analysis, 2020
We consider the online monitoring of multivariate streaming data for changes that are characterized by an unknown subspace structure manifested in the covariance matrix. In particular, we consider the covariance structure changes from an identity matrix to an unknown spiked covariance model.
Liyan Xie   +2 more
openaire   +2 more sources

Sparse Change-Point VAR models

open access: greenSSRN Electronic Journal, 2019
AbstractChange‐point (CP) VAR models face a dimensionality curse due to the proliferation of parameters that arises when new breaks are detected. We introduce the Sparse CP‐VAR model which determines which parameters truly vary when a break is detected.
Arnaud Dufays   +3 more
openalex   +3 more sources

A New Estimator Based on Likelihood Function for Drift Time of Change in Poisson Rate Parameter [PDF]

open access: yesInternational Journal of Research in Industrial Engineering, 2014
Although a control chart can signal an out-of-control state in a process, but it does not always indicate when the process change has begun. Identifying the real time of the change in the process, called the change point, is very important for ...
R. Hosseiny   +2 more
doaj  

Change Point Estimation in Panel Data without Boundary Issue

open access: yesRisks, 2017
Panel data of our interest consist of a moderate number of panels, while the panels contain a small number of observations. An estimator of common breaks in panel means without a boundary issue for this kind of scenario is proposed.
Barbora Peštová, Michal Pešta
doaj   +1 more source

Home - About - Disclaimer - Privacy