Results 31 to 40 of about 3,117,785 (309)
Quantifying the uncertainty in change points [PDF]
, 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
A New Estimator Based on Likelihood Function for Drift Time of Change in Poisson Rate Parameter [PDF]
International 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
Risks, 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
Estimation of the distribution of change-points with appliction to fMRI data [PDF]
, 2011 Change-point detection in sequences of functional data is examined where the functional observations are dependent and where the distributions of change- points from multiple subjects is required.
Aston, John A. D., Kirch, Claudia
core +1 more source
Bootstrap Confidence Intervals for Multiple Change Points Based on Two-Stage Procedures
EntropyThis paper investigates the construction of confidence intervals for multiple change points in linear regression models. First, we detect multiple change points by performing variable selection on blocks of the input sequence; second, we re-estimate ...
Li Hou +3 more
doaj +1 more source
Two-Sample Gradual Change Analysis
Revstat Statistical Journal, 2017 We propose two-sample gradual change analysis motivated by gender differences observed in a real data set containing jumping speeds of 432 girls and 364 boys aged 6 to 19 years. Looking at this data set from the point of view of change-point analysis is
Zdenĕk Hlávka , Marie Hušková
doaj +1 more source
Bayesian Framework for Multi-Wave COVID-19 Epidemic Analysis Using Empirical Vaccination Data
Mathematics, 2021 The COVID-19 pandemic has highlighted the necessity of advanced modeling inference using the limited data of daily cases. Tracking a long-term epidemic trajectory requires explanatory modeling with more complexities than the one with short-time forecasts,
Jiawei Xu, Yincai Tang
doaj +1 more source
Change-point detection algorithms in autoregressive process
, 2022 The change-point detection method is helpful in autoregressive time series modeling. The instability in the underlying model parameters may affect the forecasting accuracy and lead to biased data analysis.
Lijing Ma (10540079)
core +1 more source
Fractal and FractionalThis study is the first to use the Bayesian Estimator of Abrupt Change, Seasonality, and Trend (BEAST) algorithm to detect trend change points in the nexuses between the green bond index (Green Bond) and WTI of crude oil, gasoline, as well as natural gas
Yun Tian +4 more
doaj +1 more source
Hydrology, 2019 This paper presents the development of an evenly spaced volume time series for Lakes Azuei and Enriquillo both located on the Caribbean island of Hispaniola.
Mahrokh Moknatian, Michael Piasecki
doaj +1 more source