Results 31 to 40 of about 10,645,086 (283)
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
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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
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Greedy Online Change Point Detection
2023 IEEE 33rd International Workshop on Machine Learning for Signal Processing (MLSP), 2023 Accepted at IEEE MLSP ...
Ho, Jou-Hui, Tobar, Felipe
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Sequential change-point detection when unknown parameters are present in the pre-change distribution [PDF]
, 2006 In the sequential change-point detection literature, most research specifies a required frequency of false alarms at a given pre-change distribution $f_{\theta}$ and tries to minimize the detection delay for every possible post-change distribution $g_ ...
Mei, Yajun
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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
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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
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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
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Change‐point analysis in financial networks [PDF]
Stat, 2020 A major impact of globalization has been the information flow across the financial markets rendering them vulnerable to financial contagion. Research has focused on network analysis techniques to understand the extent and nature of such information flow. It is now an established fact that a stock market crash in one country can have a serious impact on
Sayantan Banerjee, Kousik Guhathakurta
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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
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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
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